# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-001888
**Filing Date:** 2026-2
**Character Count:** 1602939
**Document Hash:** 069b4de39ffeafbae3fdf97a002b8eb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001888.hdr.sgml**: 20260205

**ACCESSION NUMBER**: 0002071691-26-001888

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260205

**DATE AS OF CHANGE**: 20260205

**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):** 2026-01-31

**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:** 49 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $190327283187.31

- **Amortized Cost of Portfolio Securities:** $190286598651.35

- **Cash:** $12000395098.92

- **Total Other Assets:** $1978103655.75

- **Total Liabilities:** $1150067610.31

- **Net Assets of Series:** $203115029795.71

- **Number of Shares Outstanding (Series):** 203182576758.5700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $161669387096.10          | $173144787751.64           | 77.0100%                  | 82.4700%                   |
| 2026-01-05 | $160951193555.82          | $172078244627.69           | 77.0500%                  | 82.3800%                   |
| 2026-01-06 | $161070658747.77          | $173062040609.26           | 76.9800%                  | 82.7200%                   |
| 2026-01-07 | $160342253803.65          | $171882429577.45           | 76.8300%                  | 82.3600%                   |
| 2026-01-08 | $159221236195.41          | $169761160286.99           | 76.5400%                  | 81.6000%                   |
| 2026-01-09 | $154686739723.73          | $164577282545.66           | 76.2500%                  | 81.1300%                   |
| 2026-01-12 | $155536912802.20          | $164561828519.72           | 76.6800%                  | 81.1300%                   |
| 2026-01-13 | $156391749835.66          | $165416720473.13           | 76.7400%                  | 81.1700%                   |
| 2026-01-14 | $156416770881.12          | $165441800453.95           | 76.4900%                  | 80.9100%                   |
| 2026-01-15 | $156078968354.58          | $166229053008.63           | 76.0900%                  | 81.0400%                   |
| 2026-01-16 | $155123146165.02          | $164274157814.40           | 76.3600%                  | 80.8600%                   |
| 2026-01-20 | $157490801809.40          | $166641151312.20           | 76.6300%                  | 81.0800%                   |
| 2026-01-21 | $155591888332.78          | $164742295974.38           | 76.4100%                  | 80.9100%                   |
| 2026-01-22 | $152349643332.35          | $163475106551.18           | 75.2900%                  | 80.7900%                   |
| 2026-01-23 | $151699465219.63          | $162826061795.77           | 75.1400%                  | 80.6500%                   |
| 2026-01-26 | $149858553490.08          | $160985182618.36           | 74.9100%                  | 80.4700%                   |
| 2026-01-27 | $150458180290.77          | $162210060551.37           | 74.9800%                  | 80.8400%                   |
| 2026-01-28 | $149935100279.07          | $162362231977.56           | 74.6600%                  | 80.8500%                   |
| 2026-01-29 | $152049083511.80          | $164780473388.15           | 74.7000%                  | 80.9500%                   |
| 2026-01-30 | $152880968275.59          | $165309484989.43           | 74.8700%                  | 80.9500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8200%             |
| 2026-01-06 | 3.8100%             |
| 2026-01-07 | 3.8000%             |
| 2026-01-08 | 3.7900%             |
| 2026-01-09 | 3.7800%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0000                      |
|  |  |
| 2026-01-05 | 0.9999                      |
|  |  |
| 2026-01-06 | 0.9999                      |
|  |  |
| 2026-01-07 | 0.9999                      |
|  |  |
| 2026-01-08 | 0.9999                      |
|  |  |
| 2026-01-09 | 0.9999                      |
|  |  |
| 2026-01-12 | 0.9999                      |
|  |  |
| 2026-01-13 | 0.9999                      |
|  |  |
| 2026-01-14 | 0.9999                      |
|  |  |
| 2026-01-15 | 0.9998                      |
|  |  |
| 2026-01-16 | 0.9999                      |
|  |  |
| 2026-01-20 | 0.9998                      |
|  |  |
| 2026-01-21 | 0.9998                      |
|  |  |
| 2026-01-22 | 0.9998                      |
|  |  |
| 2026-01-23 | 0.9999                      |
|  |  |
| 2026-01-26 | 0.9998                      |
|  |  |
| 2026-01-27 | 0.9998                      |
|  |  |
| 2026-01-28 | 0.9998                      |
|  |  |
| 2026-01-29 | 0.9998                      |
|  |  |
| 2026-01-30 | 0.9999                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $8959720223.42

- **Number of Shares Outstanding:** 8962699479.5200

- **Expense Reimbursement/Waiver:** 113143.33

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $174235858.03             | $40972261.80            |
| 2026-01-05 | $67726796.42              | $24576032.15            |
| 2026-01-06 | $188619.56                | $33911648.44            |
| 2026-01-07 | $114772978.95             | $8819950.45             |
| 2026-01-08 | $17571626.95              | $16975969.37            |
| 2026-01-09 | $241982601.22             | $2722938.86             |
| 2026-01-12 | $71270317.92              | $48275.94               |
| 2026-01-13 | $927365.87                | $78402129.80            |
| 2026-01-14 | $6798317.14               | $63635405.52            |
| 2026-01-15 | $222164071.09             | $69373345.50            |
| 2026-01-16 | $17958941.54              | $250159349.83           |
| 2026-01-20 | $765177.36                | $129995812.68           |
| 2026-01-21 | $125523599.80             | $30869216.09            |
| 2026-01-22 | $48647304.30              | $15693143.05            |
| 2026-01-23 | $153493.35                | $46795788.13            |
| 2026-01-26 | $201373.55                | $81611978.55            |
| 2026-01-27 | $13435727.65              | $38762763.99            |
| 2026-01-28 | $3672715.85               | $22645923.50            |
| 2026-01-29 | $309470390.10             | $22919.18               |
| 2026-01-30 | $16999469.03              | $211729378.09           |

**Total Gross Subscriptions (Month):** $1454466745.68

**Total Gross Redemptions (Month):** $1167724230.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5600%           |
| 2026-01-05 | 3.5500%           |
| 2026-01-06 | 3.5400%           |
| 2026-01-07 | 3.5300%           |
| 2026-01-08 | 3.5200%           |
| 2026-01-09 | 3.5100%           |
| 2026-01-12 | 3.4800%           |
| 2026-01-13 | 3.4800%           |
| 2026-01-14 | 3.4800%           |
| 2026-01-15 | 3.4800%           |
| 2026-01-16 | 3.4800%           |
| 2026-01-20 | 3.4800%           |
| 2026-01-21 | 3.4800%           |
| 2026-01-22 | 3.4800%           |
| 2026-01-23 | 3.4800%           |
| 2026-01-26 | 3.4800%           |
| 2026-01-27 | 3.4800%           |
| 2026-01-28 | 3.4800%           |
| 2026-01-29 | 3.4800%           |
| 2026-01-30 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 36.9100%         | 0.0000%              |
| Depository institution or other banking institution |  | 61.1700%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $674295531.09

- **Number of Shares Outstanding:** 674519819.6500

- **Expense Reimbursement/Waiver:** 8513.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2568651.82               | $3176915.51             |
| 2026-01-05 | $96812.60                 | $202595.18              |
| 2026-01-06 | $1665106.48               | $841917.71              |
| 2026-01-07 | $17195.17                 | $121378.38              |
| 2026-01-08 | $60078.89                 | $1074654.50             |
| 2026-01-09 | $162518.70                | $167920.91              |
| 2026-01-12 | $36508.84                 | $3019289.63             |
| 2026-01-13 | $16756.19                 | $275190.83              |
| 2026-01-14 | $530328.14                | $690732.60              |
| 2026-01-15 | $53179.48                 | $485005.75              |
| 2026-01-16 | $3586035.47               | $2665563.56             |
| 2026-01-20 | $768075.67                | $265399.15              |
| 2026-01-21 | $1826911.62               | $87851.54               |
| 2026-01-22 | $56284.76                 | $562801.92              |
| 2026-01-23 | $7854118.69               | $471457.72              |
| 2026-01-26 | $3295384.72               | $2049928.29             |
| 2026-01-27 | $1008679.93               | $40237.21               |
| 2026-01-28 | $56729.82                 | $6521941.39             |
| 2026-01-29 | $7560453.74               | $8525249.74             |
| 2026-01-30 | $1495586.93               | $3040748.31             |

**Total Gross Subscriptions (Month):** $32715397.66

**Total Gross Redemptions (Month):** $34286779.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1600%           |
| 2026-01-05 | 3.1600%           |
| 2026-01-06 | 3.1500%           |
| 2026-01-07 | 3.1400%           |
| 2026-01-08 | 3.1200%           |
| 2026-01-09 | 3.1100%           |
| 2026-01-12 | 3.0800%           |
| 2026-01-13 | 3.0800%           |
| 2026-01-14 | 3.0800%           |
| 2026-01-15 | 3.0800%           |
| 2026-01-16 | 3.0800%           |
| 2026-01-20 | 3.0800%           |
| 2026-01-21 | 3.0800%           |
| 2026-01-22 | 3.0800%           |
| 2026-01-23 | 3.0800%           |
| 2026-01-26 | 3.0800%           |
| 2026-01-27 | 3.0900%           |
| 2026-01-28 | 3.0900%           |
| 2026-01-29 | 3.0900%           |
| 2026-01-30 | 3.0900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.4600%         | 0.0000%              |
| Non-financial corporation |  | 10.6200%         | 0.0000%              |
| Non-financial corporation |  | 77.3000%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3680164278.13

- **Number of Shares Outstanding:** 3681390158.8400

- **Expense Reimbursement/Waiver:** 46106.68

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $26817942.94              | $6798581.48             |
| 2026-01-05 | $10261372.72              | $11221502.72            |
| 2026-01-06 | $5743517.98               | $7857915.32             |
| 2026-01-07 | $8220167.44               | $6841202.13             |
| 2026-01-08 | $4892319.56               | $19788667.40            |
| 2026-01-09 | $6898881.30               | $7231573.72             |
| 2026-01-12 | $26372743.06              | $9914996.15             |
| 2026-01-13 | $35651550.71              | $22299373.06            |
| 2026-01-14 | $19329101.10              | $10230920.96            |
| 2026-01-15 | $34895784.17              | $21298847.46            |
| 2026-01-16 | $6302761.11               | $8581004.98             |
| 2026-01-20 | $13572896.57              | $11781744.95            |
| 2026-01-21 | $6179174.92               | $15134439.09            |
| 2026-01-22 | $19445725.64              | $6182622.02             |
| 2026-01-23 | $13419546.41              | $16271188.06            |
| 2026-01-26 | $7285680.41               | $6649807.64             |
| 2026-01-27 | $8578491.63               | $13268061.38            |
| 2026-01-28 | $8927048.36               | $12860690.35            |
| 2026-01-29 | $5693753.65               | $6568239.20             |
| 2026-01-30 | $1140306.86               | $0.00                   |

**Total Gross Subscriptions (Month):** $269628766.54

**Total Gross Redemptions (Month):** $220781378.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.8500%          | 0.0000%              |
| Broker-dealer |  | 89.8400%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $364005135.87

- **Number of Shares Outstanding:** 364126403.9700

- **Expense Reimbursement/Waiver:** 4564.65

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $3188556.42               | $2895603.83             |
| 2026-01-05 | $5029484.00               | $2923252.55             |
| 2026-01-06 | $928836.90                | $2507017.81             |
| 2026-01-07 | $3667910.74               | $1904905.13             |
| 2026-01-08 | $8338076.61               | $2459616.62             |
| 2026-01-09 | $3159710.77               | $2305123.15             |
| 2026-01-12 | $4157828.95               | $6890367.06             |
| 2026-01-13 | $2142594.96               | $3674709.52             |
| 2026-01-14 | $2512822.00               | $4021211.95             |
| 2026-01-15 | $5744911.66               | $1197266.25             |
| 2026-01-16 | $1836963.49               | $2351761.49             |
| 2026-01-20 | $2098116.24               | $9108684.12             |
| 2026-01-21 | $2832839.13               | $2939198.73             |
| 2026-01-22 | $3467160.16               | $2256833.28             |
| 2026-01-23 | $3090932.32               | $2101931.36             |
| 2026-01-26 | $1469284.29               | $3660787.46             |
| 2026-01-27 | $8397281.77               | $5843410.65             |
| 2026-01-28 | $4976246.33               | $4346392.35             |
| 2026-01-29 | $570501.11                | $2832476.36             |
| 2026-01-30 | $6347856.50               | $1524035.65             |

**Total Gross Subscriptions (Month):** $73957914.35

**Total Gross Redemptions (Month):** $67744585.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6000%           |
| 2026-01-06 | 3.5900%           |
| 2026-01-07 | 3.5800%           |
| 2026-01-08 | 3.5700%           |
| 2026-01-09 | 3.5600%           |
| 2026-01-12 | 3.5300%           |
| 2026-01-13 | 3.5300%           |
| 2026-01-14 | 3.5300%           |
| 2026-01-15 | 3.5300%           |
| 2026-01-16 | 3.5300%           |
| 2026-01-20 | 3.5300%           |
| 2026-01-21 | 3.5300%           |
| 2026-01-22 | 3.5300%           |
| 2026-01-23 | 3.5300%           |
| 2026-01-26 | 3.5300%           |
| 2026-01-27 | 3.5300%           |
| 2026-01-28 | 3.5300%           |
| 2026-01-29 | 3.5300%           |
| 2026-01-30 | 3.5300%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $175029192646.63

- **Number of Shares Outstanding:** 175087401013.2900

- **Expense Reimbursement/Waiver:** 2222148.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $7091664755.55            | $5964785330.11          |
| 2026-01-05 | $3538469543.37            | $5856421299.82          |
| 2026-01-06 | $4558068022.18            | $3794462819.87          |
| 2026-01-07 | $4648746069.09            | $6969445994.90          |
| 2026-01-08 | $3680129142.37            | $4665452162.45          |
| 2026-01-09 | $3236402165.14            | $6193461350.23          |
| 2026-01-12 | $3498056914.98            | $3958919657.08          |
| 2026-01-13 | $2808553104.04            | $2942085044.97          |
| 2026-01-14 | $4520903858.97            | $4305173945.13          |
| 2026-01-15 | $5051499248.19            | $5430349970.50          |
| 2026-01-16 | $5396641800.90            | $4400893433.36          |
| 2026-01-20 | $6996587093.15            | $6455325524.88          |
| 2026-01-21 | $3062854688.87            | $5740307489.09          |
| 2026-01-22 | $6127146425.41            | $4044488912.53          |
| 2026-01-23 | $3578250738.89            | $4158178712.61          |
| 2026-01-26 | $3529327423.43            | $4958997537.82          |
| 2026-01-27 | $5032360237.88            | $4557181267.35          |
| 2026-01-28 | $4349950008.45            | $4074717239.65          |
| 2026-01-29 | $6885110005.56            | $5725954923.32          |
| 2026-01-30 | $5740225741.15            | $5987260662.13          |

**Total Gross Subscriptions (Month):** $93330946987.57

**Total Gross Redemptions (Month):** $100183863277.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 41.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.7200%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $149482.98

- **Number of Shares Outstanding:** 149532.8800

- **Expense Reimbursement/Waiver:** 45.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $1583.45                  | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $389.49                   | $0.00                   |

**Total Gross Subscriptions (Month):** $1972.94

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1400%           |
| 2026-01-05 | 3.1400%           |
| 2026-01-06 | 3.1300%           |
| 2026-01-07 | 3.1200%           |
| 2026-01-08 | 3.1100%           |
| 2026-01-09 | 3.0900%           |
| 2026-01-12 | 3.0700%           |
| 2026-01-13 | 3.0700%           |
| 2026-01-14 | 3.0700%           |
| 2026-01-15 | 3.0700%           |
| 2026-01-16 | 3.0700%           |
| 2026-01-20 | 3.0700%           |
| 2026-01-21 | 3.0700%           |
| 2026-01-22 | 3.0700%           |
| 2026-01-23 | 3.0700%           |
| 2026-01-26 | 3.0700%           |
| 2026-01-27 | 3.0700%           |
| 2026-01-28 | 3.0700%           |
| 2026-01-29 | 3.0700%           |
| 2026-01-30 | 3.0700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 18.1100%         | 0.0000%              |
| Retail investor |  | 53.7500%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3756725856.69

- **Number of Shares Outstanding:** 3757975367.8400

- **Expense Reimbursement/Waiver:** 50157.76

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $9874626.89               | $122542251.70           |
| 2026-01-05 | $4152980.68               | $96241685.83            |
| 2026-01-06 | $28497121.60              | $4205152.81             |
| 2026-01-07 | $120525130.77             | $4595580.21             |
| 2026-01-08 | $44352681.42              | $21446988.05            |
| 2026-01-09 | $12744139.64              | $128483888.84           |
| 2026-01-12 | $1613421.41               | $37850827.99            |
| 2026-01-13 | $21364511.07              | $7000839.20             |
| 2026-01-14 | $63493090.97              | $36723169.96            |
| 2026-01-15 | $55541555.41              | $21577837.88            |
| 2026-01-16 | $111216777.90             | $9566545.90             |
| 2026-01-20 | $33680063.27              | $13235897.83            |
| 2026-01-21 | $50163683.38              | $4723291.37             |
| 2026-01-22 | $85679858.27              | $34044563.74            |
| 2026-01-23 | $34607139.02              | $129288605.70           |
| 2026-01-26 | $39664402.57              | $171738299.95           |
| 2026-01-27 | $17872996.80              | $98481923.03            |
| 2026-01-28 | $6589431.70               | $73549634.27            |
| 2026-01-29 | $12186434.48              | $12812764.64            |
| 2026-01-30 | $42800981.02              | $104861201.29           |

**Total Gross Subscriptions (Month):** $796621028.27

**Total Gross Redemptions (Month):** $1132970950.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4100%           |
| 2026-01-05 | 3.4000%           |
| 2026-01-06 | 3.3900%           |
| 2026-01-07 | 3.3800%           |
| 2026-01-08 | 3.3700%           |
| 2026-01-09 | 3.3600%           |
| 2026-01-12 | 3.3300%           |
| 2026-01-13 | 3.3300%           |
| 2026-01-14 | 3.3300%           |
| 2026-01-15 | 3.3300%           |
| 2026-01-16 | 3.3300%           |
| 2026-01-20 | 3.3300%           |
| 2026-01-21 | 3.3300%           |
| 2026-01-22 | 3.3300%           |
| 2026-01-23 | 3.3300%           |
| 2026-01-26 | 3.3300%           |
| 2026-01-27 | 3.3300%           |
| 2026-01-28 | 3.3300%           |
| 2026-01-29 | 3.3300%           |
| 2026-01-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4900%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 47.6100%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4917059523.55

- **Number of Shares Outstanding:** 4918695339.1300

- **Expense Reimbursement/Waiver:** 65149.55

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $359544047.32             | $242962017.02           |
| 2026-01-05 | $751304361.14             | $255334946.44           |
| 2026-01-06 | $309787831.91             | $662068591.98           |
| 2026-01-07 | $330514460.19             | $305782255.00           |
| 2026-01-08 | $229711166.93             | $410467514.99           |
| 2026-01-09 | $342368763.07             | $332316356.12           |
| 2026-01-12 | $359323915.48             | $376181859.32           |
| 2026-01-13 | $301705036.85             | $400285189.41           |
| 2026-01-14 | $226020883.01             | $747466395.68           |
| 2026-01-15 | $244850279.10             | $284350061.30           |
| 2026-01-16 | $364304775.85             | $263791788.24           |
| 2026-01-20 | $252072010.80             | $257565553.82           |
| 2026-01-21 | $329061545.45             | $293672631.79           |
| 2026-01-22 | $210045674.30             | $326495311.52           |
| 2026-01-23 | $294563492.80             | $240120078.43           |
| 2026-01-26 | $239649449.83             | $255065187.65           |
| 2026-01-27 | $260889566.90             | $238115617.81           |
| 2026-01-28 | $396195707.74             | $223548185.00           |
| 2026-01-29 | $212492112.16             | $380970827.14           |
| 2026-01-30 | $210913046.76             | $200657821.90           |

**Total Gross Subscriptions (Month):** $6225318127.59

**Total Gross Redemptions (Month):** $6697218190.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2600%           |
| 2026-01-05 | 3.2500%           |
| 2026-01-06 | 3.2400%           |
| 2026-01-07 | 3.2300%           |
| 2026-01-08 | 3.2200%           |
| 2026-01-09 | 3.2100%           |
| 2026-01-12 | 3.1800%           |
| 2026-01-13 | 3.1800%           |
| 2026-01-14 | 3.1800%           |
| 2026-01-15 | 3.1800%           |
| 2026-01-16 | 3.1800%           |
| 2026-01-20 | 3.1800%           |
| 2026-01-21 | 3.1800%           |
| 2026-01-22 | 3.1800%           |
| 2026-01-23 | 3.1800%           |
| 2026-01-26 | 3.1800%           |
| 2026-01-27 | 3.1800%           |
| 2026-01-28 | 3.1800%           |
| 2026-01-29 | 3.1800%           |
| 2026-01-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.6000%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $383775141.67

- **Number of Shares Outstanding:** 383902838.5100

- **Expense Reimbursement/Waiver:** 11898.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $18112571.85              | $34249435.71            |
| 2026-01-05 | $9294.21                  | $11958008.03            |
| 2026-01-06 | $19.23                    | $7154845.34             |
| 2026-01-07 | $0.00                     | $5807292.49             |
| 2026-01-08 | $595678.97                | $0.00                   |
| 2026-01-09 | $14945785.41              | $0.00                   |
| 2026-01-12 | $200.00                   | $44202371.77            |
| 2026-01-13 | $927150.37                | $1385.23                |
| 2026-01-14 | $39.82                    | $17608963.76            |
| 2026-01-15 | $6581164.58               | $2934.58                |
| 2026-01-16 | $14488830.35              | $0.00                   |
| 2026-01-20 | $0.00                     | $31261404.32            |
| 2026-01-21 | $26087763.33              | $367957.25              |
| 2026-01-22 | $57.25                    | $13178003.22            |
| 2026-01-23 | $0.00                     | $8296279.05             |
| 2026-01-26 | $37.70                    | $13380120.54            |
| 2026-01-27 | $8661275.64               | $17275624.28            |
| 2026-01-28 | $89755686.56              | $44901206.78            |
| 2026-01-29 | $0.00                     | $8834681.05             |
| 2026-01-30 | $939829.71                | $1372940.46             |

**Total Gross Subscriptions (Month):** $181105384.98

**Total Gross Redemptions (Month):** $259853453.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8300%           |
| 2026-01-05 | 2.8200%           |
| 2026-01-06 | 2.8100%           |
| 2026-01-07 | 2.8000%           |
| 2026-01-08 | 2.7900%           |
| 2026-01-09 | 2.7800%           |
| 2026-01-12 | 2.7500%           |
| 2026-01-13 | 2.7500%           |
| 2026-01-14 | 2.7500%           |
| 2026-01-15 | 2.7500%           |
| 2026-01-16 | 2.7500%           |
| 2026-01-20 | 2.7500%           |
| 2026-01-21 | 2.7500%           |
| 2026-01-22 | 2.7500%           |
| 2026-01-23 | 2.7500%           |
| 2026-01-26 | 2.7500%           |
| 2026-01-27 | 2.7500%           |
| 2026-01-28 | 2.7500%           |
| 2026-01-29 | 2.7500%           |
| 2026-01-30 | 2.7500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.5200%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $5179161867.38

- **Number of Shares Outstanding:** 5180880511.6400

- **Expense Reimbursement/Waiver:** 40963.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1000000.00               | $0.00                   |
| 2026-01-05 | $194250000.00             | $0.00                   |
| 2026-01-06 | $99750000.00              | $0.00                   |
| 2026-01-07 | $1096500000.00            | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $307000000.00           |
| 2026-01-12 | $450000000.00             | $0.00                   |
| 2026-01-13 | $13000000.00              | $1000000.00             |
| 2026-01-14 | $112500000.00             | $0.00                   |
| 2026-01-15 | $0.00                     | $300000000.00           |
| 2026-01-16 | $1000000.00               | $503500000.00           |
| 2026-01-20 | $100000000.00             | $25500000.00            |
| 2026-01-21 | $0.00                     | $46250000.00            |
| 2026-01-22 | $1000000.00               | $149500000.00           |
| 2026-01-23 | $0.00                     | $17500000.00            |
| 2026-01-26 | $0.00                     | $10750000.00            |
| 2026-01-27 | $0.00                     | $512000000.00           |
| 2026-01-28 | $100250000.00             | $1000000.00             |
| 2026-01-29 | $1096250000.00            | $0.00                   |
| 2026-01-30 | $1465044208.96            | $0.00                   |

**Total Gross Subscriptions (Month):** $4730544208.96

**Total Gross Redemptions (Month):** $1874000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 81.3000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.5400%          | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $31260453.67

- **Number of Shares Outstanding:** 31270404.3000

- **Expense Reimbursement/Waiver:** 190.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5000000.00               | $0.01                   |
| 2026-01-05 | $9500000.00               | $0.00                   |
| 2026-01-06 | $3000000.00               | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $750000.00              |
| 2026-01-15 | $0.00                     | $1000000.00             |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $4000000.00             |
| 2026-01-23 | $100000.00                | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $2000000.00             |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $21280000.00              | $0.00                   |
| 2026-01-30 | $46403.82                 | $0.00                   |

**Total Gross Subscriptions (Month):** $38926403.82

**Total Gross Redemptions (Month):** $7750000.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 68.3300%         | 0.0000%              |
| Non-financial corporation                           |  | 31.6700%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $44523833.91

- **Number of Shares Outstanding:** 44538613.0400

- **Expense Reimbursement/Waiver:** 596.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $500000.00                | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $250000.00              |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $235000.00              |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $2300000.00             |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $1000000.00             |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $144663.29                | $0.00                   |

**Total Gross Subscriptions (Month):** $644663.29

**Total Gross Redemptions (Month):** $3785000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 40.6300%         | 0.0000%              |
| Non-financial corporation |  | 58.4200%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $94836652.94

- **Number of Shares Outstanding:** 94868055.1300

- **Expense Reimbursement/Waiver:** 1143.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $5344879.00             |
| 2026-01-05 | $1617055.00               | $0.00                   |
| 2026-01-06 | $1124461.00               | $0.00                   |
| 2026-01-07 | $3890526.00               | $0.00                   |
| 2026-01-08 | $0.00                     | $3718397.00             |
| 2026-01-09 | $1994610.00               | $0.00                   |
| 2026-01-12 | $1063629.00               | $0.00                   |
| 2026-01-13 | $1021088.00               | $0.00                   |
| 2026-01-14 | $349838.00                | $0.00                   |
| 2026-01-15 | $0.00                     | $1721243.00             |
| 2026-01-16 | $326466.00                | $0.00                   |
| 2026-01-20 | $1083255.00               | $0.00                   |
| 2026-01-21 | $337110.00                | $0.00                   |
| 2026-01-22 | $283235.00                | $0.00                   |
| 2026-01-23 | $2829769.00               | $0.00                   |
| 2026-01-26 | $0.00                     | $2394152.00             |
| 2026-01-27 | $783779.00                | $0.00                   |
| 2026-01-28 | $249529.00                | $0.00                   |
| 2026-01-29 | $0.00                     | $1324296.00             |
| 2026-01-30 | $2515162.67               | $0.00                   |

**Total Gross Subscriptions (Month):** $19469512.67

**Total Gross Redemptions (Month):** $14502967.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 73.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.3000%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $106111.72

- **Number of Shares Outstanding:** 106147.0300

- **Expense Reimbursement/Waiver:** 1.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $323.70                   | $0.00                   |

**Total Gross Subscriptions (Month):** $323.70

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

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

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53056.06

- **Number of Shares Outstanding:** 53073.8000

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $161.77                   | $0.00                   |

**Total Gross Subscriptions (Month):** $161.77

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| 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:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_11-121                                          | 2051-08-16      | 6.5000%  | N/A     | $1500000.00        | $2275234.76        | Agency Collateralized Mortgage Obligation |
| GNMA_18-97                                           | 2048-06-20      | 3.5000%  | N/A     | $1291653.00        | $1384000.49        | Agency Collateralized Mortgage Obligation |
| GNMA_20-082                                          | 2062-03-16      | 0.6500%  | N/A     | $177104516.00      | $3248218.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                          | 2063-01-16      | 0.7500%  | N/A     | $225250845.00      | $3851365.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-105                                          | 2062-03-16      | 0.7642%  | N/A     | $43000000.00       | $1586518.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-44                                           | 2062-02-16      | 1.0266%  | N/A     | $230155995.00      | $8319797.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                           | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2560300.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11                                           | 2062-12-16      | 1.1613%  | N/A     | $25000000.00       | $1713681.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                          | 2063-07-16      | 0.8826%  | N/A     | $39000000.00       | $2189564.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                          | 2061-06-16      | 1.4327%  | N/A     | $22500000.00       | $1615327.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                           | 2063-06-16      | 1.3318%  | N/A     | $37000000.00       | $2351134.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-153                                          | 2061-08-16      | 0.0000%  | N/A     | $50600000.00       | $2416209.03        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                         | 2051-09-20      | 2.5000%  | N/A     | $44682800.00       | $3606352.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-203                                          | 2063-07-16      | 0.8701%  | N/A     | $100000000.00      | $5785081.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12C                                         | 2071-08-20      | 0.0140%  | N/A     | $104179009.00      | $2332160.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                         | 2071-11-20      | 1.7859%  | N/A     | $49862267.00       | $1924973.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                         | 2071-12-20      | 1.8061%  | N/A     | $124846127.00      | $4652466.53        | Agency Collateralized Mortgage Obligation |
| GNMA_22-116                                          | 2064-07-16      | 0.5518%  | N/A     | $141057617.00      | $6096238.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-131                                          | 2064-06-16      | 0.5020%  | N/A     | $96000000.00       | $4102285.31        | Agency Collateralized Mortgage Obligation |
| GNMA_22-135E                                         | 2052-08-20      | 2.3470%  | N/A     | $66666666.00       | $4860011.82        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P                                         | 2052-08-20      | 1.0340%  | N/A     | $6105679.00        | $3623591.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                         | 2052-10-20      | 2.4970%  | N/A     | $29166665.00       | $1663766.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                          | 2064-10-16      | 0.5115%  | N/A     | $47148730.00       | $2330984.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                         | 2065-07-16      | 0.7501%  | N/A     | $33800000.00       | $1854123.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-33                                           | 2063-09-16      | 0.6978%  | N/A     | $70414921.00       | $3459200.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-42                                           | 2063-12-16      | 0.6670%  | N/A     | $132000000.00      | $6065834.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78                                           | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3492234.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                         | 2072-05-20      | 1.8068%  | N/A     | $75589351.00       | $3336575.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B                                         | 2072-07-20      | 0.5359%  | N/A     | $142018722.00      | $8006683.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17C                                         | 2072-08-20      | 0.6241%  | N/A     | $35000000.00       | $2102247.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C                                         | 2072-11-20      | 1.5488%  | N/A     | $140061917.00      | $4729175.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113J                                         | 2053-08-20      | 2.0970%  | N/A     | $113819457.00      | $1698635.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 2.5970%  | N/A     | $175000000.00      | $2843229.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                         | 2053-11-20      | 2.5470%  | N/A     | $30000000.00       | $1675630.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                         | 2053-12-20      | 3.4470%  | N/A     | $60000000.00       | $2125794.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.9970%  | N/A     | $50342430.00       | $2167273.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.8970%  | N/A     | $100000000.00      | $2825044.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H25C                                         | 2073-10-20      | 0.4089%  | N/A     | $110307599.00      | $5708193.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-101D                                         | 2054-06-20      | 2.9470%  | N/A     | $100000000.00      | $5668787.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L                                         | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2941753.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H                                         | 2054-07-20      | 2.9470%  | N/A     | $75000000.00       | $6788213.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110J                                         | 2054-07-20      | 2.9470%  | N/A     | $42600000.00       | $3926807.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110K                                         | 2064-07-20      | 2.1970%  | N/A     | $230000000.00      | $3174299.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.9470%  | N/A     | $75000000.00       | $4647088.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U                                         | 2054-07-20      | 1.5970%  | N/A     | $200000000.00      | $4565139.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151J                                         | 2064-09-20      | 1.7270%  | N/A     | $90000000.00       | $1852476.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159J                                         | 2054-10-20      | 1.7470%  | N/A     | $160000000.00      | $8134368.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159Q                                         | 2054-10-20      | 1.7170%  | N/A     | $200000000.00      | $4816693.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159X                                         | 2054-10-20      | 1.7270%  | N/A     | $75000000.00       | $3201371.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 2.3470%  | N/A     | $43658507.00       | $2179863.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 2.1970%  | N/A     | $60000000.00       | $1661829.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184P                                         | 2054-11-20      | 2.2970%  | N/A     | $75000000.00       | $3712759.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 2.2970%  | N/A     | $55464420.00       | $3088397.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-20M                                          | 2054-02-20      | 7.5000%  | N/A     | $38021202.00       | $1723616.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30P                                          | 2054-02-20      | 2.4970%  | N/A     | $75000000.00       | $2877868.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30V                                          | 2054-02-20      | 3.2970%  | N/A     | $50000000.00       | $3355265.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                          | 2054-02-20      | 3.2970%  | N/A     | $50000000.00       | $2694326.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51L                                          | 2052-02-20      | 3.0000%  | N/A     | $11966168.00       | $1592485.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51U                                          | 2054-03-20      | 3.4770%  | N/A     | $50000000.00       | $1837619.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64BB                                         | 2054-04-20      | 3.4470%  | N/A     | $21605608.00       | $1742643.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.6970%  | N/A     | $225000000.00      | $4830107.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 2.2970%  | N/A     | $90000000.00       | $2527536.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.3970%  | N/A     | $77564189.00       | $3581634.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.4970%  | N/A     | $53333333.00       | $2812429.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 2.3470%  | N/A     | $40000000.00       | $1942572.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                          | 2054-04-20      | 1.4970%  | N/A     | $50000000.00       | $1811430.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D                                          | 2054-04-20      | 2.2970%  | N/A     | $138000000.00      | $7174916.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 3.5470%  | N/A     | $50000000.00       | $1728137.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 3.5470%  | N/A     | $50000000.00       | $3178830.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.2970%  | N/A     | $50000000.00       | $2056270.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                          | 2064-05-20      | 2.9470%  | N/A     | $82236891.00       | $2029190.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90                                           | 2066-07-16      | 1.2897%  | N/A     | $66500000.00       | $4001009.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                          | 2054-06-20      | 3.5470%  | N/A     | $42708333.00       | $2972502.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97N                                          | 2054-06-20      | 3.5470%  | N/A     | $40000000.00       | $3179468.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 2.1870%  | N/A     | $160000000.00      | $2083467.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X                                          | 2054-06-20      | 1.6470%  | N/A     | $90000000.00       | $4670787.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03F                                         | 2066-12-20      | 2.2077%  | N/A     | $124065942.00      | $1933106.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.6909%  | N/A     | $43560519.00       | $2867893.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D                                         | 2074-02-20      | 2.4341%  | N/A     | $114911184.00      | $3302829.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105E                                         | 2055-06-20      | 1.3970%  | N/A     | $200000000.00      | $5996361.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105G                                         | 2055-06-20      | 0.7970%  | N/A     | $80516000.00       | $1984560.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105U                                         | 2065-06-20      | 3.3970%  | N/A     | $75000000.00       | $7556501.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124M                                         | 2055-07-20      | 0.7970%  | N/A     | $80000000.00       | $2044715.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 2.2470%  | N/A     | $47438278.00       | $1867512.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                         | 2055-08-20      | 2.7970%  | N/A     | $64665784.00       | $3492387.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2594142.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.7270%  | N/A     | $150000000.00      | $4737345.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152H                                         | 2055-09-20      | 2.8870%  | N/A     | $50000000.00       | $3967952.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155C                                         | 2065-09-20      | 2.2970%  | N/A     | $60734477.00       | $2612069.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169G                                         | 2065-10-20      | 2.2970%  | N/A     | $35226887.00       | $2014374.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-172H                                         | 2055-10-20      | 2.8970%  | N/A     | $42614803.00       | $3725871.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                                         | 2054-10-20      | 1.4970%  | N/A     | $121431239.00      | $3540606.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181C                                         | 2066-03-16      | 0.2893%  | N/A     | $86599899.00       | $4225268.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-183                                          | 2065-02-16      | 1.0933%  | N/A     | $30000000.00       | $1820342.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190H                                         | 2065-09-20      | 2.2970%  | N/A     | $38768933.00       | $3253819.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                           | 2055-01-20      | 2.8970%  | N/A     | $124053571.00      | $3774349.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 2.1470%  | N/A     | $39024835.00       | $1841065.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.2170%  | N/A     | $100000000.00      | $2295715.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-211E                                         | 2055-12-20      | 1.1970%  | N/A     | $100000000.00      | $4510360.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2055-02-20      | 2.1470%  | N/A     | $80000000.00       | $2654184.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25S                                          | 2055-02-20      | 1.5470%  | N/A     | $64166296.00       | $1724574.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25T                                          | 2055-02-20      | 5.5000%  | N/A     | $9090909.00        | $1656014.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X                                          | 2065-02-20      | 1.5970%  | N/A     | $250000000.00      | $4974575.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                           | 2067-08-16      | 1.5433%  | N/A     | $35000000.00       | $1924430.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61A                                          | 2065-04-20      | 2.2470%  | N/A     | $100706289.00      | $2902616.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R                                          | 2065-04-20      | 2.0970%  | N/A     | $75000000.00       | $2084198.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                          | 2055-04-20      | 2.2970%  | N/A     | $60000000.00       | $1584863.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 2.1470%  | N/A     | $80000000.00       | $4238737.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 1.4970%  | N/A     | $50000000.00       | $1760225.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                          | 2065-04-20      | 2.2470%  | N/A     | $100000000.00      | $2435807.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69K                                          | 2055-04-20      | 1.4470%  | N/A     | $250000000.00      | $6016024.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69R                                          | 2055-04-20      | 0.5970%  | N/A     | $50562255.00       | $1608285.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y                                          | 2065-04-20      | 0.5470%  | N/A     | $360000000.00      | $3103421.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89T                                          | 2053-02-20      | 5.0000%  | N/A     | $3418451.00        | $3347308.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                          | 2055-06-20      | 1.4970%  | N/A     | $150000000.00      | $4600367.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H24E                                         | 2075-08-20      | 1.6784%  | N/A     | $50115511.00       | $3317793.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3L                                           | 2055-05-20      | 3.3470%  | N/A     | $142505879.00      | $7783916.51        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03A                                         | 2075-11-20      | 0.0000%  | N/A     | $49501973.00       | $3172007.39        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03B                                         | 2075-12-20      | 0.0000%  | N/A     | $37176283.00       | $2529921.78        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03B                                         | 2075-09-20      | 0.0000%  | N/A     | $69014374.00       | $4187364.20        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03B                                         | 2076-01-20      | 0.0000%  | N/A     | $73696918.00       | $5431627.33        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97C                                          | 2054-12-20      | 2.2970%  | N/A     | $100000000.00      | $3476425.42        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97G                                          | 2064-12-20      | 2.2470%  | N/A     | $135000000.00      | $3341971.70        | Agency Collateralized Mortgage Obligation |
| GNMA_51-56D                                          | 2055-09-20      | 2.2270%  | N/A     | $30000000.00       | $2393313.62        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71M                                          | 2065-10-20      | 2.4470%  | N/A     | $50010000.00       | $2369344.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-02-16      | 1.1377%  | N/A     | $110300000.00      | $1638780.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-97  | 2035-12-20      | 5.5000%  | N/A     | $16000000.00       | $1795698.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53  | 2061-06-16      | 0.7498%  | N/A     | $61371422.00       | $745934.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 | 2062-09-16      | 1.0113%  | N/A     | $31860000.00       | $1898001.67        | 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: BYDY74LQ1
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $13684975.00       | $12120580.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $138214567.00      | $140879420.70      | Agency Mortgage-Backed Securities |

### 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:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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         | $44687.20          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $4972.00           | $250.87            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $538.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $4000.00           | $2832.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $828.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 3.0000%  | N/A     | $1001.00           | $446.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 6.0000%  | N/A     | $2016.00           | $2087.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1029.00           | $759.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $19467.00          | $9993.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $801.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1004.00           | $164.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 7.5000%  | N/A     | $2000.00           | $1105.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $630.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.5000%  | N/A     | $1031.00           | $1046.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $1001.00           | $916.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1010.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $949.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1052.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1938.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2083.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 2.5000%  | N/A     | $2000.00           | $423.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $638.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $1013.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 3.5000%  | N/A     | $5947.00           | $962.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $977.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1027.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $591.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $616.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1059.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $1014.00           | $887.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $885.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $244.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $799.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1019.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $1781.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $70.42             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2054.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $137.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $854.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $982.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-08-01      | 6.5000%  | N/A     | $1038.00           | $11.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1001.00           | $218.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-05-01      | 5.5000%  | N/A     | $1034.00           | $8.85              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $352.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2001.00           | $2062.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.2690%  | N/A     | $2214.00           | $1946.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1014.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $167.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $454.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1788482.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $957.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-05-01      | 5.0000%  | N/A     | $1002.00           | $25.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-02-01      | 4.5000%  | N/A     | $3504.00           | $750.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $1024.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $628.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $919.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $7.92              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $54.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.0000%  | N/A     | $5198.00           | $4672.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $2001.00           | $2019.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 3.2600%  | N/A     | $2162393.00        | $1899548.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 6.0000%  | N/A     | $1878.00           | $1504.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $2008.00           | $1907.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-07-01      | 5.0000%  | N/A     | $2042.00           | $542.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $830.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1001.00           | $953.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $4020.00           | $3092.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-09-01      | 3.7900%  | N/A     | $1000.00           | $957.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $4000.00           | $3416.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.0000%  | N/A     | $1001.00           | $790.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $736.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1013.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1786.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $594.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1003.00           | $151.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $864.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 6.0000%  | N/A     | $1000.00           | $735.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $861.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $866.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1035.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $915.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 2.0000%  | N/A     | $5007.00           | $3200.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1037.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.0000%  | N/A     | $38672.00          | $37335.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $750.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1014.00           | $941.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1050.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2749.00           | $2380.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $705.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $716.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $736.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1004.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $981.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $453367.00         | $354575.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $973.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $940.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $496.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $881.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $3000.00           | $2043.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $906.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $776.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $134.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $3039.00           | $2411.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 5.0000%  | N/A     | $1061.00           | $532.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1042.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1038.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $2024.00           | $1462.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $1013.00           | $977.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1752.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $654.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $686.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $173.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 3.0000%  | N/A     | $1136.00           | $689.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $698.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $1006.00           | $116.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-05-01      | 4.5000%  | N/A     | $33055.00          | $3573.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.5000%  | N/A     | $1024.00           | $648.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-03-01      | 4.5000%  | N/A     | $1064.00           | $290.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $703.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1009.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $612.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $219.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1000.00           | $1054.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $595.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $2005.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $5000.00           | $4651.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.0000%  | N/A     | $1007.00           | $985.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $3000.00           | $2902.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 6.5000%  | N/A     | $4057.00           | $3339.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1011.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $813.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $753.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $983.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1565.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $1662.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-04-01      | 2.0000%  | N/A     | $5052.00           | $3801.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.0000%  | N/A     | $3000.00           | $2792.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $118.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1007.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $191.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $979.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $985.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1019.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $789.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $363.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $199.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $549.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 3.0000%  | N/A     | $1057.00           | $653.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 4.0000%  | N/A     | $2734.00           | $109.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $263.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $2683.00           | $2660.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $689.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $731.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $2000.00           | $1094.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $983.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $843.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-04-01      | 2.5000%  | N/A     | $19375.00          | $1511.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $113816.00         | $108177.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $625.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $913.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2023.00           | $1721.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $3000.00           | $1817.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $553.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $851.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1006.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $1043.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.5000%  | N/A     | $66042.00          | $38290.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $1000.00           | $49.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2016.00           | $2094.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2027-04-01      | 3.0000%  | N/A     | $3682.00           | $27.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1041.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $629.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $77.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $2031.00           | $2071.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $683.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-06-01      | 4.5000%  | N/A     | $3058.00           | $436.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.0000%  | N/A     | $1014.00           | $4.34              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $242.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-12-01      | 4.0000%  | N/A     | $1008.00           | $324.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $671.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-05-01      | 3.2500%  | N/A     | $3000.00           | $2721.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $911.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 5.5000%  | N/A     | $1003.00           | $835.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.5000%  | N/A     | $3001.00           | $2941.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-01-01      | 7.0000%  | N/A     | $5000.00           | $4956.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 5.0000%  | N/A     | $4001.00           | $275.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5839954.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.5000%  | N/A     | $1120.00           | $771.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $2002.00           | $1514.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $979.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $96405.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2031.00           | $2103.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $4000.00           | $4208.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $430.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-04-01      | 4.0000%  | N/A     | $1000.00           | $139.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-08-01      | 4.5000%  | N/A     | $1001.00           | $36.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 5.0000%  | N/A     | $1000.00           | $228.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $1010.00           | $707.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-11-01      | 3.0000%  | N/A     | $10017.00          | $1703.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-04-01      | 3.5000%  | N/A     | $2005.00           | $1508.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1029.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-03-01      | 2.5000%  | N/A     | $2218670.00        | $1174121.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.4200%  | N/A     | $1136.00           | $765.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-12-01      | 3.0000%  | N/A     | $1000.00           | $264.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $400.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $2008.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $766.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $14285.00          | $1102.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 4.5000%  | N/A     | $1000.00           | $180.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1967.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 7.5000%  | N/A     | $5000.00           | $3667.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $613.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 7.0000%  | N/A     | $3000.00           | $2460.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $645.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $715.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 6.0000%  | N/A     | $4000.00           | $3945.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $2002.00           | $2070.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $983.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1073.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 3.0000%  | N/A     | $2000.00           | $1727.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $700.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 5.5000%  | N/A     | $3024.00           | $3041.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $2048.00           | $514.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.0000%  | N/A     | $2001.00           | $1926.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 2.0000%  | N/A     | $14000.00          | $8248.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1003.00           | $1038.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $12997.00          | $2472.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6236168.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-04-01      | 5.5000%  | N/A     | $1015.00           | $79.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 5.0000%  | N/A     | $1008.00           | $1019.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 1.9640%  | N/A     | $3137.00           | $2452.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 5.5000%  | N/A     | $3032.00           | $2620.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $689.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 3.0000%  | N/A     | $6001.00           | $4163.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-08-01      | 6.0000%  | N/A     | $2110.00           | $4.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $32315.00          | $19388.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $826.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-11-01      | 4.0000%  | N/A     | $1000.00           | $44.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.5000%  | N/A     | $1036.00           | $900.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-11-01      | 6.0000%  | N/A     | $4002.00           | $4036.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 5.0000%  | N/A     | $1872.00           | $1669.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 5.5000%  | N/A     | $2016.00           | $1619.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1044.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $3519.00           | $2530.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 5.5000%  | N/A     | $1040.00           | $930.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $767.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-01-01      | 3.0000%  | N/A     | $15277.00          | $3096.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 5.5000%  | N/A     | $7254.00           | $43.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 6.0000%  | N/A     | $1087.00           | $749.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 4.0000%  | N/A     | $4000.00           | $588.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $959.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.5000%  | N/A     | $4991.00           | $4412.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 6.5000%  | N/A     | $2009.00           | $2054.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.0000%  | N/A     | $2001.00           | $1043.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-05-01      | 2.5000%  | N/A     | $2000.00           | $1346.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $278.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-09-01      | 3.4700%  | N/A     | $1001.00           | $569.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3081.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1556.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $613.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $128.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $739.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1035.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $609.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 5.5000%  | N/A     | $1003.00           | $941.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-02-01      | 5.0000%  | N/A     | $1000.00           | $136.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $59.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 2.5000%  | N/A     | $1000.00           | $327.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $829.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $881.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $4001.00           | $3336.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $299.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 4.5000%  | N/A     | $7000.00           | $6752.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2070.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-12-01      | 5.0000%  | N/A     | $1000.00           | $215.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $586.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 5.5000%  | N/A     | $2001.00           | $2004.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $722.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-08-01      | 5.0000%  | N/A     | $1000.00           | $28.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2500000.00        | $3938.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $738.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $293.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $758.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $781.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 6.5000%  | N/A     | $3020.00           | $3151.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 7.0000%  | N/A     | $4001.00           | $4208.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $104.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 6.5000%  | N/A     | $1002.00           | $1049.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 7.5000%  | N/A     | $3001.00           | $3046.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-11-01      | 4.0000%  | N/A     | $2096.00           | $323.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 7.5000%  | N/A     | $1000.00           | $1072.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-02-01      | 2.0000%  | N/A     | $1026.00           | $572.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $675.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.0000%  | N/A     | $2000.00           | $1751.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-11-01      | 5.5000%  | N/A     | $21946.00          | $21850.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $84.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 2.5000%  | N/A     | $3000.00           | $1355.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-09-01      | 6.0000%  | N/A     | $3085.00           | $159.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.0000%  | N/A     | $7000.00           | $4072.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1023.00           | $1002.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $265.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 7.5000%  | N/A     | $1528.00           | $1633.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1013.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-10-01      | 4.0000%  | N/A     | $1007.00           | $41.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-09-01      | 3.0000%  | N/A     | $2003.00           | $442.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1008.00           | $782.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $594.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1007.00           | $634.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 6.0000%  | N/A     | $3001.00           | $2254.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $775.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $518.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 7.0000%  | N/A     | $2000.00           | $2108.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $12001.00          | $2480.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $3001.00           | $3008.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $4000.00           | $4133.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.0000%  | N/A     | $7010.00           | $4727.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1038.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $861.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $14054.00          | $859.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-01-01      | 3.5000%  | N/A     | $7000.00           | $1980.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $636.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-03-01      | 5.0000%  | N/A     | $2293.00           | $2298.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-12-01      | 3.0000%  | N/A     | $2001.00           | $501.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 4.5000%  | N/A     | $1037.00           | $86.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-02-01      | 6.0000%  | N/A     | $1083.00           | $10.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-12-01      | 6.0000%  | N/A     | $3003.00           | $1231.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 3.0000%  | N/A     | $1002.00           | $237.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.0000%  | N/A     | $3000.00           | $3091.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 5.0000%  | N/A     | $2000.00           | $1720.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1005.00           | $1062.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.5000%  | N/A     | $3000.00           | $3076.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $798.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $2808.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 7.0000%  | N/A     | $2004.00           | $2117.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-04-01      | 3.5100%  | N/A     | $1000.00           | $914.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $3010.00           | $3094.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1327049.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1701.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $1980.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $5011.00           | $3407.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $1138.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 5.0000%  | N/A     | $4004.00           | $3313.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-05-01      | 3.8300%  | N/A     | $1135.00           | $965.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1028.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $581.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $2008.00           | $2107.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $985.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 5.5000%  | N/A     | $1000.00           | $997.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $1011.00           | $1052.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2035.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $721.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $1001.00           | $822.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.5000%  | N/A     | $1000.00           | $373.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 5.0000%  | N/A     | $1001.00           | $514.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $593.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $207.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $180180.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $7001.00           | $4117.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $1020.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $10033.00          | $844.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1053.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.5000%  | N/A     | $1009.00           | $661.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $3000.00           | $1988.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 5.5000%  | N/A     | $5272.00           | $56.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 4.1700%  | N/A     | $1000.00           | $957.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $2961.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $27.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.6300%  | N/A     | $1099727.00        | $1187257.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $760.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1061.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $426.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $724.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-06-01      | 5.0000%  | N/A     | $1002.00           | $41.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-05-01      | 2.0000%  | N/A     | $1000.00           | $736.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $3324.00           | $207.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-02-01      | 3.5600%  | N/A     | $1642.00           | $1295.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-10-01      | 3.5950%  | N/A     | $2000.00           | $1491.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1001.00           | $1056.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1052.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $634.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1027.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 4.5000%  | N/A     | $2000.00           | $144.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $527.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $1018.00           | $681.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $820.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $757.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-03-01      | 2.5000%  | N/A     | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 7.0000%  | N/A     | $3000.00           | $3168.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 7.0000%  | N/A     | $4001.00           | $4032.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1334.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $993.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1446.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-01-01      | 4.1850%  | N/A     | $19235.00          | $17884.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $1001.00           | $1051.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-03-01      | 5.0000%  | N/A     | $5003.00           | $426.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1656.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $734.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $570.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $728.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $3000.00           | $3071.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $3001.00           | $3121.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.5000%  | N/A     | $157405.00         | $107400.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $795.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.0000%  | N/A     | $2003.00           | $922.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 3.5000%  | N/A     | $8000.00           | $1851.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $502.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $7190.00           | $731.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-12-01      | 5.0000%  | N/A     | $1000.00           | $664.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 7.5000%  | N/A     | $1000.00           | $1074.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3114.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-12-01      | 6.0000%  | N/A     | $1062.00           | $1085.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-06-01      | 5.5000%  | N/A     | $3159.00           | $135.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1033.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-10-01      | 3.0000%  | N/A     | $5000.00           | $893.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $754.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $939.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $779.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 7.0000%  | N/A     | $2000.00           | $2096.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $676.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1063.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $3103.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $81.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $98000.00          | $60175.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1023.00           | $1041.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $727.40            | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $51.00             | $1.68              | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.8282%  | N/A     | $129968.00         | $11.75             | Agency Collateralized Mortgage Obligation |
| FHLMC_4900G                                          | 2049-07-25      | 2.2382%  | N/A     | $44769861.00       | $1300123.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $684110.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $4828688.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $682647.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $494218.00         | $4.79              | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2348548.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 3.3327%  | N/A     | $98318962.00       | $4710511.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                          | 2055-02-25      | 0.0000%  | N/A     | $12529745.00       | $732.54            | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                          | 2055-02-25      | 1.3527%  | N/A     | $121682473.00      | $3895601.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588B                                          | 2055-10-25      | 1.7527%  | N/A     | $100223.00         | $4674.42           | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.7882%  | N/A     | $32968320.00       | $56558.95          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.6882%  | N/A     | $5013437.00        | $40214.51          | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $810693.00         | $7.39              | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.3882%  | N/A     | $8972200.00        | $235347.37         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9227%  | N/A     | $14683752.00       | $120859.64         | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 2.2882%  | N/A     | $52296670.00       | $1369303.95        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $19231955.00       | $1371281.94        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.1534%  | N/A     | $18923538.00       | $377619.42         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $144665.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $404382.01         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $679243.00         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                          | 2051-12-25      | 2.1249%  | N/A     | $21791806.00       | $491386.74         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $1904772.27        | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.1054%  | N/A     | $24793712.00       | $687192.14         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $617018.00         | $68996.99          | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 1.8739%  | N/A     | $55713918.00       | $1682648.16        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                          | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $2933932.73        | Agency Collateralized Mortgage Obligation |
| FNMA_23-40E                                          | 2053-09-25      | 2.9027%  | N/A     | $107332910.00      | $4982064.09        | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                          | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $2081387.87        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $4799917.28        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $5618435.00        | $755521.62         | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $16424224.96       | Agency Collateralized Mortgage Obligation |
| FNMA_24-106                                          | 2055-01-25      | 5.5000%  | N/A     | $1000.00           | $1063.82           | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4027%  | N/A     | $100000.00         | $6975.53           | Agency Collateralized Mortgage Obligation |
| FNMA_24-20J                                          | 2046-03-25      | 5.5000%  | N/A     | $1762.00           | $962.91            | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                          | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $1346.51           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4027%  | N/A     | $12930761.00       | $769696.90         | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $88682.07          | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $1352.00           | $1355.94           | Agency Collateralized Mortgage Obligation |
| FNMA_25-112A                                         | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $799191.99         | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $971.67            | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $31739.29          | Agency Collateralized Mortgage Obligation |
| FNMA_25-82A                                          | 2052-08-25      | 5.5000%  | N/A     | $12787962.00       | $1250495.34        | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149978.00        | $125802.58         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $27270.64          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2040-06-01      | 4.5000%  | N/A     | $1013.00           | $58.54             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2028-11-01      | 6.5000%  | N/A     | $5886178.00        | $2627.08           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-10-01      | 5.5000%  | N/A     | $59893.00          | $2034.08           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2045-08-01      | 3.5000%  | N/A     | $7003.00           | $1414.24           | Agency Mortgage-Backed Securities         |
| FREDDIEMAC STRIP FHSTR_406                           | 2053-10-25      | 4.8473%  | N/A     | $1184.00           | $706.29            | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486374.00         | $11306.77          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 1.1154%  | N/A     | $104785743.00      | $280918.50         | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.8102%  | N/A     | $136500000.00      | $1010760.82        | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.7102%  | N/A     | $13891689.00       | $66773.00          | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 0.9863%  | N/A     | $25850465.00       | $101291.05         | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                          | 2046-08-20      | 1.1457%  | N/A     | $68850447.00       | $361100.47         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 2.2602%  | N/A     | $1385023.00        | $56429.17          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 0.9093%  | N/A     | $73811077.00       | $488103.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                          | 2044-07-20      | 1.0618%  | N/A     | $39767332.00       | $378255.15         | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 2.3102%  | N/A     | $42947794.00       | $657332.35         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.9006%  | N/A     | $2509218.00        | $14788.86          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $51842629.00       | $4532446.50        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5102%  | N/A     | $14456322.00       | $1279954.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-221                                          | 2051-12-20      | 0.0970%  | N/A     | $18030000.00       | $223322.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $519729.70         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77F                                          | 2051-05-20      | 3.0000%  | N/A     | $138276611.00      | $73603491.11       | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1931988.08        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 4.6030%  | N/A     | $4842428.00        | $3082973.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $830.36            | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                         | 2053-08-20      | 4.8130%  | N/A     | $1000.00           | $425.18            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5658.84           | Agency Collateralized Mortgage Obligation |
| GNMA_23-133G                                         | 2053-09-20      | 5.0030%  | N/A     | $1156.00           | $382.86            | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106767.00         | $8.46              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.3970%  | N/A     | $14514200.00       | $748940.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 5.0030%  | N/A     | $9327116.00        | $2874734.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 4.9530%  | N/A     | $3835478.00        | $1677174.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                         | 2053-12-20      | 3.3470%  | N/A     | $762202.00         | $24762.56          | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.5770%  | N/A     | $100033.00         | $7569.42           | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 4.6030%  | N/A     | $6641912.00        | $4750899.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48H                                          | 2053-03-20      | 4.7030%  | N/A     | $8330704.00        | $3265326.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                          | 2053-05-20      | 4.7030%  | N/A     | $8986463.00        | $3384581.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                          | 2053-05-20      | 4.7030%  | N/A     | $765500.00         | $408954.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9112%  | N/A     | $12424359.00       | $951109.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.4541%  | N/A     | $100028.00         | $2004.10           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.2879%  | N/A     | $100000.00         | $3462.60           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.6354%  | N/A     | $20448560.00       | $1090799.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H27B                                         | 2073-11-20      | 0.5584%  | N/A     | $59264635.00       | $3624910.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.5550%  | N/A     | $25510541.00       | $1583150.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                         | 2054-07-20      | 5.0030%  | N/A     | $1130.00           | $584.94            | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                         | 2053-08-20      | 2.7970%  | N/A     | $115248996.00      | $3712868.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 2.9970%  | N/A     | $25859444.00       | $1572939.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                         | 2054-09-20      | 0.0500%  | N/A     | $49899915.00       | $62183.54          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $10098509.00       | $5640718.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.7030%  | N/A     | $1000.00           | $828.34            | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.8030%  | N/A     | $3650649.00        | $2387173.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $17882010.00       | $61.40             | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 4.7530%  | N/A     | $40000000.00       | $19499183.63       | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 2.3470%  | N/A     | $14803528.00       | $677988.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1677420.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.6970%  | N/A     | $100000.00         | $3934.60           | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 1.6970%  | N/A     | $8141312.00        | $349131.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2670762.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 4.8030%  | N/A     | $7912976.00        | $3154807.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232296.00         | $238538.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.9030%  | N/A     | $13737686.00       | $6445110.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.6248%  | N/A     | $3514102.00        | $215930.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.6909%  | N/A     | $30000000.00       | $1975109.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.6679%  | N/A     | $50000000.00       | $2828644.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.7270%  | N/A     | $978714.00         | $63321.69          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.7899%  | N/A     | $73200000.00       | $5150446.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 0.8204%  | N/A     | $27792311.00       | $1948481.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                         | 2074-11-20      | 0.7448%  | N/A     | $36000000.00       | $2304806.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                         | 2055-07-20      | 7.8723%  | N/A     | $26204843.00       | $26480078.03       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.2470%  | N/A     | $31809822.00       | $1482456.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-04-20      | 2.4970%  | N/A     | $95793666.00       | $5716412.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 2.2970%  | N/A     | $54715948.00       | $3097390.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                          | 2055-02-20      | 2.8670%  | N/A     | $33725024.00       | $2248577.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $190000000.00      | $2134.15           | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $199554335.00      | $1821.19           | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                          | 2065-05-20      | 1.2470%  | N/A     | $85482633.00       | $1594396.08        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $2551152.00        | $2557964.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045632.00        | $1078.75           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $582923.00         | $39183.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-08-15      | 3.5000%  | N/A     | $1000.00           | $60.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2029-08-15      | 7.0000%  | N/A     | $1000.00           | $56.15             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-08-15      | 6.0000%  | N/A     | $3000.00           | $490.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $1021.00           | $278.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $4079704.00        | $243606.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-20      | 5.2290%  | N/A     | $337800.00         | $80298.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-06-15      | 7.0000%  | N/A     | $3016.00           | $3101.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $56.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 7.0000%  | N/A     | $14295.00          | $14569.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-12-15      | 2.5000%  | N/A     | $55047.00          | $8051.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $2018.00           | $76.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $17274208.00       | $205166.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $2040.00           | $2015.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 6.5000%  | N/A     | $284192.00         | $288480.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-08-15      | 5.5000%  | N/A     | $1111745.00        | $26810.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1015.00           | $937.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-08-15      | 5.0000%  | N/A     | $238717.00         | $16077.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2032-11-15      | 6.5000%  | N/A     | $19877.00          | $60.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.5000%  | N/A     | $168859.00         | $14610.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $1124860.00        | $72312.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-04-20      | 5.5000%  | N/A     | $553880.00         | $5718.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 6.0000%  | N/A     | $775774.00         | $90361.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $9148.00           | $9612.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 5.5000%  | N/A     | $1000.00           | $135.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.5000%  | N/A     | $1000.00           | $927.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.5000%  | N/A     | $255000.00         | $26253.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 6.0000%  | N/A     | $1009.00           | $106.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 4.0000%  | N/A     | $3585684.00        | $251105.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 5.5000%  | N/A     | $10328.00          | $6690.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 3.5000%  | N/A     | $1543.00           | $189.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-12-20      | 4.0000%  | N/A     | $1070612.00        | $78020.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $435344.00         | $118716.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $2664865.00        | $2603047.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.5000%  | N/A     | $1000.00           | $70.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.0000%  | N/A     | $1327000.00        | $1017380.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-02-20      | 6.0000%  | N/A     | $292000.00         | $36012.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-05-20      | 4.0000%  | N/A     | $1000.00           | $56.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 6.0000%  | N/A     | $1001.00           | $117.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $777655.00         | $785944.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 5.5000%  | N/A     | $72475.00          | $54521.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 7.0000%  | N/A     | $2000.00           | $2092.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.5000%  | N/A     | $251470.00         | $96251.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 6.0000%  | N/A     | $485000.00         | $35827.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 6.0000%  | N/A     | $48000.00          | $19371.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-07-20      | 6.5000%  | N/A     | $100000.00         | $10495.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $3936518.00        | $2705677.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-06-20      | 5.5000%  | N/A     | $233000.00         | $15449.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 6.0000%  | N/A     | $168000.00         | $20195.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 3.5000%  | N/A     | $79412.00          | $10055.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $443176.00         | $328042.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $1093202.00        | $667430.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 6.2500%  | N/A     | $966663.00         | $7218.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $2485057.00        | $617279.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 6.0000%  | N/A     | $708000.00         | $98510.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-04-20      | 6.0000%  | N/A     | $784000.00         | $57719.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $1101106.00        | $411033.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $2000.00           | $1424.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 5.0000%  | N/A     | $80000.00          | $12839.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-11-20      | 6.5000%  | N/A     | $2000.00           | $182.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | N/A     | $14000.00          | $6831.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 4.5000%  | N/A     | $425000.00         | $30863.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.0000%  | N/A     | $3760.00           | $2209.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 5.5000%  | N/A     | $26341.00          | $19128.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-08-20      | 4.0000%  | N/A     | $1000.00           | $57.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 5.0000%  | N/A     | $26000.00          | $9194.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1049.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.0000%  | N/A     | $1007.00           | $104.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $1829955.00        | $1275315.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.5000%  | N/A     | $64000.00          | $9261.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 3.0000%  | N/A     | $1008.00           | $328.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $2002.00           | $2052.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 6.4490%  | N/A     | $4416377.00        | $247269.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-01-20      | 3.0000%  | N/A     | $1000.00           | $92.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1522666.00        | $1577626.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $167704.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.5000%  | N/A     | $257013.00         | $25509.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $2024.00           | $1899.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1016.00           | $1028.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 6.0000%  | N/A     | $971000.00         | $98728.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-07-20      | 4.0000%  | N/A     | $23000.00          | $16725.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.5000%  | N/A     | $12240259.00       | $10701730.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 5.0000%  | N/A     | $370451.00         | $34704.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.0000%  | N/A     | $108654.00         | $81892.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.0000%  | N/A     | $767100.00         | $107414.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $120000.00         | $9468.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-02-20      | 2.5000%  | N/A     | $3012302.00        | $268485.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 5.0000%  | N/A     | $498999.00         | $133254.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $199070.00         | $194436.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2086.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-02-20      | 6.5000%  | N/A     | $202459.00         | $210569.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.0000%  | N/A     | $2048.00           | $1978.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | N/A     | $50000.00          | $16424.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.0000%  | N/A     | $730293.00         | $105772.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 6.0000%  | N/A     | $487610.00         | $131475.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-12-20      | 4.7500%  | N/A     | $8236608.00        | $19104.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $388.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 5.0000%  | N/A     | $180000.00         | $16757.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.5000%  | N/A     | $85000.00          | $5490.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $698954.00         | $77805.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | N/A     | $18357472.00       | $18018773.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 6.5000%  | N/A     | $350000.00         | $39003.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $4001.00           | $3865.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $48895.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $521279.00         | $91660.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 6.0000%  | N/A     | $1000.00           | $130.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | N/A     | $1002.00           | $670.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.5000%  | N/A     | $196000.00         | $18461.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2089.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-03-20      | 4.5000%  | N/A     | $1000.00           | $72.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $275000.00         | $41969.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 3.5000%  | N/A     | $1001.00           | $197.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1081301.00        | $833749.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-07-20      | 6.0000%  | N/A     | $386000.00         | $21190.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $3000.00           | $3132.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 6.0000%  | N/A     | $893001.00         | $120496.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 4.5000%  | N/A     | $1000.00           | $74.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 6.0000%  | N/A     | $558666.00         | $42297.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-08-20      | 3.0000%  | N/A     | $2002.00           | $193.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $1020.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 7.5000%  | N/A     | $1000.00           | $1015.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $981.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 3.0000%  | N/A     | $134265.00         | $77819.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.0000%  | N/A     | $2788597.00        | $2759952.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 4.7500%  | N/A     | $775000.00         | $18367.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 3.0000%  | N/A     | $1002.00           | $149.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $3101750.00        | $2272716.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $440100.00         | $398914.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 5.5000%  | N/A     | $2000.00           | $1601.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-03-20      | 7.0000%  | N/A     | $2192340.00        | $273380.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $885.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.5000%  | N/A     | $1000.00           | $96.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 4.0000%  | N/A     | $80000.00          | $6281.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 4.0000%  | N/A     | $1303771.00        | $992288.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 6.0000%  | N/A     | $1002.00           | $158.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 4.0000%  | N/A     | $47002.00          | $6349.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.5000%  | N/A     | $319000.00         | $19850.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $10364022.00       | $10164412.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $343527.00         | $109687.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 6.5000%  | N/A     | $125000.00         | $19576.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 5.0000%  | N/A     | $136999.00         | $10708.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-10-20      | 4.0000%  | N/A     | $11913054.00       | $632157.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 5.0000%  | N/A     | $7600.00           | $6681.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $1000.00           | $200.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $546.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 6.5000%  | N/A     | $1000.00           | $120.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1017.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $996801.00         | $42336.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2213324.00        | $147717.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $497048.00         | $59707.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $2107.00           | $1765.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 6.0000%  | N/A     | $70269.00          | $40475.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 4.5000%  | N/A     | $275972.00         | $9837.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $2000.00           | $603.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 4.0000%  | N/A     | $3000.00           | $266.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | N/A     | $4977000.00        | $691372.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.0000%  | N/A     | $3009.00           | $1820.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $93.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.5000%  | N/A     | $158000.00         | $28216.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 5.0000%  | N/A     | $1000.00           | $730.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $1040.00           | $1089.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $4586700.00        | $3692925.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 3.5000%  | N/A     | $5991992.00        | $419529.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 4.0000%  | N/A     | $1000.00           | $88.77             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1046.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-06-20      | 6.0000%  | N/A     | $1000.00           | $649.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37279.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3170%  | N/A     | $1047071.00        | $873915.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $1024.00           | $92.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.5000%  | N/A     | $1000.00           | $880.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-01-20      | 4.0000%  | N/A     | $1000.00           | $59.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $2626914.00        | $142364.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $2775.00           | $1333.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 5.0000%  | N/A     | $1000.00           | $125.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 4.0000%  | N/A     | $99998.00          | $8640.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 4.5000%  | N/A     | $1525069.00        | $1493444.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $50021.00          | $25482.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 5.0000%  | N/A     | $501000.00         | $71495.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 3.5000%  | N/A     | $8000.00           | $5955.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-12-20      | 6.5000%  | N/A     | $1000.00           | $254.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $31141.00          | $32254.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $298923.00         | $16901.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 6.5000%  | N/A     | $1002.00           | $126.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1018.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $981.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.0000%  | N/A     | $1002.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $1003.00           | $203.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $4254765.00        | $3557677.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $6004.00           | $6427.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $3438148.00        | $2431907.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 5.0000%  | N/A     | $180000.00         | $7567.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 4.5000%  | N/A     | $2054.00           | $72.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $3541254.00        | $738101.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $144180.00         | $108683.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $738.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 5.0000%  | N/A     | $1008.00           | $60.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $24526.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $2000.00           | $128.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $249189.00         | $128239.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 2.5000%  | N/A     | $2166616.00        | $1087061.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $1000.00           | $74.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $735.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $22929.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | N/A     | $4314865.00        | $2630679.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 4.0000%  | N/A     | $583305.00         | $127674.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 5.5000%  | N/A     | $1590846.00        | $170018.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2064-09-20      | 7.0000%  | N/A     | $1024.00           | $329.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.5000%  | N/A     | $5000.00           | $5353.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 4.5000%  | N/A     | $310855.00         | $38795.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.4010%  | N/A     | $731641.00         | $495289.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | N/A     | $17020.00          | $16963.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 5.0000%  | N/A     | $160000.00         | $17782.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $2833734.00        | $2118320.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $29540.00          | $24718.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.5000%  | N/A     | $2974830.00        | $599792.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $41921.00          | $43102.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.0000%  | N/A     | $226173.00         | $11386.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 5.5000%  | N/A     | $65000.00          | $7421.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 4.0000%  | N/A     | $316997.00         | $20420.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 5.5000%  | N/A     | $1035935.00        | $122776.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | N/A     | $181330.00         | $188925.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.0000%  | N/A     | $992897.00         | $88724.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $831000.00         | $90611.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.0000%  | N/A     | $2000.00           | $2090.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.3140%  | N/A     | $5700075.00        | $945152.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | N/A     | $13570.00          | $14105.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $905.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.5000%  | N/A     | $1000.00           | $1003.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $1002.00           | $1045.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 5.0000%  | N/A     | $131031.00         | $25438.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.0000%  | N/A     | $2680483.00        | $385645.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $100000.00         | $14146.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $1040.00           | $774.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 5.5000%  | N/A     | $3288081.00        | $237134.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 3.0000%  | N/A     | $658844.00         | $99581.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 4.5000%  | N/A     | $450000.00         | $45989.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 4.5000%  | N/A     | $2086804.00        | $159066.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 4.5000%  | N/A     | $1024.00           | $849.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.5000%  | N/A     | $373137.00         | $27619.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $1841562.00        | $1128019.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 5.5000%  | N/A     | $210000.00         | $19877.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $3450363.00        | $3307814.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2113.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 5.5000%  | N/A     | $67000.00          | $5593.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $1478922.00        | $1584509.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 4.0000%  | N/A     | $750000.00         | $65915.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-06-20      | 4.5000%  | N/A     | $320963.00         | $12747.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 5.5000%  | N/A     | $2000.00           | $1546.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-02-20      | 4.0000%  | N/A     | $1686918.00        | $83165.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $1616493.00        | $57057.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 4.0000%  | N/A     | $99000.00          | $7721.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $862.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $1000.00           | $484.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 5.0000%  | N/A     | $200000.00         | $11867.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 2.0000%  | N/A     | $9141.00           | $5238.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 5.0000%  | N/A     | $1000.00           | $629.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $336898.00         | $37015.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.5000%  | N/A     | $1078687.00        | $487067.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.5000%  | N/A     | $337329.00         | $361257.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $688628.00         | $729279.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $96807.00          | $100283.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-03-20      | 5.5000%  | N/A     | $437086.00         | $59052.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 3.5000%  | N/A     | $2000.00           | $235.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1045.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.0000%  | N/A     | $2048.00           | $118.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $999.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $3000.00           | $3099.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $1024.00           | $124.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 6.0000%  | N/A     | $44000.00          | $4992.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $1000.00           | $445.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $2068.00           | $2071.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $35040.00          | $35150.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 3.0000%  | N/A     | $1000.00           | $100.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 4.0000%  | N/A     | $1002.00           | $53.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.5000%  | N/A     | $2000.00           | $1339.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 6.0000%  | N/A     | $209000.00         | $27142.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 6.0000%  | N/A     | $76000.00          | $5729.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $2000.00           | $2093.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $796.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-08-20      | 4.0000%  | N/A     | $1040.00           | $101.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 5.0000%  | N/A     | $1000.00           | $448.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-06-20      | 6.5000%  | N/A     | $167000.00         | $18633.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1280100.00        | $976950.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.0000%  | N/A     | $126000.00         | $18155.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $153395.00         | $18107.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $2047.00           | $239.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1089466.00        | $719133.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1076.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-07-20      | 4.0000%  | N/A     | $114458.00         | $9823.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $2000.00           | $1065.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $1024.00           | $731.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.0000%  | N/A     | $1024.00           | $956.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 5.5000%  | N/A     | $80000.00          | $27591.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 4.5000%  | N/A     | $1007.00           | $36.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.0000%  | N/A     | $141846.00         | $141548.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.5000%  | N/A     | $1000.00           | $169.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 6.0000%  | N/A     | $1024.00           | $596.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.0000%  | N/A     | $1000.00           | $126.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 6.5000%  | N/A     | $208942.00         | $33048.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 6.0000%  | N/A     | $79000.00          | $6515.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $1629000.00        | $100692.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | N/A     | $1000.00           | $118.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.5000%  | N/A     | $190000.00         | $24097.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 4.5000%  | N/A     | $1024.00           | $949.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1035.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $12580380.00       | $9345467.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 5.0000%  | N/A     | $2000.00           | $1785.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $951900.00         | $998826.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.5000%  | N/A     | $1000.00           | $64.89             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-04-20      | 5.6250%  | N/A     | $1000000.00        | $19565.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 6.0000%  | N/A     | $177000.00         | $18265.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 6.5000%  | N/A     | $90999.00          | $14204.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $667429.00         | $211252.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 6.0000%  | N/A     | $2000.00           | $1115.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $254373.00         | $222972.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $3000.00           | $2939.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 3.0000%  | N/A     | $1000.00           | $115.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $268898.00         | $267771.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.5000%  | N/A     | $4198989.00        | $207401.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-09-20      | 4.0000%  | N/A     | $2800000.00        | $154730.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $147.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 4.5000%  | N/A     | $265999.00         | $11769.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 6.5000%  | N/A     | $133379.00         | $22131.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 6.0000%  | N/A     | $150000.00         | $104545.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-07-20      | 5.0000%  | N/A     | $1000.00           | $57.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 2.2602%  | N/A     | $70798857.00       | $1192405.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $19936089.00       | $1634964.44        | 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:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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? 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           | $236.85            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $415920.10         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.0973%  | N/A     | $19447998.00       | $8234783.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1448.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-05-01      | 2.5000%  | N/A     | $1000.00           | $267.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 6.0000%  | N/A     | $1000.00           | $18.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $141.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $707.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $92.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $761.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $767.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $837.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $708.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1004.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $797.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $100.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $523054.00         | $409077.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $733.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $511.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $68.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $1838.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $946.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $982.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $950.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3720.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $728.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $953.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $2000.00           | $231.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $717.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $203.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $2000.00           | $1102.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $691.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $3000.00           | $2439.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2034.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $732.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1609.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1914.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $775.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $627.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $996.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $263.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1019.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $77.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1001.00           | $94.68             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $66.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $840.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $594.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1850.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $66.70             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1099.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $301.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-12-01      | 6.5000%  | N/A     | $1006.00           | $5.87              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-04-01      | 7.0000%  | N/A     | $1000.00           | $3.88              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $529.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $654.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $205.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.2640%  | N/A     | $13282.00          | $123.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $203.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $513.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-09-01      | 6.5000%  | N/A     | $2000.00           | $112.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $657.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $851.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1612.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $244.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $932.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $88.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1133.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $174.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $441.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $979.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $94.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $164.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1001.00           | $137.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $199.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $893.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $825.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $678.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-03-01      | 3.0500%  | N/A     | $1061.00           | $987.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $855.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-02-01      | 6.2990%  | N/A     | $2361.00           | $129.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $922.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $519.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $884.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $648.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-08-01      | 6.5000%  | N/A     | $2000.00           | $8.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $907.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1033.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1963.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $982.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.0000%  | N/A     | $1999.00           | $1594.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $614.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1210.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $612.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 4.5000%  | N/A     | $1008.00           | $847.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1499.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-11-01      | 4.0000%  | N/A     | $1991.00           | $142.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $357.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $549.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $462.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $727.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $873.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $589.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $793.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $797.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $472.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $182.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $316.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $120.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $529.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1993.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $925.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $820.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $878.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $107.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $1682.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1472.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $902.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2083.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $919.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1035.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $2239.00           | $1408.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $976.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $284.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $703.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 3.0000%  | N/A     | $1024.00           | $830.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $676.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $199.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $2000.00           | $951.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $372.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $871.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1232.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $866.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $70.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $865.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $2007.00           | $98.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $762.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1223.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1027.00           | $757.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $1009.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $613.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1964.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2024.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $33.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1008.00           | $868.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $826.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2049.00           | $1890.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $641.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $776.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $495.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $218.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-03-01      | 6.0000%  | N/A     | $1984.00           | $28.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-06-01      | 3.0000%  | N/A     | $1000.00           | $87.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $705.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $102.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $654.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $739.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $579.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $636.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $785.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1645.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-12-01      | 5.0000%  | N/A     | $1002.00           | $34.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $906.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $717.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $126.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $967.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-09-01      | 3.5000%  | N/A     | $2000.00           | $302.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-10-01      | 4.0000%  | N/A     | $2000.00           | $239.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $460.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-07-01      | 4.5000%  | N/A     | $1999.00           | $70.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $697.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $548.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $530.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1035.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1011.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $840.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $134.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $960.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $638.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-06-01      | 5.0000%  | N/A     | $1004.00           | $10.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $805.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $862.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $670.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $539.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.0000%  | N/A     | $1001.00           | $778.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $629.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $523.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $530.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1466.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $816.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $269.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4980    | 2050-06-25      | 4.5000%  | N/A     | $1500000.00        | $81031.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $7000000.00        | $721018.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 6.3280%  | N/A     | $2834.00           | $34.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.7860%  | N/A     | $443000.00         | $2813.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 5.9810%  | N/A     | $30958.00          | $299.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-03-01      | 5.5140%  | N/A     | $490831.00         | $282.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.1460%  | N/A     | $1075000.00        | $2674.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 4.7310%  | N/A     | $120289.00         | $52.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 4.6790%  | N/A     | $64295056.00       | $2783.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 6.1560%  | N/A     | $39934.00          | $1124.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.4920%  | N/A     | $600000.00         | $2325.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.7920%  | N/A     | $1090000.00        | $4275.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.9460%  | N/A     | $208329.00         | $179.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 6.0000%  | N/A     | $5002.00           | $16.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.5550%  | N/A     | $1000.00           | $5.40              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-10-01      | 5.1870%  | N/A     | $287037.00         | $63.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-04-01      | 4.2420%  | N/A     | $5725.00           | $196.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-12-01      | 5.0920%  | N/A     | $3332.00           | $1.93              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-04-01      | 6.6250%  | N/A     | $101507.00         | $76.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.3420%  | N/A     | $9022.00           | $17.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-09-01      | 5.5000%  | N/A     | $6916.00           | $0.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-09-01      | 4.3900%  | N/A     | $466596.00         | $240.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 5.4950%  | N/A     | $32342.00          | $278.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-12-01      | 6.3390%  | N/A     | $13881.00          | $274.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-11-01      | 6.5370%  | N/A     | $1850000.00        | $2157.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-07-01      | 5.1720%  | N/A     | $171656.00         | $803.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.6360%  | N/A     | $1396000.00        | $4247.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 6.2770%  | N/A     | $1058.00           | $13.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-06-01      | 6.2320%  | N/A     | $1000.00           | $37.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-05-01      | 6.2950%  | N/A     | $6012.00           | $171.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-01-01      | 4.9100%  | N/A     | $194785.00         | $162.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.4890%  | N/A     | $242056.00         | $41.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-07-01      | 6.3910%  | N/A     | $1000.00           | $7.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-08-01      | 4.7410%  | N/A     | $138912.00         | $29.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1050.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 5.8120%  | N/A     | $51694.00          | $513.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.0910%  | N/A     | $393000.00         | $4155.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.8200%  | N/A     | $1324.00           | $422.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 6.0080%  | N/A     | $4007.00           | $37.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.0100%  | N/A     | $4129.00           | $31.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-11-01      | 5.3720%  | N/A     | $4045000.00        | $3077.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.6640%  | N/A     | $5000.00           | $60.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.5020%  | N/A     | $96828.00          | $4.03              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-07-01      | 6.7800%  | N/A     | $1339.00           | $4.73              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.0660%  | N/A     | $2686.00           | $1.92              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 5.9800%  | N/A     | $10035.00          | $152.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-05-01      | 6.0610%  | N/A     | $4473.00           | $330.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-06-01      | 6.2150%  | N/A     | $2023.00           | $41.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 5.5130%  | N/A     | $1126.00           | $6.46              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.7880%  | N/A     | $900000.00         | $2050.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 6.5000%  | N/A     | $38395.00          | $1886.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 6.1800%  | N/A     | $1065.00           | $24.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 5.7490%  | N/A     | $135000.00         | $868.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 5.1720%  | N/A     | $1001.00           | $15.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 6.0690%  | N/A     | $6416.00           | $274.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-07-01      | 5.2360%  | N/A     | $548569.00         | $81.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $63.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-01-01      | 6.1290%  | N/A     | $10099.00          | $17.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-12-01      | 6.0950%  | N/A     | $1000.00           | $13.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.3400%  | N/A     | $500000.00         | $575.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 6.7500%  | N/A     | $22449.00          | $429.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-07-01      | 6.1270%  | N/A     | $139406.00         | $16.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-06-01      | 6.1100%  | N/A     | $36410.00          | $26.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-08-01      | 5.1720%  | N/A     | $12005.00          | $133.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 5.7830%  | N/A     | $250000.00         | $761.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 6.2060%  | N/A     | $1000000.00        | $3060.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 5.1720%  | N/A     | $1170.00           | $10.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-03-01      | 5.4480%  | N/A     | $1026.00           | $4.20              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.5680%  | N/A     | $1745.00           | $1.45              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-09-01      | 5.4610%  | N/A     | $10400000.00       | $4579.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-03-01      | 5.4850%  | N/A     | $84170.00          | $21.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 6.2510%  | N/A     | $82000.00          | $1791.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 6.0440%  | N/A     | $1023.00           | $113.64            | 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          | $147.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.1150%  | N/A     | $2609.00           | $49.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-10-01      | 5.3720%  | N/A     | $46667.00          | $28.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-05-01      | 4.5000%  | N/A     | $1030.00           | $35.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 6.1040%  | N/A     | $550000.00         | $3751.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-06-01      | 6.3790%  | N/A     | $8000.00           | $46.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 6.1970%  | N/A     | $1000.00           | $2.71              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.7490%  | N/A     | $1385000.00        | $2597.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0280%  | N/A     | $25292.00          | $195.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.3870%  | N/A     | $211000.00         | $2289.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-07-01      | 5.1020%  | N/A     | $1000.00           | $216.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 6.7340%  | N/A     | $37000.00          | $128.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.8090%  | N/A     | $7127.00           | $58.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 6.1290%  | N/A     | $1250000.00        | $4540.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-04-01      | 6.3950%  | N/A     | $408080.00         | $1882.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.4190%  | N/A     | $16940.00          | $96.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-06-01      | 2.6400%  | N/A     | $5000.00           | $4980.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-11-01      | 6.1300%  | N/A     | $6011.00           | $50.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $650000.00         | $486647.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.8230%  | N/A     | $500000.00         | $4209.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 5.4080%  | N/A     | $556794.00         | $4409.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 6.3850%  | N/A     | $258390.00         | $801.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 6.3720%  | N/A     | $1185.00           | $1047.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-11-01      | 4.3740%  | N/A     | $21670.00          | $175.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-08-01      | 6.4700%  | N/A     | $1000.00           | $4.85              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-04-01      | 5.3980%  | N/A     | $2052.00           | $57.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 5.1720%  | N/A     | $2625000.00        | $4424.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $707.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 4.8220%  | N/A     | $25235.00          | $357.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-01-01      | 4.5900%  | N/A     | $690549.00         | $121.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.7370%  | N/A     | $2172.00           | $11.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-12-01      | 5.2230%  | N/A     | $439704.00         | $20.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 5.6300%  | N/A     | $1005.00           | $66.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 4.2780%  | N/A     | $27310.00          | $189.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.0980%  | N/A     | $11263.00          | $30.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 6.0000%  | N/A     | $2805642.00        | $3178.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0270%  | N/A     | $6002.00           | $31.28             | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $2549.00           | $531.79            | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                           | 2040-02-15      | 4.7606%  | N/A     | $2800000.00        | $482205.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.8282%  | N/A     | $104232.00         | $9.42              | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.8282%  | N/A     | $100062.00         | $916.06            | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 2.2282%  | N/A     | $13250000.00       | $327983.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 2.1782%  | N/A     | $36091396.00       | $829099.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 2.1367%  | N/A     | $76400829.00       | $644220.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                          | 2043-03-15      | 2.0923%  | N/A     | $200002.00         | $1573.79           | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.8183%  | N/A     | $43734086.00       | $534138.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11206.11          | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1095454.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659455.00        | $609658.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1124776.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                          | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2474260.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967534.00        | $590999.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5175A                                          | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $405634.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $1772148.00        | $17.18             | Agency Collateralized Mortgage Obligation |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $9991361.00        | $1270173.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5371F                                          | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2639917.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5431A                                          | 2054-07-25      | 12.9163% | N/A     | $12382450.00       | $11469618.06       | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3251712.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $4063.27           | Agency Collateralized Mortgage Obligation |
| FHLMC_5483D                                          | 2054-12-25      | 14.7451% | N/A     | $690135.00         | $633929.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 1.3027%  | N/A     | $38835923.00       | $789398.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 1.4827%  | N/A     | $100096.00         | $3186.55           | Agency Collateralized Mortgage Obligation |
| FHLMC_5528B                                          | 2055-04-25      | 2.3027%  | N/A     | $22114784.00       | $925692.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.6527%  | N/A     | $200569.00         | $9380.93           | Agency Collateralized Mortgage Obligation |
| FHLMC_5588B                                          | 2055-10-25      | 1.7527%  | N/A     | $88364209.00       | $4121328.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                          | 2054-07-25      | 0.0000%  | N/A     | $34186177.00       | $25003073.59       | Agency Collateralized Mortgage Obligation |
| FHLMC_5588E                                          | 2052-01-25      | 2.5000%  | N/A     | $141288.00         | $23262.11          | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 1.0027%  | N/A     | $100003.00         | $2654.06           | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $2125056.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $407958.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8527%  | N/A     | $67677172.00       | $3255041.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.1027%  | N/A     | $148628067.00      | $4805879.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8527%  | N/A     | $211980833.00      | $10896053.26       | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8527%  | N/A     | $98022755.00       | $7064716.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8527%  | N/A     | $128188444.00      | $6532171.28        | Agency Collateralized Mortgage Obligation |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1859.00           | $251.14            | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.7882%  | N/A     | $42412200.00       | $52495.61          | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.9382%  | N/A     | $94696183.00       | $300389.71         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 2.1882%  | N/A     | $118886400.00      | $620540.98         | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                          | 2041-01-25      | 2.6782%  | N/A     | $27857143.00       | $361979.40         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.8382%  | N/A     | $100000000.00      | $32770.37          | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 2.3382%  | N/A     | $30000000.00       | $348488.95         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.6882%  | N/A     | $40416958.00       | $324198.41         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.6882%  | N/A     | $15333333.00       | $183985.81         | Agency Collateralized Mortgage Obligation |
| FNMA_14-14                                           | 2044-04-25      | 3.0000%  | N/A     | $8729397.00        | $6156528.61        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 2.2382%  | N/A     | $33000000.00       | $150356.90         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $106007.00         | $0.97              | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 1.9881%  | N/A     | $82366191.00       | $343140.73         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                            | 2046-02-25      | 2.3382%  | N/A     | $69174285.00       | $913196.60         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.5214%  | N/A     | $157677272.00      | $476971.49         | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 2.2882%  | N/A     | $31164258.00       | $427098.00         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 2.2882%  | N/A     | $38000000.00       | $467558.90         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 1.9775%  | N/A     | $167805375.00      | $1059651.87        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.3882%  | N/A     | $452100.00         | $11858.92          | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9227%  | N/A     | $4368824.00        | $35959.09          | Agency Collateralized Mortgage Obligation |
| FNMA_19-35J                                          | 2059-07-25      | 1.8740%  | N/A     | $57174809.00       | $619617.45         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 2.2582%  | N/A     | $6405661.00        | $273566.11         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 1.9747%  | N/A     | $63684502.00       | $674644.45         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                           | 2059-11-25      | 1.6642%  | N/A     | $32166333.00       | $349856.19         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                          | 2029-06-25      | 0.5610%  | N/A     | $19004000.00       | $280907.41         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $62389.11          | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184890.00        | $466049.23         | Agency Collateralized Mortgage Obligation |
| FNMA_20-M13A                                         | 2030-09-25      | 1.2190%  | N/A     | $9500000.00        | $200368.57         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.1534%  | N/A     | $10436192.00       | $208254.33         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $4600000.00        | $516268.49         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $144665.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $414453.29         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                          | 2031-11-25      | 0.5300%  | N/A     | $23373703.00       | $373315.10         | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                          | 2053-12-25      | 0.0000%  | N/A     | $7739685.00        | $4407618.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4027%  | N/A     | $100028.00         | $6977.49           | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 2.2527%  | N/A     | $19793856.00       | $504204.83         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4027%  | N/A     | $100224.00         | $5965.78           | Agency Collateralized Mortgage Obligation |
| FNMA_24-65A                                          | 2054-09-25      | 0.0500%  | N/A     | $39812460.00       | $61484.83          | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                          | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $228.41            | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                            | 2053-09-25      | 2.1027%  | N/A     | $33658623.00       | $887146.33         | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $17669172.53       | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $132085.00         | $132469.88         | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $971.67            | Agency Collateralized Mortgage Obligation |
| FNMA_25-50B                                          | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4324471.18        | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $894790.57         | Agency Collateralized Mortgage Obligation |
| FNMA_26-3A                                           | 2056-02-25      | 6.0000%  | N/A     | $32013731.00       | $5580932.38        | Agency Collateralized Mortgage Obligation |
| FNMA_26-3A                                           | 2056-02-25      | 6.0000%  | N/A     | $27056517.00       | $27109340.34       | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 5.0000%  | N/A     | $10164976.00       | $1460704.79        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $100000.00         | $11753.61          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $400000.00         | $38820.04          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $600000.00         | $54543.09          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $9154.88           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $100.74            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2613607.00        | $206860.79         | Agency Mortgage-Backed Securities         |
| GNMA_09-13E                                          | 2039-03-16      | 2.2081%  | N/A     | $50000000.00       | $166739.54         | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.9102%  | N/A     | $273000000.00      | $943317.68         | Agency Collateralized Mortgage Obligation |
| GNMA_11-146K                                         | 2041-02-20      | 4.5000%  | N/A     | $35965236.00       | $126041.31         | Agency Collateralized Mortgage Obligation |
| GNMA_11-79E                                          | 2041-05-20      | 5.0000%  | N/A     | $11704269.00       | $146862.99         | Agency Collateralized Mortgage Obligation |
| GNMA_12-127                                          | 2042-08-16      | 4.5000%  | N/A     | $60368136.00       | $755308.63         | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                         | 2042-10-20      | 0.0300%  | N/A     | $114751391.00      | $47141.73          | Agency Collateralized Mortgage Obligation |
| GNMA_13-183D                                         | 2043-03-20      | 4.5000%  | N/A     | $57084000.00       | $46745.03          | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.7581%  | N/A     | $88104086.00       | $861593.55         | Agency Collateralized Mortgage Obligation |
| GNMA_13-24B                                          | 2042-11-20      | 4.5000%  | N/A     | $21338666.00       | $95105.09          | Agency Collateralized Mortgage Obligation |
| GNMA_13-6A                                           | 2043-01-20      | 4.5000%  | N/A     | $45630999.00       | $860962.89         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.8081%  | N/A     | $35501323.00       | $721752.68         | Agency Collateralized Mortgage Obligation |
| GNMA_14-152                                          | 2044-10-20      | 1.8102%  | N/A     | $57000000.00       | $471046.84         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 2.3081%  | N/A     | $299424.00         | $2045.44           | Agency Collateralized Mortgage Obligation |
| GNMA_14-58F                                          | 2043-09-16      | 4.5000%  | N/A     | $21827444.00       | $20318.63          | Agency Collateralized Mortgage Obligation |
| GNMA_14-84A                                          | 2044-06-20      | 4.5000%  | N/A     | $15214349.00       | $480845.90         | Agency Collateralized Mortgage Obligation |
| GNMA_14-90A                                          | 2039-12-20      | 4.5000%  | N/A     | $112182388.00      | $226699.54         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $115240.86         | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                           | 2046-05-20      | 2.2602%  | N/A     | $7000000.00        | $200243.77         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 0.9863%  | N/A     | $2029944.00        | $7954.02           | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 4.2140%  | N/A     | $3413.00           | $596.69            | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.9006%  | N/A     | $100044.00         | $589.64            | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1474946.47        | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3102%  | N/A     | $100032.00         | $3864.09           | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5102%  | N/A     | $16143616.00       | $1429346.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136A                                         | 2051-08-20      | 0.0000%  | N/A     | $77680128.00       | $488192.06         | Agency Collateralized Mortgage Obligation |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $95151.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $848273.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.5102%  | N/A     | $9108640.00        | $797823.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18156983.00       | $1036703.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 0.0000%  | N/A     | $162051.00         | $8.75              | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 2.5102%  | N/A     | $100522.00         | $4355.68           | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186226.00       | $1406615.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $548327.21         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                          | 2051-05-20      | 4.7246%  | N/A     | $300431.00         | $168170.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                         | 2052-09-20      | 4.6530%  | N/A     | $51999.00          | $39662.99          | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 2.3602%  | N/A     | $4587781.00        | $408533.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197J                                         | 2043-12-16      | 2.2081%  | N/A     | $687021.00         | $36908.25          | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 2.5670%  | N/A     | $32384320.00       | $1451280.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-28D                                          | 2052-02-20      | 3.5000%  | N/A     | $1127.00           | $770.79            | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $53510.96          | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.3970%  | N/A     | $14694534.00       | $758245.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-176A                                         | 2053-11-20      | 5.6030%  | N/A     | $1728895.00        | $551657.75         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 4.9530%  | N/A     | $1649203.00        | $721161.88         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.9270%  | N/A     | $83400000.00       | $1500772.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 4.7030%  | N/A     | $512043.00         | $369768.95         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9112%  | N/A     | $15464060.00       | $1183804.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.4541%  | N/A     | $26399972.00       | $528934.11         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.2879%  | N/A     | $17900000.00       | $619805.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3751781.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.7030%  | N/A     | $836726.00         | $693091.73         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.8030%  | N/A     | $762026.00         | $498291.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $5011021.00        | $17.21             | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.3030%  | N/A     | $6256.00           | $4070.00           | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.8470%  | N/A     | $67725301.00       | $3230820.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4218.46           | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 2.2970%  | N/A     | $30720000.00       | $547686.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $372099.60         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 1.9970%  | N/A     | $40120911.00       | $1691818.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 4.8330%  | N/A     | $1165254.00        | $744880.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1080460.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96E                                          | 2054-06-20      | 2.9470%  | N/A     | $80931623.00       | $4802452.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.9030%  | N/A     | $2253552.00        | $1057266.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.7970%  | N/A     | $99038859.00       | $1320013.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $1666667.00        | $100784.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.2470%  | N/A     | $58159680.00       | $2710457.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146A                                         | 2055-08-20      | 2.2470%  | N/A     | $250000000.00      | $12902873.53       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 1.6470%  | N/A     | $100000000.00      | $4021557.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $36915.86          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $62699.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $41836.42          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $122545.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $153903.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13327.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-05-20      | 2.2470%  | N/A     | $104260319.00      | $4964371.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-164C                                         | 2054-08-20      | 2.8970%  | N/A     | $918795.00         | $68087.17          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $28681773.00       | $20938958.54       | Agency Collateralized Mortgage Obligation |
| GNMA_25-203C                                         | 2055-11-20      | 5.5000%  | N/A     | $15077793.00       | $3281049.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                          | 2055-03-20      | 2.2470%  | N/A     | $59704683.00       | $3121220.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                          | 2055-03-20      | 2.3670%  | N/A     | $3725504.00        | $210430.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                          | 2055-03-20      | 2.3570%  | N/A     | $341802.00         | $17034.01          | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 1.5970%  | N/A     | $31441819.00       | $679154.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-64C                                          | 2055-04-20      | 1.7170%  | N/A     | $98815739.00       | $4272624.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $63347.54          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $39563.81          | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 1.4270%  | N/A     | $10890423.00       | $422354.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                          | 2055-06-20      | 4.7730%  | N/A     | $645586.00         | $631614.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.1030%  | N/A     | $1043.00           | $903.69            | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 1.1016%  | N/A     | $167033338.00      | $3384594.68        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 0.1100%  | N/A     | $40000000.00       | $201142.22         | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 0.7926%  | N/A     | $100000000.00      | $2521718.06        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 0.5426%  | N/A     | $50000000.00       | $1004736.81        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $2706704.00        | $2713932.40        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $12073454.00       | $2459803.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485818.00         | $575381.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $15.86             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-01-15      | 3.5000%  | N/A     | $177490.00         | $15882.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $4617006.00        | $174271.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $1024.00           | $12.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-10-15      | 4.0000%  | N/A     | $1040.00           | $45.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-10-15      | 5.0000%  | N/A     | $33685722.00       | $548467.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-01-15      | 3.5000%  | N/A     | $446145.00         | $24823.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-06-15      | 7.0000%  | N/A     | $432436.00         | $444624.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-06-15      | 3.5000%  | N/A     | $1149000.00        | $56030.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1810.00           | $229.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 5.6250%  | N/A     | $1500000.00        | $32724.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.8750%  | N/A     | $743869.00         | $12077.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $3199.00           | $135.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $1008.00           | $1009.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 4.7500%  | N/A     | $222877.00         | $2792.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.6250%  | N/A     | $1023.00           | $21.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | N/A     | $2931906.00        | $3040221.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 5.3750%  | N/A     | $1719.00           | $22.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.8750%  | N/A     | $2498600.00        | $39543.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $29996.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.8750%  | N/A     | $3976132.00        | $128607.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $284707.00         | $10049.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-08-20      | 5.3750%  | N/A     | $3319077.00        | $12909.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 5.5000%  | N/A     | $50000.00          | $34385.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 6.0000%  | N/A     | $1406668.00        | $175452.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 4.5000%  | N/A     | $1000.00           | $927.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 5.0000%  | N/A     | $122316.00         | $40779.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-10-20      | 4.0000%  | N/A     | $213506.00         | $11329.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 5.7500%  | N/A     | $6945.00           | $380.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.0000%  | N/A     | $58830.00          | $3770.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.5000%  | N/A     | $69941.00          | $6125.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 4.0000%  | N/A     | $2001.00           | $176.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $1000.00           | $72.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1018.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $1000.00           | $687.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-12-20      | 4.7500%  | N/A     | $10114223.00       | $137106.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $1005.00           | $511.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 5.5000%  | N/A     | $201998.00         | $27383.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 6.0000%  | N/A     | $14726.00          | $7607.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $183687.00         | $125174.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.0000%  | N/A     | $2862380.00        | $165771.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 6.2500%  | N/A     | $441492.00         | $89276.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.3140%  | N/A     | $150901.00         | $25021.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 7.0000%  | N/A     | $35000.00          | $10603.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 4.5000%  | N/A     | $1000.00           | $73.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 5.0000%  | N/A     | $250000.00         | $56498.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 5.0000%  | N/A     | $40000.00          | $13306.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $104273.00         | $8771.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 4.0000%  | N/A     | $10645273.00       | $563620.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 4.7500%  | N/A     | $3178468.00        | $70438.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 3.0000%  | N/A     | $14000.00          | $9071.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $19108.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 6.0000%  | N/A     | $1000.00           | $160.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 7.0000%  | N/A     | $1001.00           | $1065.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 5.5000%  | N/A     | $13517.00          | $319.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-04-20      | 5.6250%  | N/A     | $10342197.00       | $10617.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3170%  | N/A     | $7104820.00        | $5929885.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 5.5000%  | N/A     | $23810.00          | $858.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $1000.00           | $1040.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $1035.00           | $93.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 4.0000%  | N/A     | $8000.00           | $5270.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $5879320.00        | $377765.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 2.2602%  | N/A     | $29150000.00       | $1167862.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $16767591.00       | $1375115.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24150.67          | 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: BYDY74K90
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2040-11-15      | 0.0000%  | N/A     | $38.07             | $18.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $100.00            | $37.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $3.45              | $2.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $200.00            | $47.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $81.92             | $78.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $5327800.00        | $5415308.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $6.00              | $2.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $29.73             | $19.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $3268800.00        | $3381865.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $200.00            | $203.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $400.00            | $423.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $96.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $76.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $400.00            | $401.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $960500.00         | $976435.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $14.73             | $8.97              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 0.0000%  | N/A     | $100.00            | $23.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $73.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $52476000.00       | $54482759.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $500.00            | $558.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $1000.00           | $1011.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $144.18            | $50.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $300.00            | $396.14            | 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: BYDY74KL3
- **C.18 - Value (incl. sponsor support):** $119000000.00
- **C.18.a - Value (excl. sponsor support):** $119000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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     | $1001.00           | $172.96            | Agency Mortgage-Backed Securities         |
| FHLMC_5266B                                          | 2052-09-25      | 4.5000%  | N/A     | $13806.00          | $15201.91          | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                          | 2055-02-25      | 1.2027%  | N/A     | $101000000.00      | $1675053.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 1.4827%  | N/A     | $8865508.00        | $282233.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                          | 2055-08-25      | 2.1027%  | N/A     | $121116926.00      | $6486808.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5584J                                          | 2055-06-25      | 2.1027%  | N/A     | $60719074.00       | $2268994.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 1.0027%  | N/A     | $27547298.00       | $731100.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8527%  | N/A     | $773344.00         | $39750.75          | Agency Collateralized Mortgage Obligation |
| FNMA_12-74                                           | 2042-07-25      | 0.0000%  | N/A     | $100035.00         | $10843.38          | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                          | 2055-03-25      | 2.1427%  | N/A     | $12416901.00       | $548552.45         | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                           | 2055-06-25      | 1.3027%  | N/A     | $212214110.00      | $4763487.09        | Agency Collateralized Mortgage Obligation |
| GNMA_17-192                                          | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $982268.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 4.8030%  | N/A     | $6768472.00        | $4894685.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44A                                          | 2054-03-20      | 3.4970%  | N/A     | $9970692.00        | $817194.13         | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $1000.00           | $730.04            | Agency Collateralized Mortgage Obligation |
| GNMA_25-218A                                         | 2055-12-20      | 4.7030%  | N/A     | $11380.00          | $11323.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                          | 2055-06-20      | 4.7730%  | N/A     | $23262843.00       | $22759406.20       | Agency Collateralized Mortgage Obligation |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $217552.00         | $218132.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1022.00           | $944.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 4.7500%  | N/A     | $6777043.00        | $84917.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $636270.00         | $609983.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 6.0000%  | N/A     | $346914.00         | $13450.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $6502.00           | $5436.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | N/A     | $2707101.00        | $2852727.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.0000%  | N/A     | $2532432.00        | $2613253.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-02-20      | 5.5000%  | N/A     | $157000.00         | $10503.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 4.0000%  | N/A     | $195536.00         | $20940.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.0000%  | N/A     | $1000.00           | $1010.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | N/A     | $96129.00          | $98695.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 5.5000%  | N/A     | $364895.00         | $31644.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3170%  | N/A     | $1833410.00        | $1530216.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.0000%  | N/A     | $11317744.00       | $11307783.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $51099.00          | $49365.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 6.5000%  | N/A     | $48000.00          | $6828.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.5000%  | N/A     | $525977.00         | $218385.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1694640.00        | $1337553.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $37230.00          | $37903.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $227197.00         | $38227.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-02-20      | 4.0000%  | N/A     | $194000.00         | $15624.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 6.0000%  | N/A     | $30000.00          | $15264.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 5.3750%  | N/A     | $1659462.00        | $80939.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-30      | 5.3750%  | N/A     | $11180465.00       | $573839.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $10629103.00       | $8241745.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 3.5000%  | N/A     | $1440715.00        | $1421062.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 4.5000%  | N/A     | $85474.00          | $77636.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $2199400.00        | $1657922.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 4.0000%  | N/A     | $1162780.00        | $912688.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $11396095.00       | $7832849.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 5.5000%  | N/A     | $355000.00         | $284265.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-02-20      | 4.0000%  | N/A     | $298009.00         | $24988.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 4.5000%  | N/A     | $94000.00          | $7655.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $5608544.00        | $4151489.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $3439900.00        | $3227761.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 2.5000%  | N/A     | $186000.00         | $126212.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 5.5000%  | N/A     | $1725000.00        | $1285096.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $32570.00          | $28846.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $8008.00           | $5965.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $336130.00         | $25050.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 5.5000%  | N/A     | $1001.00           | $287.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $258567904.00      | $23433427.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $148992.00         | $92259.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 5.5000%  | N/A     | $1000.00           | $77.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $1500524.00        | $1559005.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | N/A     | $211898.00         | $25187.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $8201.03           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2030-01-31      | 4.2500%  | N/A     | $100.00            | $104.05            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2027-12-31      | 3.3750%  | N/A     | $500.00            | $499.78            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2048-11-15      | 3.3750%  | N/A     | $200.00            | $159.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2047-11-15      | 0.0000%  | N/A     | $20.48             | $6.79              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2051-08-15      | 2.0000%  | N/A     | $372000.00         | $217146.60         | U.S. Treasuries (including strips)        |

### Security 7: 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: BYDY74KB5
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2028-07-15      | 0.7500%  | N/A     | $2373400.00        | $3060036.22        | U.S. Treasuries (including strips) |

### Security 8: 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: BYDY74KF6
- **C.18 - Value (incl. sponsor support):** $48500000.00
- **C.18.a - Value (excl. sponsor support):** $48500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5499A                                          | 2055-02-25      | 1.0000%  | N/A     | $4349990.00        | $63177.99          | Agency Collateralized Mortgage Obligation |
| FHLMC_5614D                                          | 2054-11-25      | 1.1527%  | N/A     | $29795099.00       | $1131352.69        | Agency Collateralized Mortgage Obligation |
| FNMA_18-87D                                          | 2048-07-25      | 4.0000%  | N/A     | $48352256.00       | $843049.93         | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                                          | 2052-10-25      | 1.4827%  | N/A     | $56750272.00       | $2304811.32        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.1607%  | N/A     | $12058602.00       | $127.91            | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11H                                         | 2066-05-20      | 2.3919%  | N/A     | $12122000.00       | $74490.95          | Agency Collateralized Mortgage Obligation |
| GNMA_24-149A                                         | 2054-09-20      | 4.8130%  | N/A     | $38206499.00       | $31207078.35       | Agency Collateralized Mortgage Obligation |
| GNMA_25-170D                                         | 2055-10-20      | 1.6970%  | N/A     | $268499996.00      | $15300794.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H09 | 2065-03-20      | 1.7500%  | N/A     | $638743.00         | $116.59            | Agency Collateralized Mortgage Obligation |

### 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: BYDY74KW9
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2051-02-15      | 0.1250%  | N/A     | $11176800.00       | $7532344.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $459.20            | $155.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | N/A     | $800.00            | $1711.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $35792000.00       | $42445788.85       | 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. 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: BYDY74M49
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2029-04-15      | 2.1250%  | N/A     | $164348160.00      | $178636973.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $54000.00          | $42097.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $360.00            | $362.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $142761000.00      | $140447873.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $291583033.00      | $276000835.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $2762.00           | $2195.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | N/A     | $19660874.00       | $16868538.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $1140.00           | $1124.24           | U.S. Treasuries (including strips) |

### Security 11: 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: BYDY74KG4
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2055-07-01      | 6.0000%  | N/A     | $14468347.00       | $13493426.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $24041496.00       | $13890052.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.0000%  | N/A     | $15787736.00       | $14733134.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $12863717.00       | $13169147.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 1.5000%  | N/A     | $31626234.00       | $14308462.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $14736371.00       | $14607792.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.0000%  | N/A     | $45933274.00       | $8773296.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $14639993.00       | $13967993.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | N/A     | $15829575.00       | $13596850.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | N/A     | $18240000.00       | $14486558.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $23000000.00       | $13595421.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $16000000.00       | $13814785.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $74482.00          | $45548.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $15772723.00       | $14731965.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.0000%  | N/A     | $80287398.00       | $14377413.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.0000%  | N/A     | $84969716.00       | $14897215.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $17255116.00       | $15088729.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $16138131.00       | $14581225.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $19000854.00       | $14709566.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | N/A     | $15731432.00       | $13716265.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.5000%  | N/A     | $72199060.00       | $13538553.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $15778646.00       | $14473592.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | N/A     | $14399040.00       | $14179385.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $18500000.00       | $14934864.76       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-11-01      | 2.5000%  | N/A     | $93587115.00       | $13038753.52       | Agency Mortgage-Backed Securities |

### 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: BYDY74KJ8
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2045-05-15      | 5.0000%  | N/A     | $48235600.00       | $49980100.17       | U.S. Treasuries (including strips) |

### Security 13: 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: BYDY74KA7
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2032-03-31      | 4.1250%  | N/A     | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $94.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $194900.00         | $200642.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $87.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $1400.00           | $1229.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $900.00            | $851.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $1808200.00        | $1837588.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $100.00            | $102.72            | U.S. Treasuries (including strips) |

### Security 14: 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:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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 FNMA_12-5                                  | 2042-02-25      | 2.1382%  | N/A     | $46561688.00       | $270653.10         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                 | 2048-06-25      | 2.3882%  | N/A     | $55413670.00       | $850565.58         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $952236.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3358375.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1878451.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1540376.18        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.7405%  | N/A     | $2357000.00        | $261736.89         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                      | 2045-01-25      | 2.0804%  | N/A     | $3357000.00        | $69260.68          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.6260%  | N/A     | $655000.00         | $71720.13          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014   | 2055-10-25      | 2.7695%  | N/A     | $2893000.00        | $363891.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                            | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $105281.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.6582%  | N/A     | $117787959.00      | $351645.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $195002.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_4818K                                           | 2048-04-15      | 2.3782%  | N/A     | $11498631.00       | $191966.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.7782%  | N/A     | $11800000.00       | $315233.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 2.2382%  | N/A     | $21189621.00       | $714698.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 2.1882%  | N/A     | $13000000.00       | $598011.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 2.1882%  | N/A     | $22870000.00       | $1185278.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $13100000.00       | $985711.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                           | 2050-06-25      | 2.2382%  | N/A     | $15000000.00       | $476043.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988E                                           | 2050-07-25      | 4.0000%  | N/A     | $33100000.00       | $2694865.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3731047.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                           | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1229596.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2547573.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2525063.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                            | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1140606.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                           | 2043-03-15      | 2.3782%  | N/A     | $18925757.00       | $685500.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                           | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $787803.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 2.2882%  | N/A     | $10000000.00       | $613773.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 2.2882%  | N/A     | $17800000.00       | $1773563.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                           | 2050-08-25      | 3.0000%  | N/A     | $50042183.00       | $4534968.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                           | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2369683.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1644321.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                           | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $648713.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                           | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $857832.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                           | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2070505.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                           | 2050-11-25      | 2.5527%  | N/A     | $8909091.00        | $735248.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                           | 2048-11-15      | 0.5426%  | N/A     | $174000000.00      | $2195680.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                           | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1286290.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1103072.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                           | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $665136.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 2.6027%  | N/A     | $21000000.00       | $2017284.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                           | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $893668.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $18732666.00       | $2242975.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                           | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1307811.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 2.6027%  | N/A     | $17850000.00       | $1879740.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                           | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2230491.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                           | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1512799.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $970846.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                           | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2811940.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                           | 2051-02-25      | 0.5827%  | N/A     | $173779557.00      | $2704510.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                           | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $878421.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                           | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3470143.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $556812.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                           | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1117093.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2601093.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                           | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2395953.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                           | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1469926.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2280706.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                           | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1804759.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                           | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1053079.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115J                                           | 2049-06-25      | 3.5000%  | N/A     | $41935638.00       | $3573869.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                           | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1194562.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                           | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3146535.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                           | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1055735.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1806777.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5236A                                           | 2052-07-25      | 0.1027%  | N/A     | $40000000.00       | $626272.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                           | 2052-08-25      | 1.6027%  | N/A     | $50477142.00       | $3057886.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                           | 2052-08-25      | 2.2527%  | N/A     | $50085972.00       | $3498904.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                           | 2052-11-25      | 1.0527%  | N/A     | $170645534.00      | $4160505.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 2.2527%  | N/A     | $100000000.00      | $2720602.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 2.0027%  | N/A     | $47000000.00       | $1511294.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                           | 2053-10-25      | 3.3527%  | N/A     | $50000000.00       | $1780461.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                           | 2053-11-25      | 2.6527%  | N/A     | $63461538.00       | $3120071.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5363C                                           | 2053-12-25      | 3.1527%  | N/A     | $75000000.00       | $2737442.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                           | 2053-12-25      | 3.3027%  | N/A     | $50000000.00       | $1456489.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                            | 2053-12-25      | 2.5027%  | N/A     | $141356296.00      | $3990795.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5367                                            | 2053-12-25      | 2.7727%  | N/A     | $62302519.00       | $2434615.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                           | 2054-03-25      | 2.8027%  | N/A     | $100000000.00      | $2092694.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                           | 2054-04-25      | 2.8527%  | N/A     | $100000000.00      | $2093600.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400B                                           | 2054-04-25      | 2.5527%  | N/A     | $62000000.00       | $2217649.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                           | 2054-04-25      | 2.2027%  | N/A     | $73405076.00       | $2298244.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                           | 2051-06-25      | 4.0000%  | N/A     | $16086759.00       | $2789367.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 1.4027%  | N/A     | $60000000.00       | $1366249.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5414A                                           | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3660346.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 3.4527%  | N/A     | $38559235.00       | $1812097.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                           | 2054-06-25      | 1.4527%  | N/A     | $28400000.00       | $477339.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5420B                                           | 2054-06-25      | 1.4027%  | N/A     | $74000000.00       | $1835010.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 2.1027%  | N/A     | $96642475.00       | $2559884.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                           | 2054-07-25      | 3.4027%  | N/A     | $45841134.00       | $4180646.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 1.4327%  | N/A     | $17564171.00       | $540654.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                           | 2054-08-25      | 2.1027%  | N/A     | $100000000.00      | $2063470.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 1.4527%  | N/A     | $6571000.00        | $270518.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5457E                                           | 2054-10-25      | 1.7027%  | N/A     | $135326134.00      | $3173697.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-10-25      | 2.4527%  | N/A     | $8104064.00        | $698365.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 1.6027%  | N/A     | $60000000.00       | $3634282.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 2.3027%  | N/A     | $9506621.00        | $601742.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 2.3027%  | N/A     | $5405656.00        | $474348.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.7027%  | N/A     | $55008659.00       | $1354025.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                           | 2054-11-25      | 1.6027%  | N/A     | $77784860.00       | $2130869.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471A                                           | 2054-11-25      | 1.0027%  | N/A     | $174753955.00      | $3467573.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                           | 2054-11-25      | 1.4027%  | N/A     | $160000000.00      | $2957966.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.8527%  | N/A     | $118341176.00      | $2131021.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                           | 2054-11-25      | 1.7027%  | N/A     | $49973910.00       | $1670234.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 1.3527%  | N/A     | $200000000.00      | $3685987.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 1.4027%  | N/A     | $25500000.00       | $483479.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                           | 2054-04-25      | 1.3527%  | N/A     | $156000000.00      | $2808572.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.3527%  | N/A     | $125000000.00      | $2489710.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H                                           | 2054-12-25      | 2.1527%  | N/A     | $75000000.00       | $3079321.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                           | 2055-02-25      | 1.4027%  | N/A     | $75000000.00       | $1511226.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                           | 2054-10-25      | 1.4527%  | N/A     | $50000000.00       | $1335175.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5501G                                           | 2055-02-25      | 2.1527%  | N/A     | $72995812.00       | $4094094.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                           | 2055-02-25      | 2.1527%  | N/A     | $48073146.00       | $2915478.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                           | 2055-02-25      | 1.8027%  | N/A     | $100000000.00      | $2877699.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                           | 2055-03-25      | 2.2027%  | N/A     | $8740989.00        | $568828.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5515C                                           | 2055-03-25      | 1.4527%  | N/A     | $119155146.00      | $2807702.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                            | 2054-05-25      | 1.6027%  | N/A     | $20000000.00       | $599122.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                            | 2055-05-25      | 1.2027%  | N/A     | $54700000.00       | $1126445.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                           | 2055-06-25      | 0.1027%  | N/A     | $395000000.00      | $2477856.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                           | 2055-06-25      | 1.4027%  | N/A     | $150000000.00      | $4105700.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                           | 2055-08-25      | 1.4027%  | N/A     | $115377154.00      | $2891462.12        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 2.0098%  | N/A     | $99774000.00       | $3544075.15        | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6191%  | N/A     | $786000.00         | $87002.23          | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                             | 2048-01-25      | 1.7826%  | N/A     | $5198000.00        | $80839.08          | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                             | 2047-11-25      | 2.4814%  | N/A     | $1907000.00        | $75719.16          | Agency Collateralized Mortgage Obligation |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $2844792.84        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.8527%  | N/A     | $110435000.00      | $2713288.42        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 2.3527%  | N/A     | $75000000.00       | $2221075.08        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                             | 2054-05-25      | 2.1027%  | N/A     | $135500000.00      | $3039893.55        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.6882%  | N/A     | $250093527.00      | $2572860.23        | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                            | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $88123.35          | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 2.4382%  | N/A     | $117234000.00      | $1185734.87        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                            | 2046-03-25      | 2.3382%  | N/A     | $75000000.00       | $856207.34         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 2.1882%  | N/A     | $44785000.00       | $1617794.89        | Agency Collateralized Mortgage Obligation |
| FNMA_16-60                                            | 2046-09-25      | 3.0000%  | N/A     | $8825000.00        | $191509.59         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $1920040.96        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                           | 2049-04-25      | 2.1882%  | N/A     | $22000000.00       | $596442.37         | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 2.2882%  | N/A     | $44514530.00       | $1378996.23        | Agency Collateralized Mortgage Obligation |
| FNMA_19-52B                                           | 2049-09-25      | 4.0000%  | N/A     | $10910000.00       | $173269.55         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 2.1882%  | N/A     | $31112500.00       | $1358292.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                           | 2049-11-25      | 2.1882%  | N/A     | $12825500.00       | $661983.81         | Agency Collateralized Mortgage Obligation |
| FNMA_19-77F                                           | 2050-01-25      | 3.5000%  | N/A     | $14319571.00       | $200291.60         | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                            | 2059-07-25      | 2.2382%  | N/A     | $15000000.00       | $589021.10         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $3020693.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1291716.49        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                           | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $833089.55         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $909687.24         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1047860.39        | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $17400000.00       | $1687250.13        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 2.2882%  | N/A     | $14861349.00       | $692840.57         | Agency Collateralized Mortgage Obligation |
| FNMA_20-56A                                           | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $798135.65         | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                           | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1946870.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1273853.85        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1537272.39        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                            | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3644182.14        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                           | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3700107.33        | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $35433500.00       | $3163606.34        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                           | 2050-12-25      | 3.0000%  | N/A     | $17000000.00       | $1829972.98        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                            | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $2926501.47        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                           | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1788888.71        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1233248.09        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1428085.70        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $1974360.17        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                           | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $515512.01         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                           | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1839251.98        | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                           | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $234493.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                           | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1509253.50        | Agency Collateralized Mortgage Obligation |
| FNMA_21-94B                                           | 2052-01-25      | 3.5000%  | N/A     | $33691833.00       | $3943764.52        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                           | 2052-06-25      | 2.4027%  | N/A     | $50000000.00       | $3077180.68        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                           | 2052-12-25      | 1.8527%  | N/A     | $175000000.00      | $4245537.62        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 3.3027%  | N/A     | $48409043.00       | $1113420.60        | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                            | 2054-04-25      | 2.0027%  | N/A     | $60000000.00       | $1537959.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                           | 2054-05-25      | 2.7527%  | N/A     | $109913370.00      | $2338409.47        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 2.0527%  | N/A     | $73500000.00       | $2535016.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-50A                                           | 2054-08-25      | 3.4027%  | N/A     | $75000000.00       | $2526146.83        | Agency Collateralized Mortgage Obligation |
| FNMA_24-57A                                           | 2054-08-25      | 2.0527%  | N/A     | $115000000.00      | $3217698.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 1.5027%  | N/A     | $9503195.00        | $556495.47         | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                            | 2054-09-25      | 1.6327%  | N/A     | $125000000.00      | $3263568.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 2.1027%  | N/A     | $79000000.00       | $2082217.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                           | 2054-10-25      | 1.5527%  | N/A     | $55425000.00       | $1455696.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 2.3027%  | N/A     | $43700638.00       | $3695645.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.7027%  | N/A     | $17023597.00       | $1085880.28        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                           | 2054-11-25      | 1.7027%  | N/A     | $66069423.00       | $2293308.98        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                           | 2054-11-25      | 1.5527%  | N/A     | $31150000.00       | $732591.71         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                           | 2053-10-25      | 1.0027%  | N/A     | $109568653.00      | $2125125.09        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 2.3527%  | N/A     | $55520663.00       | $1479123.23        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 1.6527%  | N/A     | $44087837.00       | $2754143.98        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                           | 2054-12-25      | 1.4527%  | N/A     | $50000000.00       | $1105858.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87B                                           | 2054-12-25      | 2.2027%  | N/A     | $32116539.00       | $1189390.69        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.5027%  | N/A     | $50000000.00       | $567879.70         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $669549.60         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 1.3027%  | N/A     | $73000000.00       | $1338454.68        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93A                                           | 2054-12-25      | 1.3027%  | N/A     | $130000000.00      | $2624931.01        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                           | 2054-12-25      | 1.4027%  | N/A     | $182000000.00      | $3440127.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                           | 2054-12-25      | 1.3527%  | N/A     | $105000000.00      | $1929857.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95J                                           | 2054-12-25      | 2.1527%  | N/A     | $52913000.00       | $2583278.90        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                           | 2055-03-25      | 1.4027%  | N/A     | $23953010.00       | $1021973.29        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                           | 2055-03-25      | 2.2027%  | N/A     | $17363731.00       | $909778.89         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                           | 2055-03-25      | 2.1527%  | N/A     | $37982080.00       | $2085701.83        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $526857.33         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                           | 2054-06-25      | 1.6027%  | N/A     | $75000000.00       | $2052821.91        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                           | 2054-08-25      | 1.2027%  | N/A     | $24200000.00       | $540264.32         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                           | 2055-06-25      | 1.3027%  | N/A     | $178080180.00      | $4347736.53        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 1.4527%  | N/A     | $80550000.00       | $3311753.83        | Agency Collateralized Mortgage Obligation |
| FNMA_25-64B                                           | 2055-08-25      | 1.4027%  | N/A     | $102844085.00      | $2691742.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-87C                                           | 2055-10-25      | 0.9727%  | N/A     | $80119749.00       | $2586749.30        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 2.1782%  | N/A     | $133333333.00      | $1262919.06        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                    | 2027-01-25      | 2.8148%  | N/A     | $2268000.00        | $61355.01          | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                        | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $192113.26         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                          | 2026-11-25      | 0.0000%  | N/A     | $4334906.00        | $2703342.75        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1076999.13        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                         | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $162220.21         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3194811.31        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $476403.84         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1098116.12        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4201861.79        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4078963.67        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1034097.57        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1201201.18        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250314856.00      | $1222676.68        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $1849415.08        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $519696.56         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.4978%  | N/A     | $125000000.00      | $99866.41          | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 | 2030-05-25      | 1.0432%  | N/A     | $98317319.00       | $2116054.84        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.0325%  | N/A     | $61500000.00       | $1640341.03        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                         | 2039-04-25      | 1.7355%  | N/A     | $17964000.00       | $249934.25         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.3777%  | N/A     | $10944000.00       | $169845.76         | Agency Collateralized Mortgage Obligation |
| FRESB_22-S104                                         | 2042-09-25      | 0.1184%  | N/A     | $396528763.00      | $3587073.93        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.3923%  | N/A     | $214000000.00      | $4115118.33        | Agency Collateralized Mortgage Obligation |
| GNMA_09-61                                            | 2039-08-20      | 2.9102%  | N/A     | $258300000.00      | $444980.33         | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                            | 2040-03-20      | 1.9602%  | N/A     | $473125000.00      | $1331341.28        | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                           | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $286374.98         | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                           | 2053-02-16      | 0.5448%  | N/A     | $260000000.00      | $568746.36         | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $119531.58         | Agency Collateralized Mortgage Obligation |
| GNMA_12-20                                            | 2042-02-20      | 2.8602%  | N/A     | $21428571.00       | $365923.83         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6383%  | N/A     | $61750000.00       | $167856.65         | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2509%  | N/A     | $65000000.00       | $266097.90         | Agency Collateralized Mortgage Obligation |
| GNMA_13-129                                           | 2043-09-20      | 2.3102%  | N/A     | $20708456.00       | $143784.19         | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                           | 2043-02-20      | 3.5000%  | N/A     | $85714285.00       | $1809429.49        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1532%  | N/A     | $116000000.00      | $63808.57          | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                            | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $102516.31         | Agency Collateralized Mortgage Obligation |
| GNMA_13-82                                            | 2043-05-20      | 3.5000%  | N/A     | $8351857.00        | $187136.04         | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                            | 2049-02-16      | 0.3319%  | N/A     | $217675000.00      | $284189.76         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7044%  | N/A     | $40850000.00       | $211638.45         | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4204%  | N/A     | $72603298.00       | $171422.01         | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                           | 2055-11-16      | 0.2548%  | N/A     | $159446785.00      | $234722.89         | Agency Collateralized Mortgage Obligation |
| GNMA_15-10                                            | 2045-01-20      | 4.5000%  | N/A     | $91548595.00       | $1397477.84        | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                           | 2057-03-16      | 0.4891%  | N/A     | $64102666.00       | $208880.05         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                           | 2045-08-20      | 2.4102%  | N/A     | $22237939.00       | $248563.84         | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                           | 2045-10-20      | 1.8602%  | N/A     | $18160000.00       | $124257.63         | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                           | 2044-08-20      | 2.4102%  | N/A     | $47506714.00       | $722329.03         | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                          | 2045-12-20      | 4.0000%  | N/A     | $20431000.00       | $414739.63         | Agency Collateralized Mortgage Obligation |
| GNMA_15-31                                            | 2045-02-20      | 4.0000%  | N/A     | $25170500.00       | $279679.10         | Agency Collateralized Mortgage Obligation |
| GNMA_15-53                                            | 2045-04-20      | 4.5000%  | N/A     | $22918959.00       | $734720.32         | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                           | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $870581.29         | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                           | 2045-05-20      | 4.0000%  | N/A     | $46727316.00       | $1272271.99        | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                           | 2045-07-20      | 3.5000%  | N/A     | $77028571.00       | $486136.21         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                           | 2057-04-16      | 0.5033%  | N/A     | $110000000.00      | $561345.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                           | 2058-03-16      | 0.7353%  | N/A     | $27000000.00       | $178110.02         | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7591%  | N/A     | $138981000.00      | $380340.62         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                           | 2057-12-16      | 0.6938%  | N/A     | $22500000.00       | $157606.28         | Agency Collateralized Mortgage Obligation |
| GNMA_16-141C                                          | 2046-10-20      | 3.5000%  | N/A     | $81428570.00       | $10303.00          | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                           | 2057-01-16      | 0.5007%  | N/A     | $35098788.00       | $188110.16         | Agency Collateralized Mortgage Obligation |
| GNMA_16-17K                                           | 2045-03-20      | 4.5000%  | N/A     | $916000.00         | $21585.57          | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                           | 2045-12-20      | 3.5000%  | N/A     | $16818861.00       | $473232.18         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                            | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $196818.54         | Agency Collateralized Mortgage Obligation |
| GNMA_16-69F                                           | 2046-05-20      | 2.3102%  | N/A     | $28666666.00       | $612522.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                            | 2045-08-20      | 3.5000%  | N/A     | $25312449.00       | $164476.69         | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                           | 2046-06-20      | 2.3102%  | N/A     | $66122517.00       | $1536876.12        | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $62305.55          | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                            | 2046-06-20      | 3.5000%  | N/A     | $60441000.00       | $478812.03         | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                           | 2046-06-20      | 3.5000%  | N/A     | $11455473.00       | $338714.69         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6033%  | N/A     | $50000000.00       | $392413.85         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6091%  | N/A     | $77251864.00       | $188783.29         | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6600%  | N/A     | $124450000.00      | $485716.25         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                            | 2047-01-20      | 2.3102%  | N/A     | $25259773.00       | $692901.37         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6205%  | N/A     | $45000000.00       | $887800.96         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167                                           | 2047-11-20      | 4.5000%  | N/A     | $90954488.00       | $4248183.38        | Agency Collateralized Mortgage Obligation |
| GNMA_17-62                                            | 2057-02-16      | 0.6551%  | N/A     | $100074248.00      | $1996665.30        | Agency Collateralized Mortgage Obligation |
| GNMA_17-95A                                           | 2046-08-20      | 4.0000%  | N/A     | $10298210.00       | $228623.86         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                          | 2048-08-20      | 2.4102%  | N/A     | $22045674.00       | $405442.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                           | 2046-07-20      | 3.5000%  | N/A     | $50860570.00       | $563541.44         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                           | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $293106.29         | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                           | 2048-02-20      | 4.5000%  | N/A     | $17217275.00       | $760433.89         | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                            | 2048-04-20      | 4.0000%  | N/A     | $8400000.00        | $333726.65         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $75000000.00       | $1454435.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                          | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $591027.48         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                          | 2049-10-20      | 2.2102%  | N/A     | $15292399.00       | $531125.96         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6183%  | N/A     | $51419162.00       | $1320797.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-146                                           | 2062-03-16      | 0.5455%  | N/A     | $70000000.00       | $1656593.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-156                                           | 2057-11-16      | 0.5012%  | N/A     | $87000000.00       | $377822.82         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                            | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $87638.76          | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                            | 2060-11-16      | 0.9112%  | N/A     | $140000000.00      | $814591.51         | Agency Collateralized Mortgage Obligation |
| GNMA_19-22A                                           | 2049-02-20      | 2.2602%  | N/A     | $655000.00         | $22277.01          | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                           | 2049-02-20      | 2.2602%  | N/A     | $33304063.00       | $664826.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                           | 2049-04-20      | 2.2602%  | N/A     | $45523277.00       | $1495520.58        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                            | 2049-04-20      | 1.7502%  | N/A     | $50000000.00       | $853114.14         | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                           | 2048-02-20      | 2.3102%  | N/A     | $96097941.00       | $2526482.49        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9040%  | N/A     | $208000000.00      | $2057919.76        | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                           | 2049-06-20      | 2.3102%  | N/A     | $19160664.00       | $493925.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-89E                                           | 2046-04-20      | 4.0000%  | N/A     | $17927522.00       | $781726.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9318%  | N/A     | $6100000.00        | $253579.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                           | 2063-01-16      | 0.8539%  | N/A     | $98000000.00       | $2551893.83        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115C                                          | 2050-07-20      | 3.5000%  | N/A     | $23906785.00       | $1976304.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                          | 2050-08-20      | 2.4102%  | N/A     | $3823000.00        | $207269.40         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                          | 2044-01-20      | 0.9637%  | N/A     | $58785697.00       | $925625.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122Q                                          | 2050-08-20      | 2.5000%  | N/A     | $22000000.00       | $1668992.84        | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                           | 2063-01-16      | 0.9868%  | N/A     | $44800000.00       | $1200743.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-138                                           | 2050-09-20      | 2.5102%  | N/A     | $15000000.00       | $904579.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-140                                           | 2050-09-20      | 2.5102%  | N/A     | $33000000.00       | $2565904.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                          | 2050-09-20      | 2.5102%  | N/A     | $8000000.00        | $604706.18         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                          | 2050-09-20      | 3.5000%  | N/A     | $19285714.00       | $1892384.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                          | 2050-10-20      | 2.5102%  | N/A     | $27818181.00       | $2044939.31        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153G                                          | 2050-10-20      | 2.5000%  | N/A     | $17599796.00       | $1138088.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                          | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $394422.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-156                                           | 2063-01-16      | 0.7941%  | N/A     | $114925136.00      | $3571757.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-160C                                          | 2050-10-20      | 2.5102%  | N/A     | $29319249.00       | $2230161.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                          | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $643123.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $293904.74         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167P                                          | 2050-11-20      | 3.5000%  | N/A     | $44016000.00       | $3285380.03        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                          | 2050-11-20      | 2.0000%  | N/A     | $2200000.00        | $168553.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17H                                           | 2050-02-20      | 5.0000%  | N/A     | $1175000.00        | $76299.20          | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                           | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $583780.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181F                                          | 2050-12-20      | 2.5102%  | N/A     | $7559000.00        | $593761.99         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                          | 2050-12-20      | 2.0000%  | N/A     | $2330000.00        | $183753.49         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185L                                          | 2050-07-20      | 3.5000%  | N/A     | $37247719.00       | $2839308.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-186B                                          | 2050-12-20      | 0.0000%  | N/A     | $45000000.00       | $132262.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188A                                          | 2050-12-20      | 2.5000%  | N/A     | $11695000.00       | $1102309.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                          | 2050-11-20      | 2.5102%  | N/A     | $1611000.00        | $116172.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                          | 2050-12-20      | 2.5102%  | N/A     | $2848000.00        | $226585.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $202756.01         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                          | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $207071.49         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                           | 2050-03-20      | 2.2602%  | N/A     | $10560142.00       | $513054.45         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                           | 2050-03-20      | 2.2602%  | N/A     | $41545861.00       | $1604562.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                           | 2050-03-20      | 2.3102%  | N/A     | $47654869.00       | $2109873.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 2.3102%  | N/A     | $36250000.00       | $2627306.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                            | 2044-07-20      | 1.5802%  | N/A     | $26196306.00       | $632601.09         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $41078.37          | Agency Collateralized Mortgage Obligation |
| GNMA_20-55D                                           | 2050-04-20      | 3.5000%  | N/A     | $37673427.00       | $2620307.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7941%  | N/A     | $22900000.00       | $1758051.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                            | 2048-01-20      | 4.5000%  | N/A     | $39141711.00       | $2745983.70        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                            | 2062-04-16      | 1.2991%  | N/A     | $80000000.00       | $5109969.66        | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                           | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2244574.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 2.2602%  | N/A     | $54871755.00       | $1236323.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-85S                                           | 2049-10-20      | 3.5000%  | N/A     | $21377446.00       | $1357713.91        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                           | 2050-07-20      | 2.4102%  | N/A     | $3037000.00        | $207998.43         | Agency Collateralized Mortgage Obligation |
| GNMA_20-96F                                           | 2046-01-20      | 2.4102%  | N/A     | $66473586.00       | $2445223.31        | Agency Collateralized Mortgage Obligation |
| GNMA_20-97X                                           | 2050-07-20      | 4.5000%  | N/A     | $43167996.00       | $1778391.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-98A                                           | 2050-07-20      | 2.4102%  | N/A     | $49592185.00       | $2863304.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-105L                                          | 2051-06-20      | 2.5000%  | N/A     | $24000000.00       | $2362536.65        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107S                                          | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $3965744.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116E                                          | 2051-07-20      | 2.5000%  | N/A     | $1645000.00        | $177800.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $101399.44         | Agency Collateralized Mortgage Obligation |
| GNMA_21-125F                                          | 2051-07-20      | 3.5000%  | N/A     | $31370483.00       | $3981151.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136H                                          | 2049-02-20      | 4.0000%  | N/A     | $19235093.00       | $2090192.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                          | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $646929.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $23814555.00       | $2959323.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                          | 2043-08-20      | 3.5000%  | N/A     | $11597408.00       | $1056438.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                          | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $731977.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-154E                                          | 2051-09-20      | 2.5102%  | N/A     | $500000.00         | $44159.85          | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                          | 2051-09-20      | 2.5102%  | N/A     | $26227344.00       | $2643674.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                          | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $579458.05         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                          | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $145252.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $118984.91         | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                           | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $954867.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                          | 2051-12-20      | 0.0000%  | N/A     | $334392934.00      | $1291431.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                          | 2051-12-20      | 3.0000%  | N/A     | $11679366.00       | $1668819.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225B                                          | 2051-12-20      | 0.0000%  | N/A     | $37257309.00       | $185756.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225D                                          | 2051-12-20      | 0.0000%  | N/A     | $37584545.00       | $184679.55         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226C                                          | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $115500.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                          | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $32841.90          | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                           | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2113181.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41C                                           | 2049-02-20      | 2.2602%  | N/A     | $54440000.00       | $2566189.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                           | 2051-03-20      | 2.5102%  | N/A     | $81131426.00       | $3448379.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 2.5102%  | N/A     | $43783865.00       | $1571073.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                           | 2051-04-20      | 2.5102%  | N/A     | $48010223.00       | $2533817.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1046583.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-73                                            | 2051-04-20      | 2.6470%  | N/A     | $16250000.00       | $1333001.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77K                                           | 2051-05-20      | 2.5000%  | N/A     | $11000000.00       | $967987.27         | Agency Collateralized Mortgage Obligation |
| GNMA_21-83A                                           | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $1559548.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8F                                            | 2048-01-20      | 4.0000%  | N/A     | $55729944.00       | $4237304.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $850017.73         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98F                                           | 2051-06-20      | 3.0000%  | N/A     | $1625000.00        | $180837.66         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98G                                           | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $2990520.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-100E                                          | 2050-01-20      | 2.2602%  | N/A     | $54720340.00       | $4184030.20        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                           | 2052-01-20      | 0.0000%  | N/A     | $200000000.00      | $4128.57           | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M                                           | 2052-01-20      | 4.5000%  | N/A     | $27218978.00       | $3363028.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                          | 2052-07-20      | 0.3970%  | N/A     | $30000000.00       | $450250.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-127C                                          | 2052-03-20      | 3.5000%  | N/A     | $7200000.00        | $1237766.38        | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                          | 2052-07-20      | 0.2970%  | N/A     | $20000000.00       | $265960.47         | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                          | 2052-08-20      | 0.2470%  | N/A     | $80454641.00       | $1549083.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159T                                          | 2052-06-20      | 1.7470%  | N/A     | $31039714.00       | $2018115.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $102018.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-215F                                          | 2047-08-20      | 2.3102%  | N/A     | $16980859.00       | $1421979.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22D                                           | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $6663.43           | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                           | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $150545.79         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $21769.11          | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $10840.73          | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                            | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $616132.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $67999.21          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $847709.22         | Agency Collateralized Mortgage Obligation |
| GNMA_22-68B                                           | 2049-02-20      | 3.5000%  | N/A     | $443571.00         | $23111.00          | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $700298.05         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $474980.96         | Agency Collateralized Mortgage Obligation |
| GNMA_22-81F                                           | 2047-03-20      | 2.3102%  | N/A     | $50920532.00       | $3883208.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1                                             | 2047-11-20      | 4.0000%  | N/A     | $30811165.00       | $3349287.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                           | 2065-07-16      | 0.9817%  | N/A     | $33296039.00       | $2341174.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                          | 2063-08-20      | 2.1970%  | N/A     | $30000000.00       | $775925.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                          | 2049-09-20      | 2.2602%  | N/A     | $4600000.00        | $401154.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-114F                                          | 2051-03-20      | 2.5470%  | N/A     | $25548960.00       | $2846537.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $518600.62         | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                           | 2065-05-16      | 0.9074%  | N/A     | $20254243.00       | $1274218.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123F                                          | 2049-07-20      | 2.2602%  | N/A     | $33283888.00       | $2945352.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                          | 2053-08-20      | 2.0970%  | N/A     | $99272728.00       | $4138046.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.6470%  | N/A     | $10000000.00       | $149367.96         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                          | 2051-06-20      | 3.0000%  | N/A     | $11054239.00       | $1461990.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                          | 2051-06-20      | 2.5470%  | N/A     | $33162715.00       | $3755380.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                          | 2051-08-20      | 2.5470%  | N/A     | $21391519.00       | $2319048.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.9970%  | N/A     | $62979008.00       | $1221855.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                          | 2053-10-20      | 2.6470%  | N/A     | $138461541.00      | $5952705.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 2.5470%  | N/A     | $5170476.00        | $568995.56         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 3.0000%  | N/A     | $8617460.00        | $1130659.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                          | 2053-10-20      | 2.6270%  | N/A     | $200000000.00      | $3371272.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                          | 2053-11-20      | 3.3970%  | N/A     | $71250000.00       | $3576498.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                          | 2053-11-20      | 1.6970%  | N/A     | $85000000.00       | $2264524.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                          | 2053-11-20      | 2.2970%  | N/A     | $150000000.00      | $2361494.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166H                                          | 2048-07-20      | 4.5000%  | N/A     | $21179037.00       | $3488977.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173J                                          | 2053-11-20      | 1.7970%  | N/A     | $100000000.00      | $2222516.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                          | 2053-11-20      | 1.4470%  | N/A     | $31000000.00       | $1359773.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173M                                          | 2053-11-20      | 2.6770%  | N/A     | $80000000.00       | $3436295.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                           | 2065-05-16      | 1.2875%  | N/A     | $37994480.00       | $3345881.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                          | 2053-12-20      | 2.6470%  | N/A     | $100000000.00      | $3458750.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                          | 2053-12-20      | 2.1470%  | N/A     | $50000000.00       | $1006661.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                          | 2053-12-20      | 2.6970%  | N/A     | $150000000.00      | $2716373.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                          | 2053-12-20      | 1.9970%  | N/A     | $100000000.00      | $1303773.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189E                                          | 2053-12-20      | 2.2970%  | N/A     | $42880594.00       | $1402277.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1679069.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                          | 2053-12-20      | 2.4470%  | N/A     | $50000000.00       | $1421992.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19E                                           | 2051-02-20      | 2.5000%  | N/A     | $29775000.00       | $3265107.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                            | 2053-01-20      | 3.4470%  | N/A     | $55620961.00       | $2603715.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                           | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3325476.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-33                                            | 2063-05-16      | 0.9307%  | N/A     | $55000000.00       | $3698632.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                           | 2053-03-20      | 1.8970%  | N/A     | $100000000.00      | $1631012.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                           | 2053-04-20      | 2.4470%  | N/A     | $51071341.00       | $1805068.16        | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.8570%  | N/A     | $100000000.00      | $2621330.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                           | 2048-10-20      | 1.8102%  | N/A     | $20573726.00       | $1352029.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 2.4470%  | N/A     | $37500000.00       | $1663759.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 2.2970%  | N/A     | $16623169.00       | $291589.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                            | 2065-10-16      | 0.9249%  | N/A     | $8840000.00        | $575615.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-89G                                           | 2051-06-20      | 2.2602%  | N/A     | $42604540.00       | $3752714.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 2.2970%  | N/A     | $71769230.00       | $1420805.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                          | 2054-07-20      | 2.2970%  | N/A     | $100000000.00      | $3091174.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113C                                          | 2054-07-20      | 7.0000%  | N/A     | $25071526.00       | $3422273.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.8470%  | N/A     | $34231517.00       | $2247472.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $944281.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126K                                          | 2054-08-20      | 2.9470%  | N/A     | $44894518.00       | $3796345.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                          | 2064-08-20      | 2.1970%  | N/A     | $265000000.00      | $4193748.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130B                                          | 2054-08-20      | 2.2470%  | N/A     | $100000000.00      | $2621982.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142G                                          | 2054-09-20      | 2.3470%  | N/A     | $62415829.00       | $4135523.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151B                                          | 2054-09-20      | 0.9970%  | N/A     | $100000000.00      | $3831350.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151D                                          | 2054-09-20      | 0.9970%  | N/A     | $80000000.00       | $2551680.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P                                          | 2054-09-20      | 2.3470%  | N/A     | $75000000.00       | $4273123.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.6970%  | N/A     | $100000000.00      | $1706955.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162A                                          | 2054-10-20      | 1.7970%  | N/A     | $129491602.00      | $4065224.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                          | 2050-07-20      | 3.0000%  | N/A     | $8946753.00        | $1345139.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                          | 2054-10-20      | 1.7470%  | N/A     | $67782608.00       | $2870672.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                          | 2066-03-16      | 1.0031%  | N/A     | $4571000.00        | $331871.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                          | 2054-10-20      | 1.1470%  | N/A     | $100000000.00      | $1837419.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172D                                          | 2054-10-20      | 1.7970%  | N/A     | $200000000.00      | $3803589.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.7970%  | N/A     | $34514656.00       | $1393306.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                          | 2054-10-20      | 1.2235%  | N/A     | $170000000.00      | $3001479.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174J                                          | 2051-04-20      | 2.8852%  | N/A     | $21566888.00       | $2779337.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                          | 2054-11-20      | 0.7470%  | N/A     | $50000000.00       | $504601.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 2.1970%  | N/A     | $100000000.00      | $2350549.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                          | 2054-11-20      | 0.8970%  | N/A     | $70000000.00       | $2262590.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-188D                                          | 2054-11-20      | 2.2970%  | N/A     | $100000000.00      | $3572389.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19C                                           | 2054-01-20      | 3.2970%  | N/A     | $75000000.00       | $4007031.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                           | 2054-02-20      | 2.1870%  | N/A     | $46010169.00       | $1751617.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                          | 2054-12-20      | 2.3470%  | N/A     | $17000000.00       | $1260989.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                           | 2054-02-20      | 1.5470%  | N/A     | $50000000.00       | $770949.52         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                           | 2051-05-20      | 2.4970%  | N/A     | $19318398.00       | $2138006.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                           | 2054-02-20      | 2.8470%  | N/A     | $100000000.00      | $1895768.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2046-05-20      | 4.0000%  | N/A     | $23484380.00       | $2994702.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 1.4970%  | N/A     | $100000000.00      | $1466482.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                            | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $75172.93          | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 1.5670%  | N/A     | $50000000.00       | $1506171.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46N                                           | 2053-09-20      | 2.7970%  | N/A     | $49423840.00       | $3760535.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 2.1970%  | N/A     | $75000000.00       | $2136968.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59A                                           | 2054-04-20      | 1.6970%  | N/A     | $100500000.00      | $2755467.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 2.2970%  | N/A     | $92914366.00       | $3934234.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                           | 2054-05-20      | 2.0470%  | N/A     | $47000000.00       | $1642286.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                           | 2054-05-20      | 1.5470%  | N/A     | $93073105.00       | $2689470.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 1.4720%  | N/A     | $120000000.00      | $1850056.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 2.1470%  | N/A     | $11232602.00       | $160388.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 3.4970%  | N/A     | $50000000.00       | $2321865.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92C                                           | 2054-05-20      | 2.2470%  | N/A     | $18000000.00       | $1104690.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97B                                           | 2054-03-20      | 2.0970%  | N/A     | $66146366.00       | $3138202.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                           | 2054-06-20      | 3.5970%  | N/A     | $36911443.00       | $3141109.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97W                                           | 2054-06-20      | 1.5470%  | N/A     | $150000000.00      | $3498463.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                          | 2055-05-20      | 1.4470%  | N/A     | $106176411.00      | $2462184.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                          | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $168723.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-113A                                          | 2055-06-20      | 1.4470%  | N/A     | $102572408.00      | $4078175.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                          | 2055-07-20      | 0.7970%  | N/A     | $300000000.00      | $3998471.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G                                          | 2055-07-20      | 5.0000%  | N/A     | $14612421.00       | $14494683.94       | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                          | 2050-09-20      | 2.8970%  | N/A     | $4807468.00        | $721333.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-116V                                          | 2050-08-20      | 2.8970%  | N/A     | $10191270.00       | $1542382.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                          | 2055-07-20      | 0.1000%  | N/A     | $170000000.00      | $376868.41         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                          | 2055-07-20      | 1.4470%  | N/A     | $95828816.00       | $3949732.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                          | 2055-07-20      | 1.4470%  | N/A     | $11000000.00       | $413608.98         | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                           | 2065-05-16      | 5.0000%  | N/A     | $8943756.00        | $8852968.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                          | 2055-08-20      | 2.8470%  | N/A     | $13000000.00       | $750126.14         | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                          | 2065-08-20      | 2.2470%  | N/A     | $53000000.00       | $2086462.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                          | 2052-04-20      | 6.0000%  | N/A     | $9375000.00        | $368060.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                          | 2055-08-20      | 1.4870%  | N/A     | $88147941.00       | $3206331.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                          | 2055-08-20      | 2.2270%  | N/A     | $33300000.00       | $1771102.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                           | 2059-10-16      | 0.2500%  | N/A     | $10000000.00       | $112852.07         | Agency Collateralized Mortgage Obligation |
| GNMA_25-159D                                          | 2055-09-20      | 0.8970%  | N/A     | $120000000.00      | $3844478.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160A                                          | 2055-09-20      | 1.5970%  | N/A     | $90000000.00       | $3595253.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160C                                          | 2055-09-20      | 0.1470%  | N/A     | $50000000.00       | $700064.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173A                                          | 2055-10-20      | 0.9678%  | N/A     | $60000000.00       | $2311377.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173B                                          | 2055-10-20      | 1.0160%  | N/A     | $105000000.00      | $4159252.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173D                                          | 2055-10-20      | 1.0470%  | N/A     | $100000000.00      | $3464155.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173E                                          | 2055-10-20      | 0.2470%  | N/A     | $100000000.00      | $1845378.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173J                                          | 2051-08-20      | 3.0000%  | N/A     | $30536165.00       | $5047865.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173P                                          | 2050-08-20      | 3.5000%  | N/A     | $902285.00         | $125584.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173R                                          | 2055-08-20      | 6.0000%  | N/A     | $4606824.00        | $489090.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                          | 2055-08-20      | 6.0000%  | N/A     | $8572930.00        | $658972.64         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                          | 2055-08-20      | 0.4470%  | N/A     | $303311770.00      | $3332498.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173T                                          | 2055-04-20      | 6.0000%  | N/A     | $15713581.00       | $2318380.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173U                                          | 2055-01-20      | 6.5000%  | N/A     | $16666752.00       | $2498677.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178B                                          | 2055-10-20      | 1.0470%  | N/A     | $100000000.00      | $1742139.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                          | 2055-11-20      | 0.0500%  | N/A     | $50000000.00       | $55124.97          | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                          | 2055-11-20      | 2.0000%  | N/A     | $1000000.00        | $45219.41          | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                          | 2055-11-20      | 0.2970%  | N/A     | $120000000.00      | $1911638.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196B                                          | 2055-11-20      | 0.3970%  | N/A     | $250000000.00      | $3107362.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196C                                          | 2055-11-20      | 6.0000%  | N/A     | $1875000.00        | $397749.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-196C                                          | 2055-11-20      | 2.8970%  | N/A     | $50000000.00       | $4005587.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196Q                                          | 2055-11-20      | 1.1470%  | N/A     | $100000000.00      | $3144019.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1AA                                           | 2055-01-20      | 1.5170%  | N/A     | $100000000.00      | $1499363.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1E                                            | 2055-01-20      | 2.8970%  | N/A     | $78965220.00       | $2186854.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1J                                            | 2055-01-20      | 0.6470%  | N/A     | $100000000.00      | $2727532.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208C                                          | 2065-12-20      | 6.0000%  | N/A     | $416666.00         | $73841.63          | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                          | 2055-12-20      | 0.2970%  | N/A     | $270000000.00      | $2777360.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22E                                           | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2777949.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                           | 2055-02-20      | 2.2470%  | N/A     | $115612010.00      | $2488516.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 2.2970%  | N/A     | $17658206.00       | $1994690.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23E                                           | 2051-07-20      | 2.2970%  | N/A     | $13438826.00       | $1476849.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 1.5470%  | N/A     | $102234978.00      | $1804694.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                           | 2055-02-20      | 1.4970%  | N/A     | $250000000.00      | $3551667.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                           | 2055-02-20      | 1.5470%  | N/A     | $200000000.00      | $2917325.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                           | 2055-02-20      | 0.5470%  | N/A     | $200000000.00      | $1697084.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                            | 2055-01-20      | 2.8970%  | N/A     | $40000000.00       | $2825876.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                           | 2055-08-16      | 1.0000%  | N/A     | $10515436.00       | $641657.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                           | 2053-08-16      | 1.0000%  | N/A     | $76659900.00       | $1963886.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                           | 2055-03-20      | 1.7470%  | N/A     | $100000000.00      | $2026541.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                           | 2055-03-20      | 3.4970%  | N/A     | $37500000.00       | $3849119.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                            | 2055-01-20      | 0.7381%  | N/A     | $253000000.00      | $2792235.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-59H                                           | 2051-06-20      | 2.5000%  | N/A     | $20314497.00       | $2856089.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-64E                                           | 2055-04-20      | 2.1470%  | N/A     | $50000000.00       | $1289845.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                           | 2055-04-20      | 0.6970%  | N/A     | $292500000.00      | $2558142.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70D                                           | 2055-04-20      | 1.4470%  | N/A     | $60000000.00       | $2895455.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-76                                            | 2066-09-16      | 0.9311%  | N/A     | $49590410.00       | $3944898.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                            | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $32789.20          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.7470%  | N/A     | $18500000.00       | $1193312.26        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                          | 2054-12-20      | 2.9470%  | N/A     | $92045335.00       | $7331669.71        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 2.2470%  | N/A     | $40658857.00       | $2083822.49        | Agency Collateralized Mortgage Obligation |
| GNR_21-1                                              | 2051-01-20      | 3.5000%  | N/A     | $22557207.00       | $1775639.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151    | 2049-10-20      | 3.5000%  | N/A     | $9882721.00        | $363802.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2058-01-16      | 0.8163%  | N/A     | $74900000.00       | $338799.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9527%  | N/A     | $86396593.00       | $793752.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2067-01-15      | 5.2400%  | N/A     | $15300016.00       | $15475554.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2036-09-15      | 6.5000%  | N/A     | $1416424.00        | $7542.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-06-15      | 2.5000%  | N/A     | $306384.00         | $74395.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2067-05-15      | 5.1800%  | N/A     | $4066000.00        | $4075643.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-11-15      | 3.5000%  | N/A     | $999999.00         | $108521.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-07-15      | 5.9900%  | N/A     | $750000.00         | $797082.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-06-15      | 5.0000%  | N/A     | $102715.00         | $12198.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 6.0000%  | N/A     | $1275570.00        | $18969.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-04-15      | 4.5000%  | N/A     | $3377740.00        | $828576.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-02-15      | 2.5000%  | N/A     | $950633.00         | $148749.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-02-15      | 4.9000%  | N/A     | $550000.00         | $545781.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2049-03-15      | 5.5000%  | N/A     | $2200000.00        | $799071.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-09-15      | 4.5000%  | N/A     | $1652670.00        | $164041.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-12-15      | 4.0000%  | N/A     | $877764.00         | $135085.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-09-15      | 5.5800%  | N/A     | $748640.00         | $775077.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-01-15      | 5.5000%  | N/A     | $37722176.00       | $145661.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-09-15      | 6.0000%  | N/A     | $2076376.00        | $8315.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-07-15      | 5.9900%  | N/A     | $750000.00         | $797082.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2029-02-15      | 6.0000%  | N/A     | $50000.00          | $65.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2041-01-15      | 4.5000%  | N/A     | $17561600.00       | $537721.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2044-09-15      | 4.0000%  | N/A     | $4212720.00        | $588663.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-08-15      | 4.5000%  | N/A     | $1455226.00        | $74266.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2046-08-15      | 4.5000%  | N/A     | $2659988.00        | $102711.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-04-15      | 2.5000%  | N/A     | $430166.00         | $135724.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-02-15      | 2.5000%  | N/A     | $259518.00         | $34191.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-08-15      | 5.0500%  | N/A     | $700000.00         | $700794.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-04-15      | 5.6000%  | N/A     | $650000.00         | $672753.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2041-01-15      | 4.0000%  | N/A     | $1400000.00        | $160427.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2033-03-15      | 6.0000%  | N/A     | $1234012.00        | $5542.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-03-15      | 4.5000%  | N/A     | $947416.00         | $43553.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2050-01-15      | 4.5000%  | N/A     | $501295.00         | $37609.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2041-08-15      | 5.0000%  | N/A     | $4331624.00        | $131429.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-05-15      | 2.5000%  | N/A     | $713726.00         | $129027.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2042-12-15      | 2.5000%  | N/A     | $88197.00          | $16628.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-03-15      | 5.0000%  | N/A     | $3695268.00        | $54836.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-06-15      | 4.8300%  | N/A     | $750000.00         | $740859.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-08-15      | 4.5000%  | N/A     | $3832832.00        | $235650.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2030-02-15      | 8.0000%  | N/A     | $767196.00         | $192.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-04-15      | 5.7100%  | N/A     | $650000.00         | $678265.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2036-12-15      | 6.0000%  | N/A     | $1174346.00        | $5289.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2045-12-15      | 4.5000%  | N/A     | $459219.00         | $33637.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-10-15      | 5.0000%  | N/A     | $2950992.00        | $121991.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-10-15      | 4.5000%  | N/A     | $745841.00         | $91642.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-11-15      | 4.0000%  | N/A     | $95000.00          | $11654.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-01-15      | 6.0000%  | N/A     | $2161148.00        | $18880.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-02-15      | 4.5000%  | N/A     | $2399112.00        | $297842.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2045-09-15      | 4.5000%  | N/A     | $3399700.00        | $44138.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-04-15      | 4.5000%  | N/A     | $10000000.00       | $668295.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2067-09-15      | 5.6000%  | N/A     | $1101127.00        | $1134979.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-12-15      | 4.0000%  | N/A     | $500000.00         | $56306.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-10-15      | 4.5000%  | N/A     | $226493.00         | $17810.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2048-04-15      | 4.5000%  | N/A     | $2641350.00        | $92035.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2049-06-15      | 3.5000%  | N/A     | $2916532.00        | $345521.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2049-07-15      | 4.5000%  | N/A     | $196269.00         | $10288.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 5.5000%  | N/A     | $9543424.00        | $28666.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-01-15      | 5.5000%  | N/A     | $5069632.00        | $29092.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-06-15      | 6.5000%  | N/A     | $1179922.00        | $77709.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-01-15      | 4.5000%  | N/A     | $4959310.00        | $351141.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-11-20      | 5.0000%  | N/A     | $75000.00          | $18859.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 6.5000%  | N/A     | $20956832.00       | $21961086.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $9372192.00        | $9428498.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $2390030.00        | $2408967.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-02-20      | 3.0000%  | N/A     | $1550054.00        | $234284.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2041-10-20      | 4.0000%  | N/A     | $9051175.00        | $480293.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 6.0000%  | N/A     | $181654154.00      | $186935529.70      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2065-11-20      | 5.5000%  | N/A     | $41820490.00       | $42178896.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-06-20      | 3.0000%  | N/A     | $776000.00         | $87918.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-12-20      | 2.0000%  | N/A     | $354142.00         | $170188.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2044-03-20      | 4.0000%  | N/A     | $339999.00         | $18345.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-05-20      | 2.5000%  | N/A     | $128173245.00      | $66515766.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-05-20      | 3.5000%  | N/A     | $1518352.00        | $728533.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 6.0000%  | N/A     | $10663024.00       | $11365246.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-12-20      | 3.0000%  | N/A     | $134745.00         | $22865.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-12-20      | 5.0000%  | N/A     | $40000.00          | $9890.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.5000%  | N/A     | $9944704.00        | $10561692.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-03-20      | 3.0000%  | N/A     | $155861287.00      | $24423340.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $43124.00          | $38194.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-03-20      | 5.0000%  | N/A     | $185383.00         | $142128.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 6.0000%  | N/A     | $191736.00         | $203793.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-01-20      | 5.0000%  | N/A     | $40000.00          | $12471.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2026-01-02      | 6.5000%  | N/A     | $8356166.00        | $8701975.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $11678976.00       | $11746157.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-06-20      | 6.0000%  | N/A     | $74185.00          | $73939.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2044-12-20      | 3.5000%  | N/A     | $898002.00         | $437573.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-09-20      | 3.0000%  | N/A     | $2364840.00        | $339830.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-03-20      | 3.0000%  | N/A     | $817745.00         | $85017.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.0000%  | N/A     | $404962.00         | $419409.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-04-20      | 5.5000%  | N/A     | $1100000.00        | $837422.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 7.0000%  | N/A     | $10174720.00       | $10526422.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $586864.00         | $590214.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-01-20      | 4.0000%  | N/A     | $600000.00         | $374440.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-02-20      | 4.5000%  | N/A     | $6823112.00        | $490834.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-10-20      | 5.0000%  | N/A     | $8892193.00        | $8157366.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2044-05-20      | 4.0000%  | N/A     | $3516040.00        | $198289.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2032-08-20      | 3.0000%  | N/A     | $523987.00         | $52075.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2040-11-20      | 4.0000%  | N/A     | $3090000.00        | $148649.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-07-20      | 3.5000%  | N/A     | $44936423.00       | $5397953.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-06-20      | 3.0000%  | N/A     | $592000.00         | $395757.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2048-04-20      | 4.0000%  | N/A     | $56000.00          | $13735.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-06-20      | 3.5000%  | N/A     | $3000000.00        | $863471.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.5000%  | N/A     | $399928.00         | $411830.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-09-20      | 2.5000%  | N/A     | $19000.00          | $11741.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-08-20      | 4.0000%  | N/A     | $1112724.00        | $69082.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2041-06-20      | 4.5000%  | N/A     | $133402.00         | $6345.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-08-20      | 6.0000%  | N/A     | $1062540.00        | $31879.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-02-20      | 3.5000%  | N/A     | $4719032.00        | $4238779.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-05-20      | 4.0000%  | N/A     | $25858515.00       | $1439265.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2041-01-20      | 4.0000%  | N/A     | $10000000.00       | $495140.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-02-20      | 4.5000%  | N/A     | $880000.00         | $66000.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-04-20      | 7.0000%  | N/A     | $421111.00         | $156130.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-11-20      | 4.5000%  | N/A     | $1403000.00        | $133551.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-10-20      | 5.0000%  | N/A     | $12185664.00       | $12223470.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-07-20      | 3.5000%  | N/A     | $700000.00         | $173589.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2044-10-20      | 4.0000%  | N/A     | $9659000.00        | $619088.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2041-10-20      | 4.5000%  | N/A     | $12582352.00       | $572572.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-05-20      | 3.0000%  | N/A     | $28695736.00       | $6888808.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-10-20      | 3.0000%  | N/A     | $61517.00          | $9461.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2065-11-20      | 6.0000%  | N/A     | $978588.00         | $1014035.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 4.5000%  | N/A     | $588073.00         | $566253.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-04-20      | 5.5000%  | N/A     | $1201064.00        | $24049.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2065-11-20      | 6.0000%  | N/A     | $622645.00         | $641821.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2048-04-20      | 3.0000%  | N/A     | $1013208.00        | $155145.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.0000%  | N/A     | $1782.00           | $1861.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-09-20      | 4.0000%  | N/A     | $3000000.00        | $290371.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-06-20      | 3.5000%  | N/A     | $25600000.00       | $2737176.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-05-20      | 3.5000%  | N/A     | $560000.00         | $39313.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2038-07-20      | 5.5000%  | N/A     | $1719082.00        | $20265.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-07-20      | 6.0000%  | N/A     | $628474.00         | $364936.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-10-20      | 3.0000%  | N/A     | $40033.00          | $5118.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-11-20      | 3.5000%  | N/A     | $154522.00         | $47940.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-03-20      | 4.0000%  | N/A     | $35529870.00       | $5095540.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.5000%  | N/A     | $11877532.00       | $12298459.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2043-06-20      | 4.5000%  | N/A     | $320000.00         | $22489.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20   | 2040-02-20      | 2.4602%  | N/A     | $121950000.00      | $422060.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163  | 2046-02-16      | 1.0089%  | N/A     | $265344000.00      | $190725.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30   | 2053-09-16      | 0.5333%  | N/A     | $100000000.00      | $169903.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112  | 2045-08-20      | 1.9502%  | N/A     | $161020746.00      | $1502643.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2839%  | N/A     | $186465000.00      | $384562.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2044-07-20      | 1.8102%  | N/A     | $56774729.00       | $1068068.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110  | 2049-09-20      | 2.3102%  | N/A     | $34167000.00       | $826615.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151  | 2049-12-20      | 3.5000%  | N/A     | $8400000.00        | $396747.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134  | 2050-09-20      | 2.5000%  | N/A     | $27715031.00       | $1630499.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15   | 2051-01-20      | 3.5000%  | N/A     | $39654744.00       | $3904419.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23   | 2051-02-20      | 2.5000%  | N/A     | $25536887.00       | $2296455.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A  | 2051-05-20      | 3.0000%  | N/A     | $37945748.00       | $2959545.86        | Agency Collateralized Mortgage Obligation |

### Security 15: 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: BYDY74KC3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/2 NOTE K 27 | 2027-04-30      | 0.5000%  | N/A     | $2343200.00        | $2260346.57        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | N/A     | $48000.00          | $31004.31          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55   | 2055-08-15      | 0.0000%  | N/A     | $31943000.00       | $7439364.99        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40   | 2040-02-15      | 4.6250%  | N/A     | $450000.00         | $462317.91         | U.S. Treasuries (including strips) |
| 4 BOND 52       | 2052-11-15      | 4.0000%  | N/A     | $8000.00           | $6989.12           | U.S. Treasuries (including strips) |

### Security 16: 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: BYDY74KD1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5257B                                | 2052-09-25      | 1.6027%  | N/A     | $60739852.00       | $3710277.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5419C                                | 2054-06-25      | 3.4527%  | N/A     | $45000000.00       | $2953370.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                | 2055-06-25      | 0.3027%  | N/A     | $100000000.00      | $1204743.35        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                | 2054-12-25      | 0.5027%  | N/A     | $50000000.00       | $555489.24         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                | 2054-12-25      | 0.4527%  | N/A     | $115000000.00      | $1454048.45        | Agency Collateralized Mortgage Obligation |
| FNMA_25-111E                               | 2056-01-25      | 1.8027%  | N/A     | $20405542.00       | $1399238.18        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                | 2055-06-25      | 0.3027%  | N/A     | $50000000.00       | $585476.48         | Agency Collateralized Mortgage Obligation |
| GNMA_22-76B                                | 2052-04-20      | 4.0000%  | N/A     | $913007.00         | $702971.25         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                               | 2050-07-20      | 2.3602%  | N/A     | $28890599.00       | $2795670.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                               | 2064-08-20      | 2.1970%  | N/A     | $85321161.00       | $1161897.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                               | 2054-11-20      | 0.7970%  | N/A     | $150000000.00      | $1947451.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                               | 2054-11-20      | 0.7470%  | N/A     | $50000000.00       | $493647.38         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                               | 2054-11-20      | 0.4970%  | N/A     | $250000000.00      | $1896479.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                               | 2054-11-20      | 0.5270%  | N/A     | $100000000.00      | $819878.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                               | 2054-11-20      | 0.6970%  | N/A     | $100000000.00      | $977025.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $569783.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                | 2054-05-20      | 2.0970%  | N/A     | $45000000.00       | $1534863.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                               | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $147706.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                               | 2055-07-20      | 1.4970%  | N/A     | $25758393.00       | $1258084.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                               | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $547050.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                               | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $404327.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                | 2065-05-16      | 5.0000%  | N/A     | $3640.00           | $3603.05           | Agency Collateralized Mortgage Obligation |
| GNMA_25-133C                               | 2055-08-20      | 0.5970%  | N/A     | $151513329.00      | $3186109.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173V                               | 2055-03-20      | 6.5000%  | N/A     | $687777.00         | $91769.01          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                               | 2054-10-20      | 6.5000%  | N/A     | $2374474.00        | $276567.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173X                               | 2054-05-20      | 7.0000%  | N/A     | $4524043.00        | $882115.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-196E                               | 2055-11-20      | 1.8770%  | N/A     | $30000000.00       | $1096937.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                               | 2055-12-20      | 1.7470%  | N/A     | $100000000.00      | $4764369.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                | 2055-06-20      | 0.0000%  | N/A     | $18016554.00       | $12940062.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.1800%  | N/A     | $458000.00         | $461399.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1125090.00        | $1146956.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $4861305.00        | $5029178.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-08-15      | 3.8300%  | N/A     | $41284.00          | $37983.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.1600%  | N/A     | $108750.00         | $108410.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-12-15      | 4.3900%  | N/A     | $56550.00          | $54341.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 6.1200%  | N/A     | $359500.00         | $385764.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-08-15      | 5.6900%  | N/A     | $294000.00         | $305230.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7400%  | N/A     | $79496.00          | $81401.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.2400%  | N/A     | $145000.00         | $146720.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-04-15      | 5.8300%  | N/A     | $418471.00         | $443826.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2300%  | N/A     | $358000.00         | $361691.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.3400%  | N/A     | $810600.00         | $830451.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 6.0000%  | N/A     | $217500.00         | $228655.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 4.9000%  | N/A     | $2116948.00        | $2103208.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-04-15      | 4.4500%  | N/A     | $91350.00          | $87082.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 6.0000%  | N/A     | $217500.00         | $228655.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 4.6300%  | N/A     | $729000.00         | $708855.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4100%  | N/A     | $1456915.00        | $1501861.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-10-15      | 5.5300%  | N/A     | $443500.00         | $453711.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2000%  | N/A     | $145000.00         | $146188.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.4900%  | N/A     | $105850.00         | $108725.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.2400%  | N/A     | $145000.00         | $146720.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.4200%  | N/A     | $15156300.00       | $15724920.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.6000%  | N/A     | $2163000.00        | $2276003.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.0300%  | N/A     | $4147772.00        | $4155734.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2700%  | N/A     | $608000.00         | $615916.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1613160.00        | $1644512.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4100%  | N/A     | $1646568.00        | $1697365.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2000%  | N/A     | $145000.00         | $146188.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.4700%  | N/A     | $121800.00         | $125122.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.3700%  | N/A     | $3543690.00        | $3642186.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.4000%  | N/A     | $40600.00          | $41415.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-01-15      | 4.3500%  | N/A     | $56550.00          | $55430.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-12-15      | 5.5900%  | N/A     | $428000.00         | $441504.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | N/A     | $3246701.00        | $3292663.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-07-15      | 6.1400%  | N/A     | $1766.00           | $1898.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-10-15      | 4.3400%  | N/A     | $129050.00         | $127428.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-12-15      | 6.0000%  | N/A     | $25000.00          | $223.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-10-15      | 3.5000%  | N/A     | $31552.00          | $4068.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1331250.00        | $1357123.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.4800%  | N/A     | $121800.00         | $125196.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.3900%  | N/A     | $458000.00         | $467785.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-04-15      | 5.2800%  | N/A     | $108750.00         | $109943.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $458000.00         | $456481.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.4900%  | N/A     | $105850.00         | $108725.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | N/A     | $3268741.00        | $3315015.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.6300%  | N/A     | $4940000.00        | $5178445.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 4.2000%  | N/A     | $729000.00         | $688938.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 6.2500%  | N/A     | $359500.00         | $390086.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $73300.00          | $82.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.0000%  | N/A     | $458000.00         | $457268.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-06-15      | 5.5700%  | N/A     | $920746.00         | $940810.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4100%  | N/A     | $1345968.00        | $1387491.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-05-15      | 6.0100%  | N/A     | $18125.00          | $18876.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.6300%  | N/A     | $5300000.00        | $5555822.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.4400%  | N/A     | $458000.00         | $469486.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.5500%  | N/A     | $105850.00         | $108808.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-10-15      | 4.5000%  | N/A     | $25000.00          | $328.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-10-15      | 5.1800%  | N/A     | $458000.00         | $459403.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.2000%  | N/A     | $37976900.00       | $39019665.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-02-15      | 5.6900%  | N/A     | $1202090.00        | $1253464.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-11-15      | 5.6850%  | N/A     | $17580759.00       | $18353513.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-12-15      | 5.4800%  | N/A     | $278000.00         | $285484.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.4900%  | N/A     | $105850.00         | $108725.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-09-15      | 5.6000%  | N/A     | $3215.00           | $3313.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.0200%  | N/A     | $145000.00         | $144921.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1593440.00        | $1624409.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-01-15      | 5.4400%  | N/A     | $447691.00         | $462423.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.4800%  | N/A     | $105850.00         | $108652.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.6000%  | N/A     | $147900.00         | $152741.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $44110.00          | $88.13             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.0100%  | N/A     | $458000.00         | $457305.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1403780.00        | $1431063.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-03-15      | 5.8400%  | N/A     | $606305.00         | $643298.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 4.6700%  | N/A     | $11730500.00       | $11439685.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4000%  | N/A     | $1989000.00        | $2048841.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-12-15      | 5.4500%  | N/A     | $179800.00         | $185842.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 4.8600%  | N/A     | $2018000.00        | $1990672.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 3.8000%  | N/A     | $2184083.00        | $2015408.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-04-15      | 4.5000%  | N/A     | $234086.00         | $57422.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2000%  | N/A     | $145000.00         | $146188.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.7500%  | N/A     | $957176.00         | $1000559.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-01-15      | 5.5100%  | N/A     | $1293000.00        | $1322319.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.4500%  | N/A     | $121800.00         | $124771.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.7000%  | N/A     | $5788000.00        | $5684280.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.4800%  | N/A     | $121800.00         | $125196.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4000%  | N/A     | $2290600.00        | $2359515.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $59115.00          | $18279.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.2800%  | N/A     | $108750.00         | $110047.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $4007690.00        | $4146086.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $358000.00         | $356813.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.1800%  | N/A     | $358000.00         | $360568.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.3700%  | N/A     | $3340066.00        | $3432902.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-05-15      | 2.5000%  | N/A     | $496995.00         | $178410.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-01-15      | 4.5000%  | N/A     | $72859.00          | $2091.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1016630.00        | $1036388.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 3.7800%  | N/A     | $14181000.00       | $13029743.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $326513.00         | $325430.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.1700%  | N/A     | $458000.00         | $460861.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2700%  | N/A     | $87000.00          | $88140.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $28196.00          | $28859.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $4674400.00        | $4835819.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-08-15      | 5.6500%  | N/A     | $439000.00         | $454568.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.4800%  | N/A     | $121800.00         | $125196.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $1952524.00        | $2019949.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $76850.00          | $77579.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.3800%  | N/A     | $1481500.00        | $1512475.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.4800%  | N/A     | $105850.00         | $108801.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | N/A     | $49812.00          | $38115.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.3400%  | N/A     | $7900500.00        | $7576321.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | N/A     | $7035000.00        | $7072192.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $7433400.00        | $7606073.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 4.5300%  | N/A     | $3468000.00        | $3365486.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $54329.00          | $54844.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4000%  | N/A     | $2563200.00        | $2640316.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $1265740.00        | $1290340.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-03-15      | 6.0000%  | N/A     | $84273.00          | $282.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4100%  | N/A     | $1591780.00        | $1640887.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-11-15      | 5.4400%  | N/A     | $458000.00         | $464333.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 3.5000%  | N/A     | $156579335.00      | $108282204.20      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $2850628.00        | $2971980.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 3.5000%  | N/A     | $3264.00           | $2990.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $2936.00           | $3007.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 3.5000%  | N/A     | $3264.00           | $2984.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | N/A     | $14720.00          | $2111.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-10-20      | 4.0000%  | N/A     | $7264315.00        | $385475.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-08-20      | 6.5000%  | N/A     | $400000.00         | $491.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 4.0000%  | N/A     | $4352.00           | $4113.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 5.5000%  | N/A     | $177000.00         | $1689.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 4.0000%  | N/A     | $3328.00           | $3167.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.0000%  | N/A     | $22000.00          | $3026.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 3.5000%  | N/A     | $175000.00         | $11729.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 5.5000%  | N/A     | $15100.00          | $4455.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 4.0000%  | N/A     | $15100.00          | $796.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $2161.00           | $2177.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 3.5000%  | N/A     | $3024.00           | $2777.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.5000%  | N/A     | $12821.00          | $12555.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.5000%  | N/A     | $956066.00         | $721624.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.0000%  | N/A     | $30441.00          | $2868.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | N/A     | $259408376.00      | $20410788.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $71217378.00       | $71580817.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 5.5000%  | N/A     | $870066.00         | $882948.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 4.5000%  | N/A     | $3072.00           | $2991.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.5000%  | N/A     | $63399.00          | $19871.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.5000%  | N/A     | $1416.00           | $1133.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.0000%  | N/A     | $1626.00           | $233.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 4.0000%  | N/A     | $472522.00         | $372852.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 4.0000%  | N/A     | $12516465.00       | $696656.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $677727.00         | $706869.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | N/A     | $3033.00           | $1573.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $3795.00           | $3767.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $100000000.00      | $71237021.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 4.0000%  | N/A     | $1008118.00        | $751325.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $21335.00          | $22118.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $10000000.00       | $2283757.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | N/A     | $4311.00           | $1034.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $2169.00           | $2265.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $17200.00          | $15778.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 5.5000%  | N/A     | $30000.00          | $71.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | N/A     | $80380187.00       | $71819098.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $58692.00          | $51982.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 3.5000%  | N/A     | $3024.00           | $2750.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.0000%  | N/A     | $3072.00           | $2912.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $67629788.00       | $68184207.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $427733.00         | $430129.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $21624226.00       | $22984118.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | N/A     | $22069.00          | $3065.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $50000000.00       | $41338914.88       | Agency Mortgage-Backed Securities         |

### Security 17: 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: BYDY74KK5
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2042-08-15      | 2.7500%  | N/A     | $1421100.00        | $1112342.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $578800.00         | $519835.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $600.00            | $603.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $875500.00         | $874650.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $49901400.00       | $49747491.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $500.00            | $297.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $1500000.00        | $1508499.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $17558300.00       | $15321096.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $11857000.00       | $11740981.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $240196500.00      | $250912071.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $35000000.00       | $34273706.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $4709200.00        | $4547571.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $67821800.00       | $59368865.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $2693800.00        | $2694626.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | N/A     | $70500.00          | $69955.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $814400.00         | $806999.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $200.00            | $189.13            | U.S. Treasuries (including strips) |

### 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: 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:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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_06-119                                    | 2036-12-25      | 3.3882%  | N/A     | $125000000.00      | $207121.34         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                    | 2045-05-25      | 1.7882%  | N/A     | $41575000.00       | $328310.96         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                    | 2045-06-25      | 1.6852%  | N/A     | $53140421.00       | $499573.40         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                     | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1127852.88        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                     | 2048-05-25      | 2.7863%  | N/A     | $3000000.00        | $655654.45         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                     | 2049-06-25      | 2.2382%  | N/A     | $118240000.00      | $3724988.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                    | 2055-10-01      | 5.5000%  | N/A     | $46464149.00       | $45615547.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050         | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $171142.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2052-04-01      | 3.0000%  | N/A     | $136349984.00      | $93638498.22       | Agency Mortgage-Backed Securities         |
| FHLK_09-1                                                 | 2046-04-25      | 2.2813%  | N/A     | $40934565.00       | $2918582.95        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                   | 2030-10-25      | 2.7405%  | N/A     | $4357000.00        | $483830.14         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2045-01-25      | 2.0804%  | N/A     | $4474000.00        | $92306.30          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104      | 2047-02-25      | 1.8933%  | N/A     | $7599992.00        | $524651.39         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014       | 2055-10-25      | 2.7695%  | N/A     | $4539000.00        | $570931.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                               | 2035-08-15      | 2.2282%  | N/A     | $200000000.00      | $181720.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                | 2040-11-15      | 2.7782%  | N/A     | $21863608.00       | $257089.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_3792B                                               | 2040-11-15      | 4.5000%  | N/A     | $44435904.00       | $373725.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                | 2031-02-15      | 1.2294%  | N/A     | $6000000.00        | $1082847.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                               | 2041-04-15      | 2.7282%  | N/A     | $21899370.00       | $295278.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                | 2041-04-15      | 2.7782%  | N/A     | $74504333.00       | $153313.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                | 2039-03-15      | 2.1782%  | N/A     | $135757553.00      | $246440.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                                | 2042-01-15      | 2.6532%  | N/A     | $119039665.00      | $871351.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_40 10                                               | 2042-01-15      | 4.5000%  | N/A     | $22049000.00       | $61535.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_40 19                                               | 2041-12-15      | 4.5000%  | N/A     | $87085000.00       | $186611.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                               | 2042-04-15      | 2.6282%  | N/A     | $62000000.00       | $248428.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                               | 2042-07-15      | 2.8782%  | N/A     | $23218083.00       | $165163.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                                | 2042-03-15      | 2.6782%  | N/A     | $120553652.00      | $720047.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                | 2042-06-15      | 2.7282%  | N/A     | $88571428.00       | $792177.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                | 2042-07-15      | 2.2782%  | N/A     | $110603899.00      | $489715.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                | 2042-08-15      | 2.2282%  | N/A     | $15661571.00       | $312382.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                               | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1065299.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                               | 2043-08-15      | 2.1782%  | N/A     | $300300000.00      | $4399339.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4257G                                               | 2028-10-15      | 4.5000%  | N/A     | $21404100.00       | $246.48            | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                               | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $2654.87           | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                | 2043-12-15      | 2.1782%  | N/A     | $14600000.00       | $87518.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                               | 2044-03-15      | 3.0000%  | N/A     | $9218577.00        | $12019622.85       | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $817229.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                              | 2045-01-15      | 2.2282%  | N/A     | $52600000.00       | $935713.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                | 2045-01-15      | 1.7782%  | N/A     | $82000000.00       | $641581.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                | 2045-05-15      | 1.7782%  | N/A     | $36726000.00       | $310328.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $83841.44          | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                               | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $221184.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                               | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $198544.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $326926.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                               | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $673958.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                               | 2046-11-15      | 2.1782%  | N/A     | $107147046.00      | $3830975.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                               | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $186717.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                               | 2047-07-15      | 0.1282%  | N/A     | $100864805.00      | $596087.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_4753L                                               | 2048-02-15      | 2.3782%  | N/A     | $20000000.00       | $537284.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                               | 2048-02-15      | 2.3282%  | N/A     | $11000000.00       | $284767.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_4818K                                               | 2048-04-15      | 2.3782%  | N/A     | $5000000.00        | $83473.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                               | 2048-03-15      | 2.3782%  | N/A     | $25941382.00       | $397148.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                               | 2049-02-15      | 2.7782%  | N/A     | $26168899.00       | $699094.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                               | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $133147.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                               | 2049-07-15      | 2.2782%  | N/A     | $56459014.00       | $1200736.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906F                                               | 2049-09-25      | 2.2382%  | N/A     | $550000.00         | $22253.23          | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                               | 2049-08-25      | 2.2382%  | N/A     | $28287714.00       | $781367.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                               | 2049-10-25      | 2.2382%  | N/A     | $37957596.00       | $713050.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                               | 2049-11-25      | 2.1882%  | N/A     | $24148291.00       | $1307631.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                               | 2049-12-25      | 2.1882%  | N/A     | $40777284.00       | $1411835.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                | 2049-12-25      | 2.2382%  | N/A     | $345612857.00      | $10653569.71       | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                               | 2049-12-25      | 2.1882%  | N/A     | $46553866.00       | $2089746.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                               | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1335724.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                               | 2050-01-25      | 2.1882%  | N/A     | $23332918.00       | $885588.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                               | 2050-02-25      | 2.2382%  | N/A     | $136016008.00      | $3880983.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                               | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $908441.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                               | 2050-03-25      | 2.2382%  | N/A     | $8977500.00        | $295981.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                               | 2050-05-25      | 2.1882%  | N/A     | $16666666.00       | $725755.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3277221.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                | 2050-06-25      | 2.2382%  | N/A     | $65266187.00       | $2168663.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_4983D                                               | 2050-06-25      | 2.2382%  | N/A     | $23147541.00       | $1941460.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                               | 2050-07-25      | 2.2882%  | N/A     | $29142400.00       | $1862677.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990G                                               | 2050-07-25      | 2.2882%  | N/A     | $20581257.00       | $1049655.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                               | 2050-08-25      | 2.4527%  | N/A     | $25942664.00       | $1528667.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                               | 2044-03-25      | 2.1382%  | N/A     | $43898226.00       | $1190735.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                               | 2050-08-25      | 2.2882%  | N/A     | $4500000.00        | $278667.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                               | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $439564.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                               | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2274985.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070D                                               | 2051-02-25      | 3.5000%  | N/A     | $55000000.00       | $3914318.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                               | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1847638.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                               | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1045688.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                               | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3494023.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                               | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2142123.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                               | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8148698.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                               | 2047-06-15      | 2.1782%  | N/A     | $62164503.00       | $3318477.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                               | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1136025.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                               | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $414265.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                               | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1396043.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                               | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1598284.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                               | 2051-09-25      | 2.1527%  | N/A     | $17311159.00       | $1073560.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                               | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $954759.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228J                                               | 2047-01-25      | 1.9803%  | N/A     | $300000.00         | $19996.35          | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                               | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3834953.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $930907.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                               | 2053-12-25      | 3.3527%  | N/A     | $25288459.00       | $1499446.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                               | 2054-05-25      | 1.3027%  | N/A     | $50000000.00       | $1254701.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                               | 2054-08-25      | 1.3527%  | N/A     | $51662435.00       | $977592.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                               | 2054-08-25      | 1.3327%  | N/A     | $70000000.00       | $1688907.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20189.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $41918.82          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20189.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20189.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20167.40          | Agency Collateralized Mortgage Obligation |
| FHLMC_5483C                                               | 2054-12-25      | 1.3727%  | N/A     | $98513675.00       | $1233241.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                               | 2055-02-25      | 1.8395%  | N/A     | $132000000.00      | $3322841.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                               | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $603519.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                               | 2055-03-25      | 5.0000%  | N/A     | $20639000.00       | $21036544.78       | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                               | 2055-04-25      | 1.4027%  | N/A     | $31500000.00       | $1020377.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                               | 2050-01-15      | 2.1782%  | N/A     | $48543875.00       | $4593011.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                               | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $35771.98          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                               | 2055-08-25      | 1.4527%  | N/A     | $40625000.00       | $1396219.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                               | 2055-08-25      | 2.1027%  | N/A     | $300000000.00      | $16500723.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579C                                               | 2055-09-25      | 1.5527%  | N/A     | $20000000.00       | $963249.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                               | 2055-10-25      | 1.7027%  | N/A     | $15000000.00       | $760514.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585F                                               | 2055-10-25      | 2.2527%  | N/A     | $25000000.00       | $1551438.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5596A                                               | 2055-11-25      | 0.0500%  | N/A     | $98872753.00       | $113036.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                               | 2055-11-25      | 1.1027%  | N/A     | $61000000.00       | $2158649.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606A                                               | 2055-12-25      | 1.1027%  | N/A     | $58962602.00       | $1876165.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606C                                               | 2055-12-25      | 1.1027%  | N/A     | $40426519.00       | $1095823.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                               | 2055-12-25      | 1.1027%  | N/A     | $50000000.00       | $1573820.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                               | 2055-12-25      | 1.0527%  | N/A     | $215250018.00      | $6627891.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606F                                               | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $20405.21          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606H                                               | 2055-12-25      | 1.1027%  | N/A     | $50000000.00       | $1361724.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617D                                               | 2051-08-25      | 4.0000%  | N/A     | $47489788.00       | $9600104.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                               | 2050-02-25      | 2.2382%  | N/A     | $75167131.00       | $8579942.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                               | 2049-09-25      | 4.5000%  | N/A     | $423524.00         | $72987.19          | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                               | 2049-09-25      | 2.2382%  | N/A     | $64502160.00       | $6254701.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                               | 2049-07-15      | 5.0000%  | N/A     | $718445.00         | $144596.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                               | 2049-07-15      | 2.1782%  | N/A     | $66465405.00       | $6605312.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                               | 2056-02-25      | 5.5000%  | N/A     | $850000.00         | $847839.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                               | 2056-02-25      | 1.9527%  | N/A     | $184565000.00      | $12612472.81       | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                 | 2046-12-25      | 1.8914%  | N/A     | $11000000.00       | $707395.28         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                 | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1229924.27        | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                 | 2034-04-25      | 5.6872%  | N/A     | $12979557.00       | $4611316.37        | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                 | 2063-02-25      | 5.5890%  | N/A     | $3531092.00        | $1339266.32        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                 | 2047-11-25      | 2.4814%  | N/A     | $2992000.00        | $118800.06         | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                  | 2049-10-25      | 2.2382%  | N/A     | $45076729.00       | $1296367.72        | Agency Collateralized Mortgage Obligation |
| FHSTR_304                                                 | 2042-12-15      | 4.5000%  | N/A     | $36411804.00       | $536396.41         | Agency Collateralized Mortgage Obligation |
| FHSTR_329                                                 | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $180740.78         | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                                                | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $930095.59         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                                | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $138873.68         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                                                 | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $1921303.51        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                 | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $279296.66         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                                 | 2053-06-25      | 5.0000%  | N/A     | $25000000.00       | $4397295.42        | Agency Collateralized Mortgage Obligation |
| FNMA_04-91B                                               | 2034-12-25      | 4.1618%  | N/A     | $700000.00         | $4431.11           | Agency Collateralized Mortgage Obligation |
| FNMA_05-45E                                               | 2035-06-25      | 5.0000%  | N/A     | $6499030.00        | $466662.91         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                               | 2040-10-25      | 2.1882%  | N/A     | $33422321.00       | $265728.57         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                               | 2040-12-25      | 2.1882%  | N/A     | $50000000.00       | $260980.64         | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                               | 2041-12-25      | 2.1382%  | N/A     | $107252046.00      | $523388.69         | Agency Collateralized Mortgage Obligation |
| FNMA_11-146                                               | 2042-01-25      | 2.1882%  | N/A     | $128376008.00      | $771865.64         | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                               | 2042-10-25      | 2.2882%  | N/A     | $36714285.00       | $212704.34         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                               | 2042-11-25      | 2.3382%  | N/A     | $29250000.00       | $466419.97         | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                              | 2042-12-25      | 2.3382%  | N/A     | $240214.00         | $2842.33           | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                               | 2042-12-25      | 2.8882%  | N/A     | $45267000.00       | $654684.13         | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                | 2042-03-25      | 2.1382%  | N/A     | $85000000.00       | $702965.29         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                               | 2042-03-25      | 2.6382%  | N/A     | $91164018.00       | $627738.54         | Agency Collateralized Mortgage Obligation |
| FNMA_12-30N                                               | 2041-04-25      | 4.5000%  | N/A     | $44297665.00       | $30739.84          | Agency Collateralized Mortgage Obligation |
| FNMA_12-31A                                               | 2040-10-25      | 4.5000%  | N/A     | $21449334.00       | $1564.07           | Agency Collateralized Mortgage Obligation |
| FNMA_12-40G                                               | 2032-04-25      | 4.5000%  | N/A     | $41753556.00       | $89137.03          | Agency Collateralized Mortgage Obligation |
| FNMA_12-46F                                               | 2027-05-25      | 4.5000%  | N/A     | $89800901.00       | $27.19             | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                | 2041-10-25      | 4.5000%  | N/A     | $37388000.00       | $192310.84         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                | 2042-08-25      | 2.2582%  | N/A     | $68500000.00       | $288990.95         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                               | 2043-02-25      | 2.1382%  | N/A     | $123256386.00      | $2296472.95        | Agency Collateralized Mortgage Obligation |
| FNMA_13-115                                               | 2043-11-25      | 4.5000%  | N/A     | $91659666.00       | $567323.15         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                               | 2043-03-25      | 2.2882%  | N/A     | $13066000.00       | $213118.65         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $88242.87          | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                | 2043-05-25      | 2.9382%  | N/A     | $69433333.00       | $894525.81         | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                                | 2043-07-25      | 3.0000%  | N/A     | $1400000.00        | $1880095.93        | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                | 2044-11-25      | 2.2882%  | N/A     | $100000000.00      | $774181.48         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                               | 2044-06-25      | 2.3882%  | N/A     | $32328000.00       | $239954.26         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                               | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $952263.19         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                               | 2045-05-25      | 1.7882%  | N/A     | $85000000.00       | $1111831.32        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                | 2045-05-25      | 1.8382%  | N/A     | $61902119.00       | $840398.24         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                               | 2045-06-25      | 1.7882%  | N/A     | $160000000.00      | $1251342.34        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                | 2045-06-25      | 1.8082%  | N/A     | $59885082.00       | $679626.36         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                | 2045-11-25      | 2.4382%  | N/A     | $24418550.00       | $337645.22         | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                               | 2042-11-25      | 0.8471%  | N/A     | $4820101.00        | $1430314.35        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                               | 2042-11-25      | 0.8471%  | N/A     | $2724659.00        | $748370.61         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                | 2046-07-25      | 2.1882%  | N/A     | $20000000.00       | $579484.48         | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                               | 2046-08-25      | 2.1882%  | N/A     | $38400349.00       | $1266942.34        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                | 2046-10-25      | 2.1882%  | N/A     | $18582352.00       | $571004.47         | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                               | 2047-05-25      | 2.2882%  | N/A     | $141990914.00      | $2616523.00        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                | 2048-02-25      | 2.3382%  | N/A     | $50000000.00       | $696486.75         | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                               | 2048-06-25      | 2.3882%  | N/A     | $80378666.00       | $1398035.02        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                               | 2048-08-25      | 1.8882%  | N/A     | $23967000.00       | $453249.01         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                | 2049-07-25      | 2.2382%  | N/A     | $14527000.00       | $538229.09         | Agency Collateralized Mortgage Obligation |
| FNMA_19-41A                                               | 2049-08-25      | 2.2882%  | N/A     | $146920181.00      | $4754722.93        | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                               | 2049-08-25      | 2.2382%  | N/A     | $104126044.00      | $3371440.99        | Agency Collateralized Mortgage Obligation |
| FNMA_19-45C                                               | 2049-08-25      | 2.2382%  | N/A     | $15504710.00       | $431355.54         | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                               | 2049-10-25      | 2.2382%  | N/A     | $55888578.00       | $1174980.12        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                               | 2049-10-25      | 2.1882%  | N/A     | $22607858.00       | $503450.09         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                               | 2049-10-25      | 2.2382%  | N/A     | $36516371.00       | $893300.95         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                               | 2049-11-25      | 2.1882%  | N/A     | $32999250.00       | $1130168.84        | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                               | 2049-12-25      | 2.1882%  | N/A     | $4500000.00        | $138315.92         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                               | 2049-11-25      | 2.2382%  | N/A     | $33282680.00       | $1105306.54        | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                               | 2050-01-25      | 2.1382%  | N/A     | $6305000.00        | $343507.36         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                               | 2050-03-25      | 2.2382%  | N/A     | $110398000.00      | $3915183.34        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                               | 2050-05-25      | 2.1382%  | N/A     | $11870512.00       | $515308.40         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                               | 2050-05-25      | 2.2382%  | N/A     | $22318291.00       | $1313245.34        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                               | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1114870.54        | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                               | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $343841.90         | Agency Collateralized Mortgage Obligation |
| FNMA_21-25B                                               | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2063106.50        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                               | 2051-05-25      | 0.0527%  | N/A     | $25000000.00       | $526808.95         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34L                                               | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2382058.64        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                               | 2051-09-25      | 4.5000%  | N/A     | $8353000.00        | $1170940.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                               | 2051-09-25      | 4.0000%  | N/A     | $72771504.00       | $9441867.41        | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                               | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $9292667.66        | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                               | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6260345.30        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                               | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1605118.36        | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                               | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3811573.45        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                               | 2053-11-25      | 2.2527%  | N/A     | $74472971.00       | $2680483.23        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                               | 2049-10-25      | 2.1882%  | N/A     | $54205919.00       | $3997686.77        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                              | 2055-01-25      | 2.8527%  | N/A     | $74500000.00       | $2819613.08        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                               | 2054-07-25      | 1.5027%  | N/A     | $30000000.00       | $430512.51         | Agency Collateralized Mortgage Obligation |
| FNMA_24-5D                                                | 2051-10-25      | 3.0000%  | N/A     | $8800000.00        | $1317500.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                               | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $13839580.10       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2048-05-25      | 2.2882%  | N/A     | $82712887.00       | $7941782.34        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2050-03-25      | 2.1882%  | N/A     | $27901889.00       | $2430908.34        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2049-11-25      | 2.2382%  | N/A     | $96587793.00       | $7564226.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2049-11-25      | 2.1882%  | N/A     | $69606673.00       | $5812189.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102B                                              | 2055-12-25      | 1.1027%  | N/A     | $123916130.00      | $3938642.25        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                              | 2055-12-25      | 1.7527%  | N/A     | $164996762.00      | $8145315.20        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                              | 2055-12-25      | 1.7527%  | N/A     | $161800049.00      | $7852423.16        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102E                                              | 2055-12-25      | 1.7527%  | N/A     | $141430551.00      | $6956537.19        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                               | 2050-06-25      | 2.1882%  | N/A     | $88819952.00       | $8613994.70        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                               | 2049-09-25      | 2.2382%  | N/A     | $70650117.00       | $6804137.97        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                               | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $107941.03         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                               | 2049-08-25      | 2.1882%  | N/A     | $52006853.00       | $4815019.56        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                               | 2049-03-25      | 2.1382%  | N/A     | $50544901.00       | $4156467.34        | Agency Collateralized Mortgage Obligation |
| FNMA_25-29K                                               | 2055-05-25      | 0.3000%  | N/A     | $50000000.00       | $344182.37         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                               | 2055-05-25      | 2.1027%  | N/A     | $100000000.00      | $3200269.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                               | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $7791.43           | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                | 2055-02-25      | 0.1500%  | N/A     | $70000000.00       | $133107.47         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                | 2055-02-25      | 0.2500%  | N/A     | $70000000.00       | $194182.82         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                               | 2052-05-25      | 5.5000%  | N/A     | $10201470.00       | $799640.73         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                | 2054-09-25      | 1.4027%  | N/A     | $101000000.00      | $1857271.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-83B                                               | 2055-10-25      | 1.0027%  | N/A     | $85083933.00       | $2478007.50        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                | 2055-02-25      | 1.4027%  | N/A     | $77000000.00       | $1505849.11        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                               | 2055-11-25      | 1.6927%  | N/A     | $50000000.00       | $2502000.61        | Agency Collateralized Mortgage Obligation |
| FNS427C71                                                 | 2049-10-25      | 3.0000%  | N/A     | $3900000.00        | $462872.03         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                 | 2051-07-25      | 2.0000%  | N/A     | $3600000.00        | $346985.54         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                 | 2050-07-25      | 2.0000%  | N/A     | $1225000.00        | $118933.51         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                 | 2052-03-25      | 2.0000%  | N/A     | $2975000.00        | $297349.82         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                 | 2042-04-25      | 2.5000%  | N/A     | $27058058.00       | $2030532.08        | Agency Collateralized Mortgage Obligation |
| FNSTR_435                                                 | 2053-05-25      | 4.5000%  | N/A     | $18513275.00       | $2893384.89        | Agency Collateralized Mortgage Obligation |
| FNSTR_437                                                 | 2053-05-25      | 5.0000%  | N/A     | $38192470.00       | $6618208.51        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                                                 | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3487173.34        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                    | 2040-12-15      | 2.6782%  | N/A     | $46000000.00       | $250330.81         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                    | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $91312.67          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                    | 2049-10-25      | 2.1382%  | N/A     | $50404811.00       | $3046651.55        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                    | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2160875.60        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                    | 2051-10-25      | 3.0000%  | N/A     | $11222368.00       | $1064735.15        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                    | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $6998305.90        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 | 2032-01-25      | 2.9796%  | N/A     | $5775000.00        | $842660.56         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                             | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $20332525.71       | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                               | 2034-10-25      | 5.4934%  | N/A     | $10636777.00       | $3833751.94        | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                             | 2040-07-25      | 9.2117%  | N/A     | $37640345.00       | $21025423.59       | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                               | 2041-10-20      | 2.3102%  | N/A     | $72589000.00       | $636363.41         | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                              | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $317809.40         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                                | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $703109.95         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65M                                               | 2049-05-20      | 2.3102%  | N/A     | $8141610.00        | $224181.31         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                               | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $213276.19         | Agency Collateralized Mortgage Obligation |
| GNMA_21-156Q                                              | 2051-09-20      | 2.5000%  | N/A     | $14841590.00       | $1128342.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71E                                               | 2054-02-20      | 2.2970%  | N/A     | $56217753.00       | $3450263.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                              | 2055-06-20      | 6.5000%  | N/A     | $19933211.00       | $942773.68         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                              | 2055-06-20      | 5.0000%  | N/A     | $200000.00         | $181161.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2066-02-16      | 0.9474%  | N/A     | $96176688.00       | $7797229.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18399.26          | Agency Collateralized Mortgage Obligation |
| GNMA_25-208D                                              | 2055-12-20      | 5.5000%  | N/A     | $1282487.00        | $1282274.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                              | 2055-12-20      | 4.0000%  | N/A     | $500000.00         | $46666.72          | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-12-16      | 0.0000%  | N/A     | $281000.00         | $201869.05         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2060-09-16      | 0.2500%  | N/A     | $8164557.00        | $246450.33         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-12-16      | 0.0000%  | N/A     | $94801345.00       | $9308208.28        | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-11-16      | 0.0000%  | N/A     | $489000.00         | $360219.03         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2060-09-16      | 0.0000%  | N/A     | $8164557.00        | $245617.54         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-11-16      | 0.0000%  | N/A     | $4430380.00        | $166406.80         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-12-16      | 0.0000%  | N/A     | $135971611.00      | $9239999.91        | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                | 2066-11-16      | 0.0000%  | N/A     | $4430380.00        | $166650.47         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2A                                                | 2056-01-20      | 0.9000%  | N/A     | $123000000.00      | $2330727.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2B                                                | 2056-01-20      | 2.3649%  | N/A     | $88035192.00       | $9697332.19        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                                | 2056-01-20      | 1.9300%  | N/A     | $222241687.00      | $12593349.89       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2D                                                | 2056-01-20      | 0.6000%  | N/A     | $120000000.00      | $1664360.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                                | 2056-01-20      | 6.0000%  | N/A     | $10741452.00       | $10770822.71       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2F                                                | 2066-01-20      | 1.3433%  | N/A     | $70000000.00       | $1946150.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 0.0100%  | N/A     | $254945910.00      | $159794.43         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 4.5000%  | N/A     | $31320000.00       | $30931475.40       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 5.5000%  | N/A     | $3545454.00        | $633621.48         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 1.2900%  | N/A     | $354945910.00      | $16521430.64       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 2.3000%  | N/A     | $130000000.00      | $10470315.56       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 1.8050%  | N/A     | $215000000.00      | $13513479.81       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 5.5000%  | N/A     | $409090.00         | $73070.34          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                | 2056-01-20      | 0.0500%  | N/A     | $13000000.00       | $16391.56          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                                | 2056-01-20      | 1.8012%  | N/A     | $111377367.00      | $334056.30         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                                | 2056-01-20      | 0.0500%  | N/A     | $91377367.00       | $229255.66         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                                | 2056-01-20      | 0.0700%  | N/A     | $71377367.00       | $178974.78         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                                | 2056-01-20      | 4.5000%  | N/A     | $3588236.00        | $3520504.46        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2J                                                | 2056-01-20      | 0.1500%  | N/A     | $50000000.00       | $189233.33         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2J                                                | 2056-01-20      | 1.8000%  | N/A     | $100000000.00      | $5536500.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2K                                                | 2056-01-20      | 2.4749%  | N/A     | $56159242.00       | $5264393.24        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2Q                                                | 2056-01-20      | 5.5000%  | N/A     | $318182.00         | $32392.69          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2Q                                                | 2056-01-20      | 5.5000%  | N/A     | $16807000.00       | $16381439.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69       | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1350907.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153      | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $441910.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22       | 2045-02-20      | 1.8102%  | N/A     | $27000000.00       | $676323.62         | Agency Collateralized Mortgage Obligation |

### Security 19: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDY74KM1
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $2400.00           | $2314.17           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $500.00            | $480.68            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $6500.00           | $6230.33           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $800.00            | $764.42            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | N/A     | $10529000.00       | $7719191.83        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $123.48            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $5003900.00        | $3397571.38        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $600.00            | $724.33            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | N/A     | $900.00            | $1111.45           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $2900.00           | $3295.29           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $4200.00           | $4143.22           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $2100.00           | $1994.62           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | N/A     | $5500.00           | $5486.72           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $11000.00          | $10940.44          | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $26400.00          | $29844.88          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $191.16            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $800.00            | $760.32            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $2400.00           | $3205.62           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $1000.00           | $1320.47           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $300.00            | $296.42            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $200.00            | $175.65            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $96.88             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $7282800.00        | $7739483.63        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $1100.00           | $1088.09           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $2700.00           | $2658.93           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $5800.00           | $5074.34           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $184.88            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $300.00            | $298.59            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $100.00            | $94.60             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $1200.00           | $1133.69           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $5000.00           | $4920.93           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $400.00            | $353.34            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $200.00            | $195.79            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $2500.00           | $2390.27           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $458400.00         | $312889.69         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $400.00            | $382.24            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $200.00            | $196.99            | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | N/A     | $300.00            | $471.66            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $1300.00           | $1221.37           | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $16014100.00       | $18917023.09       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | N/A     | $5300.00           | $5333.83           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $5000.00           | $4987.28           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $6400.00           | $5744.98           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $400.00            | $396.99            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $3100.00           | $3066.59           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $800.00            | $718.74            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $95.69             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $3200.00           | $3201.87           | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $56808800.00       | $55262244.89       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $4900.00           | $4946.27           | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $11900.00          | $8811.39           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $3100.00           | $3089.56           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | N/A     | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $6900.00           | $6887.59           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $53700.00          | $80985.64          | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $4200.00           | $4055.17           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $1000.00           | $773.66            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $600.00            | $436.81            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $7800.00           | $7772.87           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $1300.00           | $1269.14           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $2400.00           | $2317.09           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $1000.00           | $970.09            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $8700.00           | $8723.49           | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $4000.00           | $6527.54           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $3400.00           | $3342.51           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $1500.00           | $1485.96           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $800.00            | $756.80            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $13000.00          | $13097.22          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $4500.00           | $4549.05           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $15800.00          | $15945.44          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $1900.00           | $1898.31           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $1000.00           | $1007.09           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $38700.00          | $38456.26          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $800.00            | $795.48            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $1000.00           | $917.83            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $2100.00           | $1857.15           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $47728000.00       | $48293423.86       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $400.00            | $401.09            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $67200.00          | $66846.31          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $191700.00         | $189998.54         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $1200.00           | $1200.63           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | N/A     | $406800.00         | $407831.61         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $20200.00          | $20190.87          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $3861200.00        | $3868468.98        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $11000.00          | $11084.28          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $1500.00           | $1498.24           | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $200.00            | $427.68            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $1000.00           | $942.55            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $1614000.00        | $1652348.16        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $2100.00           | $2125.26           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $1500.00           | $1531.49           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $200.00            | $203.32            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $400.00            | $407.60            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $1000.00           | $1012.10           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $1700.00           | $1715.21           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $87800.00          | $89087.24          | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | N/A     | $19700.00          | $42616.26          | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $2300.00           | $1865.82           | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $5100.00           | $5203.01           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $4100.00           | $4186.58           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $248000.00         | $249409.79         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $2100.00           | $2134.14           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $200.00            | $206.73            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $400.00            | $369.78            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $165200.00         | $167613.75         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $971300.00         | $984065.46         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $400.00            | $416.21            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $1526300.00        | $1580587.90        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $1500.00           | $1529.67           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $700.00            | $712.85            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $1500.00           | $1541.45           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $700.00            | $716.77            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $100.00            | $103.34            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $1000.00           | $1022.01           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $200.00            | $206.51            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $1000.00           | $1041.18           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $2000.00           | $2046.79           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $200.00            | $204.07            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $4000.00           | $4068.88           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $2900.00           | $2957.63           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $6800.00           | $7172.26           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $800.00            | $806.19            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $700.00            | $734.11            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $2600.00           | $2732.73           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $800.00            | $832.96            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $4000.00           | $4236.38           | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $1024600.00        | $1037945.36        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $1000.00           | $1028.17           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $4400.00           | $4637.67           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $17300.00          | $18547.67          | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $495200.00         | $550077.84         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $4000.00           | $4228.34           | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3184.93           | U.S. Treasuries (including strips) |
| BILL 05/19/26    | 2026-05-19      | 0.0000%  | N/A     | $1800.00           | $1780.52           | U.S. Treasuries (including strips) |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | N/A     | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $1100.00           | $1074.32           | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 3.7627%  | N/A     | $3000.00           | $3029.08           | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  | N/A     | $3200.00           | $3232.69           | 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2010-158 MS | 2040-12-20      | 2.4203%  | N/A     | $28490000.00       | $7721307.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-20O AI | 2070-04-20      | 2.0063%  | N/A     | $232125070.00      | $8149254.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-06O IO | 2068-08-20      | 0.6022%  | N/A     | $280738892.00      | $7144410.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-11O IO | 2072-05-20      | 0.4628%  | N/A     | $149244039.00      | $7205687.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-19O AI | 2072-09-20      | 0.6451%  | N/A     | $145915613.00      | $8977842.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-23O AI | 2072-10-20      | 0.5735%  | N/A     | $132611160.00      | $7473656.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-02O IA | 2073-01-20      | 0.4076%  | N/A     | $269339702.00      | $11129059.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-03O IA | 2073-02-20      | 0.8528%  | N/A     | $144543252.00      | $10768618.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-08O AI | 2073-03-20      | 0.7973%  | N/A     | $129750000.00      | $8841518.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-108 IO | 2059-08-16      | 0.6792%  | N/A     | $300000000.00      | $9311025.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-146 SG | 2053-10-20      | 2.6470%  | N/A     | $161538459.00      | $6944822.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SC | 2053-10-20      | 23.0790% | N/A     | $9653236.00        | $10995476.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 FL | 2053-11-20      | 5.3030%  | N/A     | $16508251.00       | $9297973.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-19O AI | 2073-08-20      | 0.7466%  | N/A     | $55982063.00       | $4115270.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-21O AI | 2073-09-20      | 0.6732%  | N/A     | $119230504.00      | $8253280.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-24O AI | 2073-10-20      | 0.6600%  | N/A     | $150034242.00      | $9666022.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-02O NI | 2073-12-20      | 0.7161%  | N/A     | $105282741.00      | $7162980.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-05O IO | 2074-03-20      | 0.5823%  | N/A     | $136122124.00      | $7083114.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-12O AI | 2074-07-20      | 0.6827%  | N/A     | $145141290.00      | $10792533.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-13O IA | 2074-08-20      | 0.7509%  | N/A     | $112355085.00      | $8766019.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 SD | 2054-09-20      | 1.6270%  | N/A     | $195000000.00      | $7064981.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-013 IO | 2067-01-16      | 0.7484%  | N/A     | $107001558.00      | $7179695.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-029 SB | 2055-02-20      | 2.9470%  | N/A     | $132528715.00      | $9303776.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-02O EI | 2074-12-20      | 0.6994%  | N/A     | $100000000.00      | $7642441.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 JS | 2055-03-20      | 2.2970%  | N/A     | $328750000.00      | $7564436.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-054 IO | 2067-08-16      | 0.6344%  | N/A     | $130000000.00      | $7356041.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-06O IA | 2075-03-20      | 0.7510%  | N/A     | $100000000.00      | $7897718.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-08O IE | 2075-03-20      | 1.8747%  | N/A     | $119892148.00      | $8127605.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-093 IO | 2067-04-16      | 0.8122%  | N/A     | $162785577.00      | $11212463.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SA | 2055-06-20      | 2.1170%  | N/A     | $122670979.00      | $9181605.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-09O AI | 2075-04-20      | 0.7001%  | N/A     | $140241879.00      | $10391848.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-106 IO | 2067-07-16      | 0.7358%  | N/A     | $125089269.00      | $8598177.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-113 SN | 2055-07-20      | 2.1970%  | N/A     | $150000000.00      | $8234737.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 DS | 2055-07-20      | 0.7970%  | N/A     | $830000000.00      | $11062438.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-120 SC | 2055-03-20      | 1.5970%  | N/A     | $260399885.00      | $8647643.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-126 IO | 2067-05-16      | 0.7685%  | N/A     | $150000000.00      | $10450563.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 SB | 2055-08-20      | 1.5120%  | N/A     | $200000000.00      | $7285573.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-13O IG | 2075-06-20      | 0.8798%  | N/A     | $137773463.00      | $9702946.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-13O IJ | 2075-06-20      | 0.5286%  | N/A     | $126607596.00      | $7350816.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-143 IO | 2065-05-16      | 0.7586%  | N/A     | $100000000.00      | $7155919.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-153 IO | 2067-09-16      | 0.8538%  | N/A     | $120000000.00      | $9110137.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-187 SH | 2055-11-20      | 1.7605%  | N/A     | $92304726.00       | $7149241.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-189 SH | 2055-11-20      | 3.4970%  | N/A     | $75359571.00       | $7283407.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-215 IO | 2045-09-20      | 1.0224%  | N/A     | $162953049.00      | $7039250.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 ES | 2056-01-20      | 2.9616%  | N/A     | $68879367.00       | $9708316.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 MS | 2056-01-20      | 2.5933%  | N/A     | $127347278.00      | $10257233.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 SM | 2056-01-20      | 2.5933%  | N/A     | $99585625.00       | $8021160.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-04O AI | 2075-12-20      | 1.0892%  | N/A     | $82866528.00       | $7725345.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-015 IN | 2051-01-20      | 2.5000%  | N/A     | $92839025.00       | $8808899.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-027 IL | 2051-02-20      | 3.5000%  | N/A     | $72836094.00       | $8240300.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 GI | 2051-02-20      | 2.5000%  | N/A     | $10137863.00       | $979454.44         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 IG | 2051-02-20      | 2.5000%  | N/A     | $91634590.00       | $8742039.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-087 EI | 2051-05-20      | 3.0000%  | N/A     | $100000000.00      | $7722481.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-088 PO | 2052-05-20      | 0.0000%  | N/A     | $18287585.00       | $10497573.97       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 AI | 2050-02-20      | 4.0000%  | N/A     | $41856841.00       | $7671575.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 GI | 2054-04-20      | 7.0000%  | N/A     | $45094359.00       | $9274610.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-109 L  | 2064-07-20      | 7.0000%  | N/A     | $15365744.00       | $9606847.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-164 LI | 2054-01-20      | 7.5000%  | N/A     | $59657397.00       | $8877686.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-043 CT | 2055-03-20      | 5.0000%  | N/A     | $12360097.00       | $10942677.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-097 IO | 2051-10-20      | 3.5000%  | N/A     | $58573914.00       | $8638328.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-109 AN | 2057-01-16      | 4.7500%  | N/A     | $9375388.00        | $9316354.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-128 AD | 2056-10-16      | 5.0000%  | N/A     | $10000000.00       | $10034358.91       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-210 M  | 2054-10-20      | 4.5000%  | N/A     | $10381455.00       | $10313013.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 GP | 2055-11-20      | 4.5000%  | N/A     | $9823915.00        | $9746836.84        | 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: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $45014900.00       | $43012972.50       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $3812000.00        | $3622912.86        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $428475100.00      | $478221753.87      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $5636100.00        | $5697594.19        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $726876300.00      | $732530192.85      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $16400.00          | $16508.10          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $300.00            | $306.00            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | N/A     | $237909000.00      | $238512315.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $829900.00         | $843436.49         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $9188400.00        | $9340842.88        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $344515900.00      | $352412049.21      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $22378400.00       | $22789048.59       | U.S. Treasuries (including strips) |

### Security 22: 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: BYDY74KV1
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $197444515.52      | $199399358.03      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $43192844.80       | $44380679.60       | U.S. Treasuries (including strips) |

### Security 23: 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: BYDY74L16
- **C.18 - Value (incl. sponsor support):** $228000000.00
- **C.18.a - Value (excl. sponsor support):** $228000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 SF DO5009 C | 2056-01-20      | 6.0000%  | N/A     | $65647419.00       | $69243672.12       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | N/A     | $277041564.00      | $68816202.37       | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M | 2051-05-20      | 2.0000%  | N/A     | $42725123.00       | $22626983.73       | Agency Mortgage-Backed Securities |
| GNII SF MB0868 M | 2056-01-20      | 3.5000%  | N/A     | $78000178.00       | $71873142.65       | Agency Mortgage-Backed Securities |

### Security 24: 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: BYDY74L24
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $2016200.00        | $2040085.51        | 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: BYDY74KQ2
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | N/A     | $123172714.58      | $90302385.06       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $178913597.92      | $121479589.83      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | N/A     | $7048254.17        | $8353952.21        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $2959860.42        | $3363310.30        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $45407318.75       | $51332418.91       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $114112487.50      | $121268156.31      | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $142560325.00      | $123134710.95      | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $42417270.83       | $46209884.84       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $73802735.42       | $87181174.69       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | N/A     | $10506208.33       | $10907981.26       | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $74140595.83       | $77449848.60       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $103409533.33      | $100594326.14      | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $132997452.08      | $124927688.48      | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $10953654.17       | $16140162.27       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $66560993.75       | $64265700.84       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $28205666.67       | $28014078.65       | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $29647622.92       | $60837793.51       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $143.75            | $108.55            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $29393904.17       | $30375569.67       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $6677522.92        | $6861159.67        | 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: BYDY74KS8
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 D 31  | 2031-07-15      | 0.1250%  | N/A     | $800.00            | $907.48            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $2155800.00        | $3176562.02        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $92490900.00       | $89295911.72       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $66672400.00       | $66219525.29       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $200.00            | $198.74            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $99998900.00       | $101999834.51      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $176.04            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $1897200.00        | $1922456.90        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $94631000.00       | $95730326.25       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $1000.00           | $1008.25           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $1000.00           | $998.73            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $800.00            | $762.53            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $117259000.00      | $119735101.29      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $36034000.00       | $37016131.56       | 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. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDY74KY5
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 02.500 CLSD7543 | 2051-08-01      | 2.5000%  | N/A     | $79699876.00       | $46875426.14       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  | N/A     | $89400587.00       | $52028227.97       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1508 | 2052-07-01      | 4.5000%  | N/A     | $61121077.00       | $47170311.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7430 | 2055-01-01      | 5.5000%  | N/A     | $34413965.00       | $30233551.55       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1300 | 2051-08-01      | 2.5000%  | N/A     | $78000000.00       | $46626921.58       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0596 | 2049-07-01      | 2.5000%  | N/A     | $65725569.00       | $54020694.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4859 | 2049-12-01      | 3.0000%  | N/A     | $149000000.00      | $50727760.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9945 | 2055-02-01      | 4.5000%  | N/A     | $54696489.00       | $50892724.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8969 | 2054-08-01      | 5.0000%  | N/A     | $54012232.00       | $50611111.96       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  | N/A     | $37797233.00       | $38826383.58       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9376 | 2054-10-01      | 6.5000%  | N/A     | $63278000.00       | $50932129.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3200 | 2055-08-01      | 6.5000%  | N/A     | $50000000.00       | $47554757.02       | Agency Mortgage-Backed Securities |

### 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: BYDY74KT6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2056-01-01      | 5.5000%  | N/A     | $63479772.00       | $65378169.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $176666937.00      | $140621830.30      | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95395908.97
- **C.18.a - Value (excl. sponsor support):** $95395908.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109993717.90
- **C.18.a - Value (excl. sponsor support):** $109993717.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230596070.86
- **C.18.a - Value (excl. sponsor support):** $230596070.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992898.40
- **C.18.a - Value (excl. sponsor support):** $79992898.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422350760.46
- **C.18.a - Value (excl. sponsor support):** $422350760.46
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999301.20
- **C.18.a - Value (excl. sponsor support):** $39999301.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47997659.52
- **C.18.a - Value (excl. sponsor support):** $47997659.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244935251.40
- **C.18.a - Value (excl. sponsor support):** $244935251.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **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: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57938084.50
- **C.18.a - Value (excl. sponsor support):** $57938084.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **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: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164942253.82
- **C.18.a - Value (excl. sponsor support):** $164942253.82
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74994543.00
- **C.18.a - Value (excl. sponsor support):** $74994543.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430345014.80
- **C.18.a - Value (excl. sponsor support):** $430345014.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280468395.85
- **C.18.a - Value (excl. sponsor support):** $280468395.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 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: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99648714.69
- **C.18.a - Value (excl. sponsor support):** $99648714.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110357183.93
- **C.18.a - Value (excl. sponsor support):** $110357183.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 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: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80207986.73
- **C.18.a - Value (excl. sponsor support):** $80207986.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **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: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250239174.30
- **C.18.a - Value (excl. sponsor support):** $250239174.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **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 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):** $520343452.55
- **C.18.a - Value (excl. sponsor support):** $520343452.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85033929.45
- **C.18.a - Value (excl. sponsor support):** $85033929.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157296878.20
- **C.18.a - Value (excl. sponsor support):** $157296878.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **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: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343194998.29
- **C.18.a - Value (excl. sponsor support):** $343194998.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996740.80
- **C.18.a - Value (excl. sponsor support):** $79996740.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **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: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117597556.27
- **C.18.a - Value (excl. sponsor support):** $117597556.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186778598.29
- **C.18.a - Value (excl. sponsor support):** $186778598.29
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170188887.00
- **C.18.a - Value (excl. sponsor support):** $170188887.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125095000.00
- **C.18.a - Value (excl. sponsor support):** $125095000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-09
- **C.12 - Maturity Date (WAL):** 2028-01-30
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 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: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151281797.25
- **C.18.a - Value (excl. sponsor support):** $151281797.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93864377.05
- **C.18.a - Value (excl. sponsor support):** $93864377.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115094896.83
- **C.18.a - Value (excl. sponsor support):** $115094896.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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):** $1337523952.11
- **C.18.a - Value (excl. sponsor support):** $1337523952.11
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **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):** $1820193062.31
- **C.18.a - Value (excl. sponsor support):** $1820193062.31
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220709486.25
- **C.18.a - Value (excl. sponsor support):** $220709486.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970050776.25
- **C.18.a - Value (excl. sponsor support):** $970050776.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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? 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $847023160.10
- **C.18.a - Value (excl. sponsor support):** $847023160.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 63: 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):** $356696023.00
- **C.18.a - Value (excl. sponsor support):** $356696023.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 64: 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: 313384AX7, C.4 - ISIN: US313384AX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194222949.33
- **C.18.a - Value (excl. sponsor support):** $194222949.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch: Agency; Moody's: Agency; 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 65: 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):** $224250104.34
- **C.18.a - Value (excl. sponsor support):** $224250104.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 66: 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: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $685628467.41
- **C.18.a - Value (excl. sponsor support):** $685628467.41
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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):** $856337930.10
- **C.18.a - Value (excl. sponsor support):** $856337930.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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: 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? No, C.23 Categorized at Level 3? No

### Security 68: 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671038379.52
- **C.18.a - Value (excl. sponsor support):** $671038379.52
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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? 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: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224993997.00
- **C.18.a - Value (excl. sponsor support):** $224993997.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **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 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: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223476160.61
- **C.18.a - Value (excl. sponsor support):** $223476160.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88598337.86
- **C.18.a - Value (excl. sponsor support):** $88598337.86
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194497298.40
- **C.18.a - Value (excl. sponsor support):** $194497298.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221878537.81
- **C.18.a - Value (excl. sponsor support):** $221878537.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460629985.69
- **C.18.a - Value (excl. sponsor support):** $460629985.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492495529.13
- **C.18.a - Value (excl. sponsor support):** $492495529.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631479820.86
- **C.18.a - Value (excl. sponsor support):** $631479820.86
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8S94, C.4 - ISIN: US3130B8S943, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446756644.83
- **C.18.a - Value (excl. sponsor support):** $446756644.83
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344134561.29
- **C.18.a - Value (excl. sponsor support):** $344134561.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445251384.22
- **C.18.a - Value (excl. sponsor support):** $445251384.22
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445254051.33
- **C.18.a - Value (excl. sponsor support):** $445254051.33
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **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 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: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489161997.73
- **C.18.a - Value (excl. sponsor support):** $489161997.73
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185726778.20
- **C.18.a - Value (excl. sponsor support):** $185726778.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99802355.78
- **C.18.a - Value (excl. sponsor support):** $99802355.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **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 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: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437812004.48
- **C.18.a - Value (excl. sponsor support):** $437812004.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399951636.00
- **C.18.a - Value (excl. sponsor support):** $399951636.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500309375.00
- **C.18.a - Value (excl. sponsor support):** $500309375.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222213800.06
- **C.18.a - Value (excl. sponsor support):** $222213800.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444389529.94
- **C.18.a - Value (excl. sponsor support):** $444389529.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194395806.79
- **C.18.a - Value (excl. sponsor support):** $194395806.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400108288.00
- **C.18.a - Value (excl. sponsor support):** $400108288.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320825938.38
- **C.18.a - Value (excl. sponsor support):** $320825938.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480837302.49
- **C.18.a - Value (excl. sponsor support):** $480837302.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004126.00
- **C.18.a - Value (excl. sponsor support):** $100004126.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222794839.95
- **C.18.a - Value (excl. sponsor support):** $222794839.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999457.50
- **C.18.a - Value (excl. sponsor support):** $249999457.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445620369.85
- **C.18.a - Value (excl. sponsor support):** $445620369.85
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287479633.39
- **C.18.a - Value (excl. sponsor support):** $287479633.39
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671192535.72
- **C.18.a - Value (excl. sponsor support):** $671192535.72
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399968172.00
- **C.18.a - Value (excl. sponsor support):** $399968172.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222364331.79
- **C.18.a - Value (excl. sponsor support):** $222364331.79
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221997287.16
- **C.18.a - Value (excl. sponsor support):** $221997287.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437192283.42
- **C.18.a - Value (excl. sponsor support):** $437192283.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223473541.43
- **C.18.a - Value (excl. sponsor support):** $223473541.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221997316.02
- **C.18.a - Value (excl. sponsor support):** $221997316.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 105: 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):** $391492400.99
- **C.18.a - Value (excl. sponsor support):** $391492400.99
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 106: 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):** $446690300.77
- **C.18.a - Value (excl. sponsor support):** $446690300.77
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 107: 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):** $1562413704.31
- **C.18.a - Value (excl. sponsor support):** $1562413704.31
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 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):** $446955995.24
- **C.18.a - Value (excl. sponsor support):** $446955995.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 109: 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):** $213648624.09
- **C.18.a - Value (excl. sponsor support):** $213648624.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 110: 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):** $344744466.66
- **C.18.a - Value (excl. sponsor support):** $344744466.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 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):** $266693636.54
- **C.18.a - Value (excl. sponsor support):** $266693636.54
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 112: 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):** $418501955.24
- **C.18.a - Value (excl. sponsor support):** $418501955.24
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 113: 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):** $427797202.28
- **C.18.a - Value (excl. sponsor support):** $427797202.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 114: 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: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $648069912.61
- **C.18.a - Value (excl. sponsor support):** $648069912.61
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 115: 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):** $669667283.05
- **C.18.a - Value (excl. sponsor support):** $669667283.05
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 116: 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):** $570965816.19
- **C.18.a - Value (excl. sponsor support):** $570965816.19
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 117: 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):** $542514000.01
- **C.18.a - Value (excl. sponsor support):** $542514000.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 118: 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: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $303490000.00
- **C.18.a - Value (excl. sponsor support):** $303490000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-01-30
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 119: 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: BYDY74L73
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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     | $103150400.00      | $98627338.49       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $87.86             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $100000.00         | $98685.52          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $1000.00           | $704.54            | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $1000.00           | $943.96            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $215500.00         | $143803.31         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | N/A     | $194400.00         | $195419.28         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $1000.00           | $941.54            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $25633400.00       | $25382582.00       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $20367500.00       | $11839860.65       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $5390000.00        | $5414885.99        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $400.00            | $333.70            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $7000.00           | $6960.98           | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $187188000.00      | $171365104.16      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $3383600.00        | $3434162.32        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $15100000.00       | $15235641.13       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $2900.00           | $2872.29           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $10797500.00       | $9264693.47        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $300.00            | $261.93            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $2000.00           | $2003.68           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $31944200.00       | $31893783.28       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $2877600.00        | $2631718.34        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $46553000.00       | $47545093.55       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $31471700.00       | $31846275.48       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $40836300.00       | $41525771.79       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $2604900.00        | $2001887.38        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $6794400.00        | $6448962.61        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $650000.00         | $663766.03         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $4332400.00        | $3988551.16        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $22438200.00       | $22909361.23       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $150000000.00      | $152108347.79      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $6274000.00        | $5860295.71        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $200000000.00      | $204687109.89      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $6124000.00        | $6341131.21        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $25456900.00       | $25180727.66       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $50000000.00       | $51275354.14       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $219178400.00      | $225177998.93      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $9673000.00        | $9866931.85        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $9584000.00        | $10093889.22       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $2300.00           | $2328.38           | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $1000.00           | $1004.82           | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $35998000.00       | $37193358.14       | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | N/A     | $14999900.00       | $14738841.74       | U.S. Treasuries (including strips) |

### Security 120: 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: BYDY74L81
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 R 27  | 2027-10-31      | 0.5000%  | N/A     | $2905500.00        | $2761520.58        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $900.00            | $892.45            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $2512800.00        | $2389298.06        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $1807000.00        | $1580949.75        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $2525900.00        | $2514487.54        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $1000500.00        | $983612.34         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $67363200.00       | $63849596.90       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $108057100.00      | $106370657.02      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $1800.00           | $1590.61           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $157400.00         | $150561.40         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $64.94             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $300.00            | $261.62            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $869800.00         | $459038.34         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $4637100.00        | $4576146.31        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $200.00            | $140.91            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $120711600.00      | $68400356.92       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $281315600.00      | $252656793.41      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $200.00            | $191.47            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $400.00            | $403.79            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $58067700.00       | $38748619.13       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $200.00            | $123.16            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $3471300.00        | $2486285.58        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $3081100.00        | $3071333.98        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $4856600.00        | $4742778.37        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $342002000.00      | $220907022.09      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $119442600.00      | $118273876.60      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $1000.00           | $992.42            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $9600400.00        | $7310762.20        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $561484600.00      | $530954948.21      | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $69.98             | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $1000.00           | $594.66            | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $1161000.00        | $1151442.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $50000000.00       | $50260088.46       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $3000.00           | $2978.60           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $1000.00           | $1004.62           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $4047000.00        | $4053649.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $34825800.00       | $34244566.48       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $1000.00           | $989.42            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $1200.00           | $996.89            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $281000.00         | $230832.31         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $2194400.00        | $1765002.67        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $77078600.00       | $58909306.63       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $9563000.00        | $9505925.85        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $3100.00           | $3070.38           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $15004900.00       | $15009502.53       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $22173100.00       | $19025420.22       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $85000100.00       | $74584605.36       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $58845900.00       | $51378997.48       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $31638500.00       | $26059965.29       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $10292200.00       | $10427017.47       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $446535200.00      | $448927612.93      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $1000.00           | $1017.64           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $146466000.00      | $149950235.89      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $55000000.00       | $55469901.46       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $1500.00           | $1167.10           | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $196978400.00      | $199599575.24      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $43304000.00       | $41102360.28       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $26711000.00       | $27276699.28       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $1000.00           | $969.63            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $43000100.00       | $39587318.54       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $7100000.00        | $7188148.29        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $3105500.00        | $3216693.37        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $70839600.00       | $63847626.76       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $300000000.00      | $304708132.42      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $196836000.00      | $202392001.09      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $15783500.00       | $15887819.08       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $202501200.00      | $205172146.81      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $4926700.00        | $4884729.85        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $400.00            | $395.22            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $4280200.00        | $4398901.63        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $18400000.00       | $18903491.91       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $537364000.00      | $551070588.08      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $34949100.00       | $35649786.82       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $1100100.00        | $1119034.86        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $4604800.00        | $4849785.17        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $400000.00         | $418059.13         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $99900.00          | $101393.89         | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | N/A     | $354032000.00      | $357608739.12      | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $806000.00         | $849632.08         | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $200.00            | $206.64            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $23725000.00       | $25079368.10       | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $2068300.00        | $2166368.89        | U.S. Treasuries (including strips) |
| BILL 02/17/26    | 2026-02-17      | 0.0000%  | N/A     | $3178800.00        | $3173990.48        | U.S. Treasuries (including strips) |
| BILL 03/03/26    | 2026-03-03      | 0.0000%  | N/A     | $22218300.00       | $22153511.44       | U.S. Treasuries (including strips) |
| BILL 03/05/26    | 2026-03-05      | 0.0000%  | N/A     | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| BILL 04/23/26    | 2026-04-23      | 0.0000%  | N/A     | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $889900.00         | $881009.01         | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $1539400.00        | $1503989.18        | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.7107%  | N/A     | $25400.00          | $25650.20          | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  | N/A     | $1011400.00        | $1021869.58        | U.S. Treasuries (including strips) |

### Security 121: 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: BYDY74L99
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/4 NOTE F 34 | 2034-11-15      | 4.2500%  | N/A     | $2739087900.00     | $2781386681.06     | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35 | 2035-02-15      | 4.6250%  | N/A     | $747682200.00      | $788613411.88      | U.S. Treasuries (including strips) |

### Security 122: 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: BYDY74LK4
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $430.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $572.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $768.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1062.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1910.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $1024.00           | $743.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8693269.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $253.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $68216.00          | $67384.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $18992724.00       | $14693770.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1340513.00        | $1284647.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $2000.00           | $1089.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $982.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $148184.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $512.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.5000%  | N/A     | $1599618.00        | $1608750.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $255.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $723.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $235.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $939.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $2010.00           | $1313.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $2537920.00        | $2294886.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1108239.00        | $801637.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $13790094.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | N/A     | $1008.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $857.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $14704076.00       | $12351761.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1040.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $140308153.20      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $724.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $1024.00           | $638.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $834.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $34721792.00       | $28430766.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $860.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | N/A     | $8470.00           | $1697.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $768.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $555.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $74.72             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $669.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $586.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $8000.00           | $5507.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $2827228.00        | $2419903.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1019.00           | $914.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $20404187.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $599.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6799499.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1070295.00        | $741896.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $622.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | N/A     | $2700000.00        | $1380109.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $923.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $270.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $454.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $468.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | N/A     | $1032.00           | $812.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $2048.00           | $1740.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $731536.00         | $488186.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $750.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $454.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $890.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $18493664.00       | $17466789.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1865948.00        | $802225.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1452384.00        | $1137737.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $795.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $2016.00           | $1820.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $756.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $523.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $2282989.00        | $1754132.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $4014528.00        | $2347138.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $689.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1029.00           | $983.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | N/A     | $33114788.00       | $18352240.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $26581184.00       | $26126344.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $2000.00           | $1495.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $326.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $4175876.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $752.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | N/A     | $1000.00           | $60.36             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $749.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $27964817.00       | $23496937.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1867591.00        | $1798947.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $228.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $216.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $421.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $981.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $586.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $793.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $911.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $816.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $844.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $1037419.00        | $519615.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $618.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $820.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $774.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1012.00           | $955.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.0000%  | N/A     | $103541.00         | $95971.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $425.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $896.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1708.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1300564.00        | $1086439.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1469.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $729.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $2490649.00        | $1593241.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | N/A     | $278249.00         | $172911.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $251458188.00      | $136880289.50      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $896.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $14819904.00       | $10612394.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $154.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $7402097.00        | $7056081.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7271865.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1052.00           | $130.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1040.00           | $895.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 4.5000%  | N/A     | $3768.00           | $2953.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $432.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1023.00           | $197.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $600.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $923.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1906650.00        | $632339.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $169.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $338310.00         | $246589.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $831.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $635.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $2696300.00        | $1816351.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1040.00           | $836.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $420.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $196.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $451.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.5000%  | N/A     | $38613438.00       | $766969.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2001347.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $784.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1040.00           | $798.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $943.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.0000%  | N/A     | $923999.00         | $89121.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $2005315.00        | $2074981.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1120.00           | $971.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $693000.00         | $440462.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $425.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | N/A     | $1036632.00        | $177811.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1691546.00        | $1410531.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $2454319.00        | $1186186.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $697317.00         | $563148.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $6727336.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1177050.00        | $702367.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1074.00           | $442.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | N/A     | $18584.00          | $9844.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1969430.00        | $684035.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $196.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $199.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $37889960.00       | $30068778.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1036.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | N/A     | $64036395.00       | $504779.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $4023205.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $981.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1023.00           | $111.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $217.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $3080861.00        | $3115535.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $4393800.00        | $2213270.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $770.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $14864836.00       | $11300679.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $122.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $302.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $1024.00           | $718.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $815.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2425217.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1121500.00        | $1139103.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $30463424.00       | $20720962.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $827464.00         | $551682.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $181.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $394.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $577.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $179876961.30      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $39519607.00       | $30224971.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1595352.00        | $1641835.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1124214.00        | $829243.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.0000%  | N/A     | $246106.00         | $190024.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $17888.00          | $14515.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $209.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $563878.00         | $547944.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $173144577.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $9193728.00        | $8662367.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1040.00           | $631.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $929.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | N/A     | $1367796.00        | $895343.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $1502520.00        | $710701.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $264.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $20001.00          | $11949.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $699.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1093545.00        | $752264.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $106.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $50008384.00       | $28303911.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $304.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $812.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $3134784.00        | $1548261.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $90086.00          | $91113.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $55103232.00       | $28787799.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1434135.00        | $1488402.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $25900320.00       | $1384071.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $886863.00         | $531607.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $377052.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $10218.00          | $7912.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1099146.00        | $497196.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $2000.00           | $905.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $604.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $165.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $395428.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $266.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $285.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $4568881.00        | $3989828.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | N/A     | $2000.00           | $70.57             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $680.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $2071.00           | $101.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $776.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1001560.00        | $686696.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $37432.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2280872.00        | $695480.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1120.00           | $429.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.0000%  | N/A     | $1024.00           | $639.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $38957.00          | $30225.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.5000%  | N/A     | $1070118.00        | $902331.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $382.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1661300.00        | $1718042.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1035.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $308992.00         | $252563.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $2001.00           | $1840.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $88882724.00       | $73123303.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $7361536.00        | $3589107.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $2097996.00        | $1799537.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $27770112.00       | $26100230.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $905.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | N/A     | $797349.00         | $762079.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $55024640.00       | $34131950.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $650.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $119510162.00      | $59747337.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $55372736.00       | $44998930.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $647.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $8905840.00        | $7271101.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | N/A     | $15614040.00       | $12172108.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $10806464.00       | $7789019.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1034.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1395184.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2615516.00        | $2067377.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $200.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $530.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10681284.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1447.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $967.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | N/A     | $74092734.00       | $24582126.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $640.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $446.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2723772.00        | $1815225.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $36661774.00       | $30074686.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $23344072.00       | $13075541.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $5769240.00        | $4563488.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $30953907.00       | $16978516.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.0000%  | N/A     | $24220567.00       | $110018.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $82652375.00       | $62928833.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $17145087.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $803.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $27436951.00       | $27833620.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | N/A     | $3020.00           | $163.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $42578669.00       | $34264038.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $11312625.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $618659.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $122.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $726.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $29300700.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $202037785.00      | $27347028.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1009.00           | $813.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $496.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $96.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $20092049.00       | $15235350.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $8000.00           | $6546.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $13003.00          | $9980.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $13928973.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $8847878.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $531.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $737.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1221888.00        | $935906.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $4341418.00        | $3145915.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1153.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $16681728.00       | $17030485.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $935.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1275136.00        | $832373.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | N/A     | $1023.00           | $284.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $17574749.00       | $16537267.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $43058.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | N/A     | $70597046.00       | $18353.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $12771600.00       | $9706449.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $544.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $4316461.00        | $2803523.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $828.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | N/A     | $81897991.00       | $30826549.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $448.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $268495.00         | $277937.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $8149888.00        | $5853535.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | N/A     | $13426984.00       | $7990277.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $405.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $508935.00         | $270581.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1175690.00        | $789581.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $550.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1008.00           | $138.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $40.64             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $776.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4823897.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $201.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $820.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | N/A     | $9000.00           | $8507.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $968635.00         | $301011.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $520.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1062297.00        | $880836.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.0000%  | N/A     | $7433240.00        | $6195732.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1956631.00        | $1847310.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $878.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $302.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1039100.00        | $712124.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $16753591.00       | $12262146.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | N/A     | $1241776.00        | $871669.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $93410202.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1544.00           | $1200.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $1194160.00        | $218456.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $12450000.00       | $10893172.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $1001.00           | $713.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1018806.00        | $448182.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $239.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $431741.00         | $331639.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1024.00           | $140.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $238.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $2325908.00        | $2377230.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $1371000.00        | $1432173.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1016.00           | $8.91              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $1008.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $27498235.00       | $14602752.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.5000%  | N/A     | $36593186.00       | $439137.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $948160.00         | $869731.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $92123.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $820.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $332251494.00      | $178769306.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $934270.00         | $724133.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | N/A     | $1001.00           | $817.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $14302348.00       | $7642960.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $26334043.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $893.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2029.00           | $1244.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $6047822.00        | $5591897.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $96311.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $1000.00           | $340.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1005.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1414.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $103.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $69068652.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $157.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | N/A     | $994000.00         | $300140.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $7001.00           | $7161.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $66000.00          | $48484.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1027.00           | $722.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1001.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1025.00           | $72.54             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $231.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $134980.00         | $99419.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $7688.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1120.00           | $815.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | N/A     | $869338.00         | $127690.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2060.00           | $1420.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | N/A     | $25837728.00       | $668953.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $122698.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $7605079.00        | $5677016.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $25004.00          | $17847.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $57402038.00       | $46803035.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $39496985.00       | $33385827.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $2288400.00        | $1927776.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $791.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $653.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $4130000.00        | $2372728.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $219.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 4.0000%  | N/A     | $406673.00         | $233646.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $713.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $173.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $6444143.00        | $4719551.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1072456.00        | $590942.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $248.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $8277845.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $5968709.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $2152.00           | $1822.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1040.00           | $810.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $2452747.00        | $2193008.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $762913.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $32765870.00       | $27041910.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $5967.00           | $3957.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $32710300.00       | $27753943.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $710.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1120.00           | $194.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1146762.00        | $526647.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $723160.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $19017039.00       | $9545738.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1076.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $4061000.00        | $2264314.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $1427720.00        | $580150.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1023.00           | $184.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $194.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $476.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | N/A     | $3155898.00        | $2393592.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $788.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $230.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $1001.00           | $136.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $7919584.00        | $6706136.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $550.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1370557.00        | $996268.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $962.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | N/A     | $78266466.00       | $134015.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $548.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | N/A     | $1000.00           | $46.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $183498679.50      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1928612.00        | $1559844.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $516.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $4780414.00        | $4302568.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | N/A     | $42206030.00       | $148200.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1130028.00        | $624150.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $11001.00          | $6591.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | N/A     | $180006.00         | $113632.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $882.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $751.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $666.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $858.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $2068672.00        | $1488043.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | N/A     | $60816432.00       | $610668.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1001.00           | $174.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $887.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $3177870.00        | $2921555.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1018.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $853.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $5540496.00        | $4358002.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1026.00           | $524.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $1481186.00        | $493965.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $325.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $850.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $94370048.00       | $56739040.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $46149939.00       | $24158345.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1032.00           | $665.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $669347.00         | $459410.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $160.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $801.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $107924546.00      | $68511873.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1649234.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $17622440.00       | $14948406.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $5797736.00        | $680179.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1153368.00        | $751605.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $414.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $741.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1794877.00        | $1163653.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1404560.00        | $1494337.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $21000.00          | $12140.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1191968.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $210.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $727.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $186.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1451864.00        | $899383.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $40053.00          | $24031.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | N/A     | $1024.00           | $342.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $676.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $23878694.00       | $13115653.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1050.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1023.00           | $922.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $1630000.00        | $323199.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $2620969.00        | $2185603.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $1024.00           | $628.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $764.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | N/A     | $14163872.00       | $12470296.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $972.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $7772611.00        | $7858866.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $805.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $749.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $249.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $6393486.00        | $2585955.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | N/A     | $222744.00         | $207202.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | N/A     | $42963844.00       | $697830.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $799.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1553952.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $122.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $726000.00         | $129040.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2091.00           | $38.60             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $5049000.00        | $547587.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $359.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $6471823.00        | $5642573.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.0000%  | N/A     | $1291000.00        | $249820.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $776.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $838.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $31414211.00       | $14883541.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $992.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | N/A     | $54137471.00       | $15070037.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | N/A     | $1024.00           | $440.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 3.0000%  | N/A     | $100000.00         | $60314.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3602168.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | N/A     | $110559.00         | $69626.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $573.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2639484.00        | $1994927.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2457217.00        | $1975274.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $261992.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $130173.00         | $43504.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $3035612.00        | $2332750.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $3710105.00        | $2666690.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $3782.00           | $2861.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $762848.00         | $647430.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $690214.00         | $483175.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $114.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $959.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $725.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1058749.00        | $733782.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $2005.00           | $779.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1037.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $48051712.00       | $44718778.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1495442.00        | $199636.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $548.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1885.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $15895000.00       | $2735448.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $37545146.00       | $22767733.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $81000.00          | $58191.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $110.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $699.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | N/A     | $42651392.00       | $28474526.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $780.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $416.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1003.00           | $895.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $2088285.00        | $1093471.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $3675747.00        | $3601679.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $32153440.00       | $25289392.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $891573.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $4744820.00        | $3709886.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1050438.00        | $465873.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $192.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $13349936.00       | $10615545.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $523754.00         | $428964.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $369.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1015.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $485.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $7168.00           | $6183.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $239.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $548.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $509224.00         | $397793.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $1136.00           | $985.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $18044362.00       | $13660593.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1209704.00        | $595197.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $108.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $614298.00         | $627057.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $70399927.00       | $71077876.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | N/A     | $2335373.00        | $1199637.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | N/A     | $79970286.00       | $440352.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $18394944.00       | $12329629.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $7678944.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1471315.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2112.00           | $1567.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3194477.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $120.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $541.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | N/A     | $7999.00           | $7723.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $990744.00         | $792853.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $733.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $36377600.00       | $31791017.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $864.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $13135.00          | $7363.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1731.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $180.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $2062.00           | $1485.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $628.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1058.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1059432.00        | $822994.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $26182147.00       | $22901094.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | N/A     | $2243409.00        | $2435139.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2210.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $211.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $41710.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $589.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | N/A     | $54889473.00       | $339622.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1528.00           | $1508.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | N/A     | $1091.00           | $8.80              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $85934720.00       | $69869057.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $19198300.00       | $10446513.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1012266.00        | $734962.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1104.00           | $925.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $4006584.00        | $3169764.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $13466970.00       | $10352676.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $36572096.00       | $24953300.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | N/A     | $49965885.00       | $14118123.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $1532708.00        | $1271792.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.0000%  | N/A     | $2178985.00        | $652659.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $2001.00           | $1330.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $1003.00           | $873.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $7938413.00        | $3184650.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $272.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $204.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2674070.00        | $1433542.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $10088686.00       | $8000930.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $446.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | N/A     | $81411584.00       | $249258.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $203.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2002.00           | $872.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $2395000.00        | $1359014.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $891.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $480.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $844.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $94548836.00       | $47258585.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $4185000.00        | $787609.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $839.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1279.00           | $646.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | N/A     | $2086029.00        | $299455.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $7999.00           | $7714.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $416.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $215.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $285835.00         | $168542.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $895.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.5000%  | N/A     | $2601430.00        | $1347968.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $617.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $1314.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | N/A     | $1924.00           | $12.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $247481.00         | $172343.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1634500.00        | $800380.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $36.81             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.0000%  | N/A     | $5356320.00        | $5084108.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $27440840.00       | $19950926.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $64383706.00       | $30545682.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $35883120.00       | $27837759.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $263144.00         | $225167.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $14041952.00       | $13228001.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $356.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 6.0000%  | N/A     | $73269718.00       | $375776.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $180825787.60      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1119500.00        | $342637.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 5.0000%  | N/A     | $5766195.00        | $426228.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $1024.00           | $792.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2008.00           | $1424.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | N/A     | $11100000.00       | $86526.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $8802900.00        | $7460473.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | N/A     | $1999.00           | $213.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1028324.00        | $829888.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1518959.00        | $1562083.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $763.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $2067.00           | $1966.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | N/A     | $1010.00           | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $793.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $637.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $129.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $508.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $911.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1854.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 7.0000%  | N/A     | $1709304.00        | $1683786.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1941174.00        | $781850.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $15755293.00       | $12118380.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $710.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $24116615.00       | $3859966.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $32677056.00       | $25723627.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 4.5000%  | N/A     | $6285000.00        | $5659744.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $462.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $861.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $2112.00           | $90.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $11646963.00       | $8864950.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $127.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $46011051.00       | $25299290.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $448205.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1046694.00        | $795192.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $413953.00         | $320795.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $22623630.00       | $11374513.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | N/A     | $1000.00           | $19.92             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $66486663.00       | $11503021.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $326300.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1056.00           | $836.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | N/A     | $1000.00           | $180.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1076.00           | $773.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $4050510.00        | $1338875.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $369.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $213.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $193.05            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-06-01      | 4.0000%  | N/A     | $3971388.00        | $1384023.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $96.30             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $323.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $350.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $297.61            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $315.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-04-01      | 6.0000%  | N/A     | $140060087.00      | $1573150.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2040-02-01      | 5.5000%  | N/A     | $21868.00          | $815.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $837.53            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 4.5000%  | N/A     | $16684096.00       | $1326980.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $99.01             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-11-01      | 4.0000%  | N/A     | $1000.00           | $257.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $120.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $174.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $119.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $1183.00           | $250.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $338.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-09-01      | 5.5000%  | N/A     | $2987.00           | $4.25              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $270880.49         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $106.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $197.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | N/A     | $25657676.00       | $4309063.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.5000%  | N/A     | $149996800.00      | $19427682.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-09-01      | 4.0000%  | N/A     | $27895168.00       | $5615626.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-11-01      | 3.5000%  | N/A     | $31704232.00       | $5599548.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $197.37            | Agency Mortgage-Backed Securities |

### Security 123: 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: BYDY74LA6
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 L 27  | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $500.00            | $478.08            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $615421200.00      | $585173782.29      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $500.00            | $493.64            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $200.00            | $190.74            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $300.00            | $169.99            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $200.00            | $111.14            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $9217300.00        | $8824301.32        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $82436900.00       | $59172880.66       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $288700.00         | $201378.53         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $1993100.00        | $1407802.35        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $46056100.00       | $30733269.57       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $69869800.00       | $54689422.47       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $52640900.00       | $38185990.37       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $94.15             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $66012800.00       | $64064707.14       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $200.00            | $156.06            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $29649100.00       | $22577967.54       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $200.00            | $198.35            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $43900.00          | $43586.79          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $3527300.00        | $2695829.94        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $46678200.00       | $42732518.14       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $300.00            | $306.08            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $1284000.00        | $1271730.53        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $339900.00         | $270597.33         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $41126200.00       | $38669041.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $1000.00           | $1011.90           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $1100.00           | $1111.89           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $352600.00         | $356878.74         | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $204411000.00      | $165421715.88      | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $27868600.00       | $21046515.61       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $42800200.00       | $32201357.59       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $200.00            | $208.86            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $900.00            | $919.46            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $6006800.00        | $5824365.39        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $1309000.00        | $1336486.61        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $400.00            | $410.01            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $3062000.00        | $3116548.84        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $6661700.00        | $6812353.19        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $28612500.00       | $28270554.38       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $100.00            | $103.75            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $13855300.00       | $14234562.93       | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $1838400.00        | $1973758.15        | U.S. Treasuries (including strips) |
| BILL 01/21/27    | 2027-01-21      | 0.0000%  | N/A     | $1000.00           | $967.18            | U.S. Treasuries (including strips) |
| BILL 02/19/26    | 2026-02-19      | 0.0000%  | N/A     | $2698800.00        | $2694195.85        | U.S. Treasuries (including strips) |
| BILL 02/24/26    | 2026-02-24      | 0.0000%  | N/A     | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | N/A     | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| BILL 03/17/26    | 2026-03-17      | 0.0000%  | N/A     | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | N/A     | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| BILL 05/19/26    | 2026-05-19      | 0.0000%  | N/A     | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $20626000.00       | $20365019.22       | U.S. Treasuries (including strips) |
| BILL 07/02/26    | 2026-07-02      | 0.0000%  | N/A     | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| BILL 07/09/26    | 2026-07-09      | 0.0000%  | N/A     | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $21220500.00       | $20621530.17       | U.S. Treasuries (including strips) |

### Security 124: 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: BYDY74L65
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $5999500.00        | $5910427.08        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $1113000.00        | $970593.59         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $59517900.00       | $59376580.83       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $115660000.00      | $111690339.21      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $22916800.00       | $22708553.01       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $114716000.00      | $112857280.74      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $3905400.00        | $3935668.65        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $5768200.00        | $5831833.45        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $17496000.00       | $17624864.03       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $8115100.00        | $8069862.76        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $8887400.00        | $8992910.57        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $50179400.00       | $50836699.68       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $1800.00           | $1803.31           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $180597000.00      | $181908651.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $5702800.00        | $5747124.02        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $53377000.00       | $54030911.95       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $200000000.00      | $200941643.48      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $23746200.00       | $23879763.76       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $73289000.00       | $74768063.53       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $9637900.00        | $9842016.40        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $11121800.00       | $11287326.30       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $410248600.00      | $426869621.36      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $2538600.00        | $2600342.62        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $100000000.00      | $101781477.47      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $30339200.00       | $30709060.52       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $49940000.00       | $50941236.08       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $24126400.00       | $25297022.13       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $22583600.00       | $23591092.49       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $50000000.00       | $50584482.14       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $116807400.00      | $120394123.57      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $2608000.00        | $2650855.43        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $746000.00         | $816696.21         | U.S. Treasuries (including strips) |
| BILL 04/02/26    | 2026-04-02      | 0.0000%  | N/A     | $800.00            | $795.27            | U.S. Treasuries (including strips) |
| BILL 04/28/26    | 2026-04-28      | 0.0000%  | N/A     | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| BILL 05/12/26    | 2026-05-12      | 0.0000%  | N/A     | $500.00            | $495.10            | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | N/A     | $800.00            | $783.82            | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $24257900.00       | $23635975.96       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  | N/A     | $170042000.00      | $171880996.83      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  | N/A     | $229223700.00      | $231596524.64      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7717%  | N/A     | $37712800.00       | $38121811.48       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.8177%  | N/A     | $22074200.00       | $22313433.70       | U.S. Treasuries (including strips) |

### Security 125: 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: BYDY74LE8
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 L 27  | 2027-05-31      | 0.5000%  | N/A     | $400.00            | $384.72            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $1522100.00        | $1505950.73        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $136703000.00      | $130770576.52      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $2699300.00        | $2551220.61        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $25000000.00       | $23401250.83       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | N/A     | $23950100.00       | $24102098.79       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $1893700.00        | $1889203.60        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $17444900.00       | $12290608.61       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $45500.00          | $45247.29          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $19643800.00       | $19830126.11       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $10381500.00       | $10344709.22       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $559015100.00      | $344255328.13      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $200.00            | $198.20            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $430500000.00      | $332260537.43      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $107742000.00      | $105216906.39      | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $98125000.00       | $90492568.72       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $329353600.00      | $331066821.42      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $1600.00           | $1607.39           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $363666800.00      | $367716145.89      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $3200.00           | $3225.85           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $175698500.00      | $145960259.19      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $7583200.00        | $5795656.05        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $431096800.00      | $434089359.66      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $347316000.00      | $350435889.74      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $226983000.00      | $188582160.28      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $269974800.00      | $260309603.72      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $74167100.00       | $75475549.53       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $1283000.00        | $1293961.52        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $91816900.00       | $93367117.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $41537900.00       | $42541609.40       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $1000.00           | $1008.90           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $400.00            | $309.37            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $110802600.00      | $111430478.54      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $39992900.00       | $41348147.75       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $174997000.00      | $172343109.58      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $207125100.00      | $190686238.21      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $16380800.00       | $16967319.52       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $239906800.00      | $245494335.41      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $924300.00         | $949499.70         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $164999400.00      | $168866251.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $7067600.00        | $7193507.70        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $25659700.00       | $24869482.46       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $3740100.00        | $3808235.10        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $200.00            | $210.17            | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $207330000.00      | $213306999.38      | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $244035200.00      | $252138690.83      | U.S. Treasuries (including strips) |

### Security 126: 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: BYDY74LB4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $48000.00          | $46520.73          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $715681600.00      | $462275340.55      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $461859200.00      | $459154458.11      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $1691000.00        | $1700059.91        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $7240800.00        | $7200992.44        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $913654400.00      | $938529958.52      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $899521600.00      | $947378065.49      | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $1233980800.00     | $1262693797.51     | U.S. Treasuries (including strips) |
| BILL 06/25/26    | 2026-06-25      | 0.0000%  | N/A     | $1035400.00        | $1020836.06        | 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: BYDY74LC2
- **C.18 - Value (incl. sponsor support):** $8950000000.00
- **C.18.a - Value (excl. sponsor support):** $8950000000.00
- **C.19 - Percentage of Net Assets:** 4.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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     | $665300.00         | $641775.60         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $72900000.00       | $64047399.78       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $3000000.00        | $2841236.87        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $13793800.00       | $13589095.76       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $1901900.00        | $1877694.97        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $8994300.00        | $8512329.07        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $666500.00         | $583431.12         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $13595000.00       | $12885897.19       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $432800.00         | $409057.27         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $1199700.00        | $1180976.33        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $6379400.00        | $5637315.46        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $312652800.00      | $298888087.16      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $347260400.00      | $328408845.42      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $4324000.00        | $4267161.95        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $455956800.00      | $322059634.02      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $516577200.00      | $515183982.73      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $7000000.00        | $6793424.15        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $326300.00         | $319464.23         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $92750000.00       | $66930988.80       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $58956700.00       | $58420955.26       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $406500000.00      | $408614519.19      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $920809600.00      | $914239977.66      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | N/A     | $9219600.00        | $9204934.16        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $4580000.00        | $3804801.90        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $374902400.00      | $307970063.92      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $35829800.00       | $35630068.46       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $275500.00         | $242985.19         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $15027600.00       | $15332293.08       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $18802000.00       | $18691891.64       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $97666600.00       | $98513661.88       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $19804700.00       | $19980988.09       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $2287005800.00     | $2370324883.39     | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $639424000.00      | $588631465.76      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $534680000.00      | $546178707.63      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $263602400.00      | $269780067.08      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $1401148000.00     | $1423137301.07     | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $270600.00         | $280194.33         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $49112200.00       | $48566974.81       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $130884200.00      | $137847518.28      | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $104753400.00      | $108231866.29      | U.S. Treasuries (including strips) |
| BILL 02/03/26    | 2026-02-03      | 0.0000%  | N/A     | $3641300.00        | $3640939.51        | U.S. Treasuries (including strips) |
| BILL 03/17/26    | 2026-03-17      | 0.0000%  | N/A     | $51054600.00       | $50833431.47       | U.S. Treasuries (including strips) |
| BILL 12/24/26    | 2026-12-24      | 0.0000%  | N/A     | $19624100.00       | $19025093.97       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  | N/A     | $16636700.00       | $16816625.19       | U.S. Treasuries (including strips) |

### Security 128: 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: BYDY74LJ7
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 M 27  | 2027-06-30      | 0.5000%  | N/A     | $4278800.00        | $4102797.40        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $16854100.00       | $16018910.35       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $402982400.00      | $397671966.95      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $173957400.00      | $166329508.88      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $284397600.00      | $248160869.59      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $51415900.00       | $48694916.88       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $49999000.00       | $49256999.46       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $312877600.00      | $299299826.14      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $274485200.00      | $261774137.66      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $7622600.00        | $7246796.52        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $155631200.00      | $147513618.48      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $122649400.00      | $115921045.30      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $330983200.00      | $292481536.09      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $1041800.00        | $996536.66         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $1252800.00        | $1172683.48        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $6610500.00        | $6213119.73        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $991600.00         | $949321.08         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $19300400.00       | $19193203.02       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $50019100.00       | $50053765.68       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $87600900.00       | $88431815.35       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $4080200.00        | $4065740.26        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $24701000.00       | $24624815.67       | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $99600.00          | $99435.77          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $741900.00         | $743569.48         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $130130800.00      | $129718330.63      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $37617000.00       | $35418073.73       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $388084000.00      | $376631317.05      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $17751600.00       | $17458480.18       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $24427600.00       | $23915858.11       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $19505000.00       | $19327756.34       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $22502200.00       | $22413923.87       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $52795000.00       | $53069627.41       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $10806400.00       | $10626044.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $5621500.00        | $5616043.45        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $8073200.00        | $8207416.07        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $8786500.00        | $8693559.66        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $50712900.00       | $51057623.32       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $10992000.00       | $10930725.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $52661600.00       | $53286794.73       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $5701700.00        | $5770181.95        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $19745400.00       | $19866078.65       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $111088400.00      | $111768298.85      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $150500.00         | $150908.27         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $712800.00         | $705988.73         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $39978600.00       | $40277271.73       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | N/A     | $50655500.00       | $50795405.76       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $15084600.00       | $15282193.09       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $495508800.00      | $496419331.64      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $3347500.00        | $3330833.28        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $292368400.00      | $294640782.51      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $12198700.00       | $12348144.06       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $293558400.00      | $296066464.04      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $24040300.00       | $24300243.40       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $60504700.00       | $60343528.63       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $29250400.00       | $29528270.56       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $13042400.00       | $13115758.77       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $6679200.00        | $6777397.75        | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $42996900.00       | $44260763.96       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $93002400.00       | $94511030.77       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $47299100.00       | $49022277.81       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $987500.00         | $998978.36         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $37291400.00       | $38543306.14       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $278870800.00      | $286473807.85      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $23604500.00       | $24386420.49       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $44100.00          | $44637.62          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $212100.00         | $216295.31         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $500600.00         | $503405.09         | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | N/A     | $4793500.00        | $4841928.11        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $15166800.00       | $14993212.79       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $8590600.00        | $8831251.09        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $201576800.00      | $206990060.32      | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $20767500.00       | $20867597.63       | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $610500.00         | $639446.99         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LM0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2026-04-28      | 0.0000%  | N/A     | $325330800.00      | $322592165.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7947%  | N/A     | $205806300.00      | $207936717.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | N/A     | $493744000.00      | $489471139.40      | 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: BYDY74LD0
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2030-09-30      | 3.6250%  | N/A     | $78723000.00       | $79144776.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $92053500.00       | $88128608.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $6007500.00        | $5238850.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $72016000.00       | $74395493.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $225928900.00      | $229104478.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $684800.00         | $673492.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $4263300.00        | $4218204.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $6781000.00        | $6993370.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8177%  | N/A     | $15939500.00       | $16112247.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $230329600.00      | $242583625.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $292700.00         | $303363.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $53616400.00       | $53868837.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $72200.00          | $73815.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $105601400.00      | $106550002.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $1011700.00        | $1019871.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $983500.00         | $940374.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $200.00            | $194.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $900.00            | $842.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $229900.00         | $228709.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $10802800.00       | $10469876.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $327300.00         | $320895.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $4597900.00        | $4717072.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | N/A     | $300.00            | $295.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $86746900.00       | $83679608.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $4172000.00        | $4360533.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $1685000000.00     | $1708300981.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $13900000.00       | $13665378.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $10000.00          | $10178.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $8069500.00        | $8156754.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $37400000.00       | $37780050.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $1296400.00        | $1277152.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $17102000.00       | $16884346.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $12000000.00       | $11899342.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $16639000.00       | $16841843.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $16281700.00       | $14244908.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $3367000.00        | $3407857.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $402000.00         | $404732.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $1537000.00        | $1523191.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $4737800.00        | $4725179.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $900.00            | $921.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $25000000.00       | $25532776.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $2850000.00        | $2812537.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $174428900.00      | $166742943.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $53523900.00       | $54248658.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | N/A     | $229442500.00      | $228887937.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | N/A     | $24816800.00       | $24639741.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $223464700.00      | $229164632.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $90046800.00       | $92299183.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $32649000.00       | $28489003.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $11674000.00       | $11491804.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $15860000.00       | $16502560.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $17900800.00       | $18199146.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $238062900.00      | $241991174.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $17930900.00       | $18437027.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $297607500.00      | $292640508.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $30001000.00       | $30670085.29       | 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: BYDY74LF5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  | N/A     | $1000.00           | $44.70             | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | N/A     | $484193.00         | $99142.88          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $118.93            | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | N/A     | $245969.00         | $26617.47          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | N/A     | $4964912.00        | $600212.84         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69327881.00       | $19396185.96       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | N/A     | $1024.00           | $217.95            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q04537 G | 2041-11-01      | 3.5000%  | N/A     | $1000.00           | $71.51             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $311.14            | Agency Mortgage-Backed Securities |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | N/A     | $2991858.00        | $129720.18         | Agency Mortgage-Backed Securities |
| 03.500 FGPC U95046 G | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $89.77             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | N/A     | $6627.00           | $1029.25           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $1263.00           | $93.45             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G16557 G | 2033-07-01      | 4.0000%  | N/A     | $1000.00           | $130.42            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2676897.51        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q46872 G | 2047-03-01      | 4.5000%  | N/A     | $637419.00         | $124877.52         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54882 G | 2048-03-01      | 4.5000%  | N/A     | $1000.00           | $237.82            | Agency Mortgage-Backed Securities |
| 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  | N/A     | $106718.00         | $995.21            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | N/A     | $5121.00           | $205.61            | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | N/A     | $15186.00          | $42.35             | Agency Mortgage-Backed Securities |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | N/A     | $2018058.00        | $200265.00         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | N/A     | $3984.00           | $51.36             | Agency Mortgage-Backed Securities |
| 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | N/A     | $1008.00           | $62.96             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | N/A     | $2570816.00        | $375857.50         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1784 | 2036-06-01      | 1.5000%  | N/A     | $7239726.00        | $6574238.32        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSL3943 | 2052-04-01      | 1.5000%  | N/A     | $8193744.00        | $6372998.49        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $358.05            | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6121 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $677.20            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | N/A     | $14967.00          | $7236.77           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD0254 | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $634.16            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23472.95          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $563.17            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  | N/A     | $129206.00         | $75791.04          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6534 | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $596.12            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6820 | 2052-02-01      | 2.0000%  | N/A     | $1001.00           | $639.10            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4153 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $696.57            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $612.34            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | N/A     | $272628.00         | $170043.16         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $636.06            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $639.22            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  | N/A     | $400000.00         | $311453.95         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | N/A     | $1000.00           | $389.78            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0406 | 2041-12-01      | 2.0000%  | N/A     | $1000.00           | $717.40            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0672 | 2042-08-01      | 2.0000%  | N/A     | $1000.00           | $830.12            | Agency Mortgage-Backed Securities |
| FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  | N/A     | $1005.00           | $5.68              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $666.24            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  | N/A     | $1000.00           | $169.60            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB1469 | 2050-07-01      | 2.5000%  | N/A     | $1008.00           | $450.54            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3220 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $629.43            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $651.76            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | N/A     | $574000.00         | $271793.53         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1106.00           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | N/A     | $1396000.00        | $815277.51         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $705.39            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1430.71           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4952 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $738.47            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $1105.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $487.12            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $605.22            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | N/A     | $12159424.00       | $8180065.02        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | N/A     | $2024.00           | $1433.39           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL4036 | 2053-10-01      | 2.5000%  | N/A     | $1008.00           | $864.61            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | N/A     | $1351.00           | $13.53             | Agency Mortgage-Backed Securities |
| FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  | N/A     | $1747612.00        | $64205.59          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $163.10            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC4794 | 2051-08-01      | 3.0000%  | N/A     | $2997.00           | $1948.26           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  | N/A     | $640000.00         | $456530.31         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | N/A     | $35000.00          | $26435.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  | N/A     | $202387.00         | $92064.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | N/A     | $54836.00          | $33090.48          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | N/A     | $413000.00         | $258899.28         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $699.87            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6844 | 2052-02-01      | 3.0000%  | N/A     | $2004.00           | $1173.86           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | N/A     | $1050.00           | $457.90            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | N/A     | $5147000.00        | $2497977.61        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | N/A     | $48759.00          | $27964.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | N/A     | $166048.00         | $100989.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  | N/A     | $12579456.00       | $8589068.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1468.41           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4811 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $760.19            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | N/A     | $23001.00          | $8248.96           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $456.62            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $172.18            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $6270.00           | $4342.45           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | N/A     | $33014.00          | $23707.71          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | N/A     | $1158000.00        | $841992.64         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $731.29            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3427 | 2050-08-01      | 3.0000%  | N/A     | $1024.00           | $905.95            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3893 | 2047-02-01      | 3.0000%  | N/A     | $5148068.00        | $4735813.15        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1990 | 2046-11-01      | 3.0000%  | N/A     | $4395000.00        | $739047.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9826 | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $226.48            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $446.61            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2424 | 2036-09-01      | 3.0000%  | N/A     | $2000.00           | $305.46            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | N/A     | $39490.00          | $26307.23          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2057 | 2052-05-01      | 3.5000%  | N/A     | $57999.00          | $43728.49          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $97999.00          | $73344.01          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1357.23           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | N/A     | $601874.00         | $395596.68         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $690.27            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $27433.82          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $363.66            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $295.07            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | N/A     | $3017.00           | $268.91            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $518.67            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | N/A     | $36004.00          | $25799.76          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2693 | 2051-01-01      | 3.5000%  | N/A     | $1046.00           | $952.32            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  | N/A     | $1000.00           | $929.47            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3888 | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $934.12            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | N/A     | $4924.00           | $515.67            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | N/A     | $1615.00           | $439.48            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3774 | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $114.83            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZN4476 | 2048-12-01      | 3.5000%  | N/A     | $1000.00           | $128.34            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $106.09            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $98.09             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $121.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | N/A     | $947410.00         | $109446.16         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | N/A     | $40000.00          | $27027.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | N/A     | $4000.00           | $3207.47           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE9001 | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $766.33            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | N/A     | $96000.00          | $67533.84          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | N/A     | $9000.00           | $6979.65           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $793.15            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $723.05            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2549 | 2052-07-01      | 4.0000%  | N/A     | $99000.00          | $61200.29          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $883.27            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | N/A     | $49999.00          | $38634.12          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | N/A     | $56000.00          | $43544.29          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $3119.33           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | N/A     | $213652.00         | $22427.90          | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $416.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $580.69            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $714.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $746.24            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | N/A     | $3024.00           | $2474.22           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8295 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $835.72            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI1181 | 2054-03-01      | 4.5000%  | N/A     | $6000.00           | $5353.75           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9071 | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $872.76            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0421 | 2055-03-01      | 4.5000%  | N/A     | $26342.00          | $25736.58          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8290 | 2052-12-01      | 4.5000%  | N/A     | $1016.00           | $754.88            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $846.17            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | N/A     | $6000.00           | $5202.12           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4671 | 2055-08-01      | 4.5000%  | N/A     | $422773.00         | $410598.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  | N/A     | $18565110.00       | $18198847.97       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | N/A     | $1000.00           | $331.08            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | N/A     | $963566.00         | $652704.33         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1921 | 2052-12-01      | 4.5000%  | N/A     | $37000.00          | $29224.31          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  | N/A     | $1001.00           | $786.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $65905.00          | $59651.29          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | N/A     | $5000.00           | $4687.60           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | N/A     | $235000.00         | $178289.50         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | N/A     | $3306280.00        | $2519025.36        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $64000.00          | $49608.43          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $860.25            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $914.31            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  | N/A     | $5693386.00        | $5512181.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2243880.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $1489.00           | $387.80            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $5220538.81        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | N/A     | $1001.00           | $92.46             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $1008.00           | $232.02            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $215.11            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $28864.38          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | N/A     | $1195873.00        | $951886.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $700.39            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9955 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $656.07            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | N/A     | $41000000.00       | $29844377.44       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $54620.00          | $50691.28          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2690 | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $980.12            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9979 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $924.60            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  | N/A     | $3000.00           | $2759.89           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6914 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7705 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $989.12            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8669 | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1002.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $3294.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9421 | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $833.55            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  | N/A     | $36552960.00       | $30816888.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  | N/A     | $21234560.00       | $20676147.63       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | N/A     | $1040.00           | $963.74            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  | N/A     | $1040.00           | $969.78            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $2055.00           | $1912.32           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | N/A     | $6104.00           | $5437.75           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  | N/A     | $1043.00           | $996.30            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  | N/A     | $1163.00           | $1163.52           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3714 | 2055-03-01      | 5.0000%  | N/A     | $1124.00           | $1079.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $951.47            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3997 | 2055-04-01      | 5.0000%  | N/A     | $5937814.00        | $5825148.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4356 | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1021.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5076 | 2055-11-01      | 5.0000%  | N/A     | $1097287.00        | $1094423.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  | N/A     | $1032.00           | $1037.23           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5608 | 2055-12-01      | 5.0000%  | N/A     | $1074.00           | $1082.59           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $777.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | N/A     | $74000.00          | $56958.61          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $74480.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $32000.00          | $25334.45          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $868.71            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4279 | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $782.34            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $868.36            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | N/A     | $118765.00         | $103343.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4998 | 2053-09-01      | 5.0000%  | N/A     | $297000.00         | $244888.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6602 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $864.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7416 | 2054-06-01      | 5.0000%  | N/A     | $4593730.00        | $4118773.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $88000.00          | $63874.65          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $794.34            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $1359990.00        | $1133839.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | N/A     | $95000.00          | $84072.84          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | N/A     | $6000.00           | $5480.83           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1924.67           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | N/A     | $3002.00           | $2816.74           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  | N/A     | $1761744.00        | $1676372.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0301 | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $968.81            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  | N/A     | $1120.00           | $1068.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | N/A     | $1008.00           | $959.74            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1598 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1006.57           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1787 | 2055-06-01      | 5.0000%  | N/A     | $10059278.00       | $9977807.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  | N/A     | $39591643.00       | $39211883.13       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  | N/A     | $2080.00           | $2090.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3941 | 2056-01-01      | 5.0000%  | N/A     | $2146472.00        | $2172716.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0385 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1010.06           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  | N/A     | $1004.00           | $1009.79           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1694 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1008.13           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2335 | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1037.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2877 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1008.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3260 | 2056-01-01      | 5.0000%  | N/A     | $1007.00           | $1014.75           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5116 | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1014.21           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $967.63            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | N/A     | $2000.00           | $1994.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | N/A     | $14037051.00       | $14069742.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | N/A     | $12099476.00       | $12146009.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2836 | 2039-12-01      | 5.5000%  | N/A     | $1254276.00        | $1130780.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | N/A     | $1000.00           | $774.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | N/A     | $10376.00          | $7576.43           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $841.51            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $399236.00         | $368545.52         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | N/A     | $299000.00         | $229700.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $817.25            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | N/A     | $18114544.00       | $17219065.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8044 | 2054-11-01      | 5.5000%  | N/A     | $38230.00          | $31936.12          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  | N/A     | $8035.00           | $6912.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1008.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3826 | 2054-12-01      | 5.5000%  | N/A     | $1090676.00        | $1091389.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | N/A     | $1011.00           | $965.60            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $9784670.00        | $9336903.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $982.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $2007.38           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  | N/A     | $9106185.00        | $8649491.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5240 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7856 | 2055-07-01      | 5.5000%  | N/A     | $31321359.00       | $31634052.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | N/A     | $11708977.00       | $11755442.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0816 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $964.39            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1025.76           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  | N/A     | $4234169.00        | $4074804.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1019.45           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4306 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.75           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6277 | 2055-10-01      | 5.5000%  | N/A     | $1085390.00        | $1105140.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7247 | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1025.24           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9672 | 2055-11-01      | 5.5000%  | N/A     | $23175480.00       | $23603430.34       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8881 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $730.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | N/A     | $104000.00         | $82822.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  | N/A     | $20412375.00       | $16977411.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1606.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  | N/A     | $12391160.00       | $11841813.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $11532000.00       | $10088047.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $38218088.00       | $33411578.90       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | N/A     | $46972250.00       | $43919780.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $4250474.00        | $3877759.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $868.49            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | N/A     | $3171823.00        | $2962857.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | N/A     | $14209179.00       | $12716039.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $3711412.00        | $3474064.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  | N/A     | $1010.00           | $929.16            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2417 | 2054-09-01      | 5.5000%  | N/A     | $2000.00           | $1830.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  | N/A     | $2162.00           | $2049.87           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  | N/A     | $2024.00           | $1930.24           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | N/A     | $6646419.00        | $6010014.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $910.75            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  | N/A     | $2053.00           | $1871.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3887 | 2055-04-01      | 5.5000%  | N/A     | $5918076.00        | $5267154.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | N/A     | $54792854.00       | $48145015.73       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | N/A     | $1040.00           | $1055.80           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  | N/A     | $1713111.00        | $1565196.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1008.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | N/A     | $2168.00           | $2208.89           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | N/A     | $101000.00         | $79261.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $728.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13605350.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | N/A     | $4598924.00        | $3783938.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | N/A     | $200000.00         | $150056.12         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $861.17            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $31656992.00       | $29922686.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | N/A     | $68728012.00       | $57564671.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $562015.00         | $477745.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $214020.00         | $168838.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $51000.00          | $40965.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $794.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $832.77            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | N/A     | $1388.00           | $1163.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $15302.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | N/A     | $16895.00          | $15288.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $42424832.00       | $38147313.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0540 | 2055-02-01      | 5.5000%  | N/A     | $455000.00         | $391374.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $50346332.00       | $48658378.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0725 | 2055-02-01      | 5.5000%  | N/A     | $2048.00           | $1819.09           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | N/A     | $10340026.00       | $9922522.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0851 | 2055-04-01      | 5.5000%  | N/A     | $10333119.00       | $10033099.11       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  | N/A     | $1058.00           | $1002.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1079 | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $946.30            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $10504145.00       | $10036204.66       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | N/A     | $282104.00         | $274220.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  | N/A     | $21556960.00       | $21226679.71       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | N/A     | $1524944.00        | $1518216.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1001.80           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3683 | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2045.64           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0176 | 2055-12-01      | 5.5000%  | N/A     | $2001.00           | $2043.34           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0475 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1028.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0634 | 2055-12-01      | 5.5000%  | N/A     | $1007.00           | $1038.44           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2362 | 2055-12-01      | 5.5000%  | N/A     | $1019.00           | $1039.15           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3426 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1029.65           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4084 | 2056-01-01      | 5.5000%  | N/A     | $7647.00           | $7855.04           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  | N/A     | $6124.00           | $38.70             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $31800.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5255 | 2043-09-01      | 5.5000%  | N/A     | $50132224.00       | $30838953.45       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0503 | 2043-11-01      | 5.5000%  | N/A     | $1000.00           | $678.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0567 | 2043-11-01      | 5.5000%  | N/A     | $1303.00           | $984.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $46000.00          | $25922.08          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | N/A     | $1000.00           | $751.19            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $13246567.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $747.49            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1418.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | N/A     | $5000.00           | $3655.92           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | N/A     | $871092.00         | $755129.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5291 | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $8438430.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1833 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  | N/A     | $19277720.00       | $18524513.51       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2143 | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $861.10            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | N/A     | $40509556.00       | $39916363.79       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8762 | 2055-07-01      | 6.0000%  | N/A     | $26834061.00       | $25602035.10       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2038.56           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4272 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $977.96            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7654 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9143 | 2055-11-01      | 6.0000%  | N/A     | $3481238.00        | $3589436.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | N/A     | $1055.00           | $830.87            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  | N/A     | $1017.00           | $815.33            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $779.69            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $800.89            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0699 | 2054-01-01      | 6.0000%  | N/A     | $18965840.00       | $17818631.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $867.84            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  | N/A     | $4886971.00        | $4120788.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | N/A     | $14812004.00       | $12035166.38       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  | N/A     | $1439795.00        | $1272538.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $879.42            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | N/A     | $6308800.00        | $5093814.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | N/A     | $2056.00           | $1919.76           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | N/A     | $1024.00           | $906.08            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $946.45            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $944.80            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3890 | 2055-04-01      | 6.0000%  | N/A     | $2048.00           | $1950.78           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1017.20           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4168 | 2055-05-01      | 6.0000%  | N/A     | $1240.00           | $1226.50           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  | N/A     | $6128801.00        | $6137495.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | N/A     | $498305.00         | $485336.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4642 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | N/A     | $2703006.00        | $2704242.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1039.34           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5246 | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $1063.84           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | N/A     | $8457807.00        | $8323852.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $673.46            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $9000.00           | $6505.31           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $840.23            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $859.70            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $849.98            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $869.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | N/A     | $32219856.00       | $27184630.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3488320.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1025.00           | $692.06            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  | N/A     | $1002.00           | $969.90            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $3183400.00        | $2566424.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | N/A     | $586206.00         | $513767.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $920.88            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1124 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $907.23            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  | N/A     | $10353043.00       | $9835481.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | N/A     | $840788.00         | $832122.28         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | N/A     | $1040.00           | $924.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  | N/A     | $1040.00           | $1030.13           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  | N/A     | $1077.00           | $1095.07           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | N/A     | $1088.00           | $1076.49           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0159 | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8280 | 2039-01-01      | 6.5000%  | N/A     | $1040.00           | $467.20            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH8458 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $737.20            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $831.71            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $686.14            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5503 | 2055-02-01      | 6.5000%  | N/A     | $9195102.00        | $6739828.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $835.33            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $701.67            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  | N/A     | $41393483.00       | $34956862.71       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  | N/A     | $5261.00           | $4496.39           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  | N/A     | $38870400.00       | $28330759.75       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | N/A     | $20469246.00       | $14628312.96       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | N/A     | $40887503.00       | $30242300.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $1686.18           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2317 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $861.30            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $919.52            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4173 | 2055-05-01      | 6.5000%  | N/A     | $14229132.00       | $14337493.87       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4174 | 2055-05-01      | 6.5000%  | N/A     | $14114.00          | $14265.47          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4398 | 2055-06-01      | 6.5000%  | N/A     | $46298740.00       | $45813962.72       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1005.82           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | N/A     | $22691360.00       | $21927872.76       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  | N/A     | $3437120.00        | $2903978.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | N/A     | $1159.00           | $721.42            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  | N/A     | $1074256.00        | $989216.53         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1606 | 2055-07-01      | 6.5000%  | N/A     | $1127.00           | $1045.10           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3313 | 2055-11-01      | 6.5000%  | N/A     | $1017.00           | $1037.45           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2646 | 2056-01-01      | 6.5000%  | N/A     | $1000.00           | $1045.01           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5231 | 2056-01-01      | 6.5000%  | N/A     | $8000.00           | $8367.50           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  | N/A     | $1034676.00        | $957793.01         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  | N/A     | $1090252.00        | $840002.62         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $13024964.41       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  | N/A     | $1024.00           | $848.29            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | N/A     | $1016464.00        | $387176.04         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $421.94            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  | N/A     | $944276.00         | $412380.23         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  | N/A     | $395999.00         | $212190.31         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $530.03            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | N/A     | $1000.00           | $371.12            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  | N/A     | $217714.00         | $44727.13          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0630 | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $514.25            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1174.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6223 | 2036-03-01      | 2.0000%  | N/A     | $1295950.00        | $618986.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | N/A     | $1000.00           | $425.25            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6811 | 2036-04-01      | 2.0000%  | N/A     | $1000.00           | $444.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | N/A     | $380000.00         | $191068.99         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS6337 | 2037-03-01      | 2.0000%  | N/A     | $1024.00           | $694.78            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | N/A     | $84000.00          | $37922.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | N/A     | $80000.00          | $44425.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | N/A     | $2008.00           | $1132.88           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $571.99            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $69586.63          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $573.95            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $611.79            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  | N/A     | $1359000.00        | $678804.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | N/A     | $499000.00         | $253384.18         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $55863.27          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | N/A     | $399000.00         | $234258.14         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | N/A     | $47001.00          | $31084.60          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $44599.00          | $26102.40          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7819 | 2051-12-01      | 2.0000%  | N/A     | $1260.00           | $708.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU8892 | 2052-04-01      | 2.0000%  | N/A     | $2004.00           | $1327.47           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $396261.87         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $485.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2849061.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $20454903.00       | $10199748.65       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $80649760.00       | $40482723.05       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $502.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $12636638.00       | $6801575.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $12242722.00       | $6410653.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | N/A     | $5845759.00        | $3120062.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $561.67            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | N/A     | $43099.00          | $22986.89          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | N/A     | $1280.00           | $764.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | N/A     | $2936697.00        | $1565494.41        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | N/A     | $1324372.00        | $666506.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $546.03            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $17634462.00       | $10731974.47       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | N/A     | $11000.00          | $6273.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | N/A     | $73980.00          | $42405.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1148.18           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1020 | 2051-07-01      | 2.0000%  | N/A     | $156225.00         | $91861.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1102 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $596.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $670174.91         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1799 | 2051-10-01      | 2.0000%  | N/A     | $2003.00           | $1206.17           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2611 | 2052-01-01      | 2.0000%  | N/A     | $1024.00           | $645.02            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | N/A     | $66049.00          | $40546.88          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1274 | 2052-02-01      | 2.0000%  | N/A     | $2006.00           | $1563.11           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5021 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $526.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $545.45            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $503.39            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7152 | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $454.92            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8433 | 2051-08-01      | 2.0000%  | N/A     | $10000.00          | $5830.85           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9097 | 2051-11-01      | 2.0000%  | N/A     | $1048.00           | $640.13            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0350 | 2052-01-01      | 2.0000%  | N/A     | $64554.00          | $39983.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3655 | 2052-01-01      | 2.0000%  | N/A     | $34000.00          | $22648.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | N/A     | $1000.00           | $731.62            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | N/A     | $180486.00         | $81849.61          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | N/A     | $3003.00           | $1525.56           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $519.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | N/A     | $177760.00         | $99795.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $600.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $606.17            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | N/A     | $22013.00          | $13411.40          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | N/A     | $24548.00          | $15636.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | N/A     | $549000.00         | $353016.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $654.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | N/A     | $2044.00           | $1342.88           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM7937 | 2031-07-01      | 2.0000%  | N/A     | $539000.00         | $201720.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4390 | 2031-07-01      | 2.0000%  | N/A     | $1000.00           | $357.81            | Agency Mortgage-Backed Securities |
| FNMS 02.000 ZLFP0025 | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $675.64            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS4860 | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $79328.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  | N/A     | $138000.00         | $32360.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA4508 | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $264.84            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | N/A     | $177000.00         | $71785.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  | N/A     | $7780566.00        | $5868017.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4032 | 2035-08-01      | 2.5000%  | N/A     | $1137000.00        | $406075.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | N/A     | $101006.00         | $66724.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4049 | 2036-09-01      | 2.5000%  | N/A     | $1000.00           | $583.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  | N/A     | $188000.00         | $55814.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | N/A     | $20237539.00       | $10590979.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | N/A     | $1000.00           | $649.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | N/A     | $1000.00           | $59.97             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | N/A     | $1000.00           | $350.74            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB6667 | 2042-10-01      | 2.5000%  | N/A     | $140999.00         | $36434.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $392.55            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $476.80            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  | N/A     | $99001.00          | $41201.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $30224287.30       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $633.93            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  | N/A     | $41318.00          | $28278.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | N/A     | $2481813.00        | $1641069.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $669.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | N/A     | $201400.00         | $130702.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | N/A     | $613356.00         | $411185.33         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $410.80            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6081 | 2050-06-01      | 2.5000%  | N/A     | $1026.00           | $416.43            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | N/A     | $19358423.00       | $7070662.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $16798082.00       | $8313085.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $448.81            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8600 | 2051-01-01      | 2.5000%  | N/A     | $165000.00         | $77286.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0065 | 2051-04-01      | 2.5000%  | N/A     | $44032.00          | $25389.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0178 | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $679.79            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0362 | 2051-05-01      | 2.5000%  | N/A     | $42752.00          | $25310.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | N/A     | $50000.00          | $31413.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  | N/A     | $49000.00          | $28474.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0702 | 2051-06-01      | 2.5000%  | N/A     | $56478058.00       | $37056897.84       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $1092959.00        | $663700.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  | N/A     | $63811.00          | $39522.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1299 | 2051-08-01      | 2.5000%  | N/A     | $1023.00           | $624.55            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1631 | 2051-09-01      | 2.5000%  | N/A     | $1026.00           | $618.05            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1662 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $618.24            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1669 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $622.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $623.61            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $615.67            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $40801.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2046 | 2051-11-01      | 2.5000%  | N/A     | $1025.00           | $621.82            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2638 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $667.12            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | N/A     | $199000.00         | $126016.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $80761.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | N/A     | $19000.00          | $13320.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  | N/A     | $190000.00         | $83643.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4545 | 2050-10-01      | 2.5000%  | N/A     | $1594000.00        | $808571.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6780 | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $494.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | N/A     | $4000.00           | $2533.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | N/A     | $200000.00         | $125412.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $491.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  | N/A     | $548000.00         | $367904.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  | N/A     | $77475.00          | $50220.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9515 | 2051-11-01      | 2.5000%  | N/A     | $2592148.00        | $1709361.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $533.65            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  | N/A     | $100999.00         | $66419.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | N/A     | $235000.00         | $151645.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1631 | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $128541.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $665.66            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $671.90            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3615 | 2051-07-01      | 2.5000%  | N/A     | $3531284.00        | $2412016.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | N/A     | $42000.00          | $30234.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | N/A     | $23312.00          | $17444.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6620 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $737.06            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | N/A     | $17000.00          | $12896.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $750.18            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8027 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $750.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | N/A     | $81000.00          | $63126.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $334.21            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4256 | 2050-01-01      | 2.5000%  | N/A     | $600000.00         | $280966.53         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | N/A     | $171000.00         | $94246.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $633.94            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | N/A     | $348000.00         | $235093.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4910 | 2053-01-01      | 2.5000%  | N/A     | $199312.00         | $136510.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | N/A     | $98000.00          | $57517.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | N/A     | $1039000.00        | $657365.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | N/A     | $3000.00           | $1801.21           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | N/A     | $137480.00         | $89196.85          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | N/A     | $2197993.00        | $72165.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  | N/A     | $1804747.00        | $39275.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWMA1335 | 2027-12-01      | 2.5000%  | N/A     | $1704136.00        | $42423.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  | N/A     | $1002.00           | $463.41            | Agency Mortgage-Backed Securities |
| FNMS 02.500 R3BF0408 | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $363.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $105153.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | N/A     | $4925461.00        | $3543714.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890867 | 2032-06-01      | 3.0000%  | N/A     | $498998.00         | $63685.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  | N/A     | $4258293.00        | $31382.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9445 | 2031-07-01      | 3.0000%  | N/A     | $999000.00         | $109566.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  | N/A     | $6498581.00        | $350534.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | N/A     | $7107995.00        | $298514.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBE3795 | 2032-07-01      | 3.0000%  | N/A     | $3000.00           | $367.70            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA4170 | 2035-06-01      | 3.0000%  | N/A     | $1020.00           | $973.97            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | N/A     | $83260.00          | $25585.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  | N/A     | $320203.00         | $121778.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1492 | 2033-11-01      | 3.0000%  | N/A     | $1000.00           | $421.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $111.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  | N/A     | $352449.00         | $38235.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3798 | 2034-10-01      | 3.0000%  | N/A     | $1000.00           | $122.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | N/A     | $305000.00         | $41549.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  | N/A     | $262916.00         | $43630.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | N/A     | $47005.00          | $27292.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJMA0964 | 2027-01-01      | 3.0000%  | N/A     | $7290400.00        | $26039.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $79.94             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8700 | 2043-03-01      | 3.0000%  | N/A     | $658000.00         | $128882.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | N/A     | $4032.00           | $724.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  | N/A     | $7081488.00        | $620019.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | N/A     | $402000.00         | $92088.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36129664.00       | $5127450.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $236.04            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  | N/A     | $2370596.00        | $389334.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | N/A     | $136992320.00      | $29706054.74       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $299.80            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $2029815.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6298684.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | N/A     | $3625200.00        | $456450.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1932429.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | N/A     | $247061171.00      | $46181641.57       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD3278 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $190.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6249 | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $297.40            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $204.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0468 | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $219.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE1289 | 2046-12-01      | 3.0000%  | N/A     | $271546.00         | $90755.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  | N/A     | $301485.00         | $68364.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1280.00           | $449.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $254.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $398000.00         | $98296.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $453.62            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | N/A     | $10000.00          | $6149.62           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | N/A     | $223000.00         | $140504.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | N/A     | $674868.00         | $479527.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | N/A     | $728171.00         | $245645.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | N/A     | $294000.00         | $152535.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $525.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  | N/A     | $673124.00         | $454672.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $733.05            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | N/A     | $697810.00         | $455590.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | N/A     | $59000.00          | $36120.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | N/A     | $478000.00         | $282258.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | N/A     | $70929.00          | $47321.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  | N/A     | $408000.00         | $293477.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $715.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1136 | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $833.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1417 | 2047-12-01      | 3.0000%  | N/A     | $11786360.00       | $9920705.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  | N/A     | $34140544.00       | $29616103.42       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4174 | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $900.07            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | N/A     | $101353.00         | $31929.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  | N/A     | $2589000.00        | $770910.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | N/A     | $164000.00         | $60069.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | N/A     | $65974.00          | $34749.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | N/A     | $3000.00           | $1449.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | N/A     | $178089.00         | $72381.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9134 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $546.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  | N/A     | $18685140.00       | $11375425.11       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | N/A     | $49000.00          | $34333.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $638.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0331 | 2052-01-01      | 3.0000%  | N/A     | $797000.00         | $509623.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0631 | 2052-02-01      | 3.0000%  | N/A     | $44000.00          | $28477.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0894 | 2051-10-01      | 3.0000%  | N/A     | $589259.00         | $381393.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | N/A     | $19000.00          | $13229.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | N/A     | $20534387.00       | $13197804.94       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | N/A     | $165762.00         | $115027.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  | N/A     | $128000.00         | $82877.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | N/A     | $73984.00          | $46762.37          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | N/A     | $104000.00         | $70144.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | N/A     | $1100.00           | $752.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | N/A     | $205999.00         | $147347.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3756 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $693.90            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | N/A     | $306999.00         | $230434.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4515 | 2052-02-01      | 3.0000%  | N/A     | $5442788.00        | $3856784.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $740.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5491 | 2052-07-01      | 3.0000%  | N/A     | $482506.00         | $350972.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6731 | 2052-06-01      | 3.0000%  | N/A     | $141000.00         | $103172.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7983 | 2053-10-01      | 3.0000%  | N/A     | $1865790.00        | $1464953.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | N/A     | $94000.00          | $76263.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | N/A     | $1990.00           | $1612.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  | N/A     | $192997.00         | $33318.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $139.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | N/A     | $560629.00         | $71257.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | N/A     | $1569980.00        | $386429.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $492.14            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | N/A     | $536052.00         | $353989.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1373.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | N/A     | $206000.00         | $150351.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3221 | 2027-12-01      | 3.0000%  | N/A     | $1000.00           | $44.32             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  | N/A     | $7832112.00        | $833779.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  | N/A     | $343741.00         | $37169.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  | N/A     | $1422188.00        | $418868.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  | N/A     | $157722.00         | $37178.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB8857 | 2033-04-01      | 3.0000%  | N/A     | $2099000.00        | $247357.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $162.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5783 | 2038-06-01      | 3.0000%  | N/A     | $838932.00         | $282861.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM7607 | 2038-04-01      | 3.0000%  | N/A     | $455000.00         | $165361.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | N/A     | $1000.00           | $118.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | N/A     | $4000.00           | $308.73            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | N/A     | $3000.00           | $248.76            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2707 | 2036-08-01      | 3.0000%  | N/A     | $499006.00         | $68752.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  | N/A     | $1000.00           | $153.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | N/A     | $1000.00           | $160.82            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | N/A     | $1491000.00        | $193051.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | N/A     | $1000.00           | $213.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4115 | 2040-08-01      | 3.0000%  | N/A     | $108825.00         | $30921.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | N/A     | $2000.00           | $1409.83           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | N/A     | $898000.00         | $614011.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | N/A     | $2399928.00        | $122764.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | N/A     | $1088.00           | $781.39            | Agency Mortgage-Backed Securities |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $675000.00         | $196469.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | N/A     | $1028.00           | $14.44             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $80.56             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV2078 | 2028-11-01      | 3.5000%  | N/A     | $862857.00         | $37150.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  | N/A     | $193999.00         | $28293.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | N/A     | $150000.00         | $28457.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | N/A     | $881129.00         | $97815.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS6166 | 2036-12-01      | 3.5000%  | N/A     | $1000.00           | $666.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  | N/A     | $694000.00         | $55335.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $74.59             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  | N/A     | $292028.00         | $39349.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4930 | 2038-01-01      | 3.5000%  | N/A     | $127706.00         | $80492.34          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  | N/A     | $794632.00         | $135517.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  | N/A     | $1024.00           | $195.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9361 | 2043-05-01      | 3.5000%  | N/A     | $2000.00           | $316.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $2033796.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $163.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | N/A     | $1024.00           | $263.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | N/A     | $663428.00         | $149484.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7379634.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3732029.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6339 | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4433018.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $1024.00           | $257.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $145.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $3000.00           | $675.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2972868.00        | $602124.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  | N/A     | $2650280.00        | $244830.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $196.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0862 | 2045-07-01      | 3.5000%  | N/A     | $249000.00         | $31574.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9509853.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $268.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | N/A     | $241999.00         | $25265.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $2988565.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $154.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $135.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $26447.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $140273.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $90.34             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $186.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8123 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $86.08             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | N/A     | $296061.00         | $33022.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  | N/A     | $1153000.00        | $238101.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  | N/A     | $638088.00         | $64247.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | N/A     | $387000.00         | $110956.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3797 | 2049-07-01      | 3.5000%  | N/A     | $2123840.00        | $779945.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | N/A     | $377003.00         | $43270.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $26455.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4429 | 2049-10-01      | 3.5000%  | N/A     | $2055000.00        | $526694.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $227775.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $375.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $519.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  | N/A     | $1297000.00        | $835374.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1254.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1100008.00        | $726669.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $5878388.00        | $4308675.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12330.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $766328.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | N/A     | $102803.00         | $73331.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $30462.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | N/A     | $33000.00          | $24160.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1517.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | N/A     | $396000.00         | $284706.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1219 | 2049-08-01      | 3.5000%  | N/A     | $1008.00           | $885.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4283 | 2047-07-01      | 3.5000%  | N/A     | $2109.00           | $2021.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4502 | 2051-10-01      | 3.5000%  | N/A     | $18200331.00       | $16594250.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | N/A     | $1008.00           | $181.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | N/A     | $159000.00         | $38414.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | N/A     | $146000.00         | $31977.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  | N/A     | $150999.00         | $29027.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3444 | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $251.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | N/A     | $303000.00         | $44917.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5001 | 2050-04-01      | 3.5000%  | N/A     | $246000.00         | $49831.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | N/A     | $29000.00          | $9621.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | N/A     | $533800.00         | $268656.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $655.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1186 | 2050-01-01      | 3.5000%  | N/A     | $198000.00         | $125956.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  | N/A     | $354000.00         | $223740.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  | N/A     | $99000.00          | $71567.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  | N/A     | $399000.00         | $279986.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | N/A     | $699000.00         | $517053.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  | N/A     | $49530.00          | $35946.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3501 | 2052-12-01      | 3.5000%  | N/A     | $1000.00           | $716.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  | N/A     | $19663.00          | $13443.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | N/A     | $151430.00         | $114035.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4943 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $772.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $2216.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5563 | 2050-08-01      | 3.5000%  | N/A     | $1024.00           | $778.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  | N/A     | $2052.00           | $1549.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $871.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3520 | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $92.78             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | N/A     | $124988.00         | $12459.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | N/A     | $2006.00           | $274.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4258 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $374.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1358.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | N/A     | $48000.00          | $35125.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | N/A     | $10000.00          | $7455.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $764.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  | N/A     | $4000.00           | $155.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3650 | 2029-04-01      | 3.5000%  | N/A     | $1189000.00        | $75806.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | N/A     | $397000.00         | $22477.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | N/A     | $4095.00           | $459.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1604376.00        | $273129.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $180.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBM7714 | 2046-02-01      | 3.5000%  | N/A     | $1008.00           | $888.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1213 | 2042-10-01      | 3.5000%  | N/A     | $405000.00         | $49490.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1283 | 2042-11-01      | 3.5000%  | N/A     | $268476.00         | $38890.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | N/A     | $79584365.00       | $11314482.84       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | N/A     | $212997.00         | $33188.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | N/A     | $2000.00           | $190.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | N/A     | $445999.00         | $40390.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3243 | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $138.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  | N/A     | $2081.00           | $176.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL3441 | 2028-04-01      | 3.5000%  | N/A     | $1000.00           | $20.65             | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2659906.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REAE7780 | 2040-12-01      | 3.5000%  | N/A     | $1499000.00        | $107395.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | N/A     | $36000.00          | $28962.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $266894.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  | N/A     | $498000.00         | $83269.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | N/A     | $923835.00         | $174265.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | N/A     | $1633334.00        | $267616.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2401 | 2035-03-01      | 4.0000%  | N/A     | $1756000.00        | $41683.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  | N/A     | $671998.00         | $45050.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4776 | 2037-10-01      | 4.0000%  | N/A     | $1154990.00        | $651580.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA0626 | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $14.35             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  | N/A     | $2029.00           | $71.35             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4617 | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $83.76             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  | N/A     | $4087549.00        | $219291.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $181.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | N/A     | $1439000.00        | $213126.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2976 | 2044-08-01      | 4.0000%  | N/A     | $1000.00           | $95.99             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $82504.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | N/A     | $200000.00         | $31060.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $206.96            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1452 | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $160.17            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7081 | 2047-03-01      | 4.0000%  | N/A     | $3872956.00        | $427591.29         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9215 | 2048-06-01      | 4.0000%  | N/A     | $1280.00           | $130.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $1231997.00        | $106848.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3744 | 2047-03-01      | 4.0000%  | N/A     | $1024.00           | $275.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $302.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $198.17            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | N/A     | $4001.00           | $360.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $156.45            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  | N/A     | $579000.00         | $269172.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | N/A     | $2000.00           | $1370.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6878 | 2052-04-01      | 4.0000%  | N/A     | $2184584.00        | $1795539.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1241 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $800.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0549 | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $70.75             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $1501000.00        | $264826.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | N/A     | $1003.00           | $208.73            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | N/A     | $4503969.00        | $1037933.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $197.45            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | N/A     | $16029.00          | $11627.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8480384.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $33837.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $57000.00          | $41408.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | N/A     | $168999.00         | $129155.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | N/A     | $225000.00         | $139075.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $19184515.98       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1115 | 2053-04-01      | 4.0000%  | N/A     | $9461360.00        | $8442705.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  | N/A     | $4600136.00        | $3979153.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3007 | 2052-06-01      | 4.0000%  | N/A     | $1024.00           | $960.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | N/A     | $4401864.00        | $4178158.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3664 | 2054-04-01      | 4.0000%  | N/A     | $1280.00           | $1218.97           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | N/A     | $302000.00         | $29325.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | N/A     | $172001.00         | $25776.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | N/A     | $5015.00           | $1525.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | N/A     | $2593000.00        | $1160715.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | N/A     | $2000.00           | $811.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7796 | 2048-06-01      | 4.0000%  | N/A     | $319000.00         | $148179.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | N/A     | $180000.00         | $113251.84         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  | N/A     | $1024.00           | $692.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | N/A     | $2011.00           | $1288.29           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | N/A     | $311633.00         | $198329.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | N/A     | $64000.00          | $45730.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2190 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $712.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6257 | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $798.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7107 | 2051-08-01      | 4.0000%  | N/A     | $809000.00         | $654475.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | N/A     | $19000.00          | $16288.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7968 | 2049-02-01      | 4.0000%  | N/A     | $4612504.00        | $3732714.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2017 | 2044-08-01      | 4.0000%  | N/A     | $258707.00         | $25627.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | N/A     | $987427.00         | $103216.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | N/A     | $1014.00           | $114.52            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $232.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | N/A     | $237222.00         | $28260.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | N/A     | $3000.00           | $276.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | N/A     | $12000.00          | $8864.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | N/A     | $182000.00         | $139537.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | N/A     | $297424.00         | $236528.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | N/A     | $160048.00         | $131152.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $19000.00          | $15622.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | N/A     | $51001.00          | $42362.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | N/A     | $536060.00         | $448013.29         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | N/A     | $94000.00          | $78545.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | N/A     | $1000.00           | $808.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | N/A     | $397177.00         | $359056.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | N/A     | $7000.00           | $6402.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5850 | 2055-10-01      | 4.0000%  | N/A     | $1000.00           | $949.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA3550 | 2028-12-01      | 4.0000%  | N/A     | $575003.00         | $30408.89          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  | N/A     | $242400.00         | $154933.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  | N/A     | $818947.00         | $510619.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $693.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1146 | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $92.66             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  | N/A     | $3215534.00        | $92779.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | N/A     | $613000.00         | $51876.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $141.83            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | N/A     | $5664452.00        | $252022.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1764 | 2034-01-01      | 4.0000%  | N/A     | $867126.00         | $82181.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | N/A     | $1000.00           | $39.62             | Agency Mortgage-Backed Securities |
| FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  | N/A     | $1000.00           | $56.89             | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  | N/A     | $1606000.00        | $512424.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | N/A     | $272959.00         | $80512.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $732.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $299.24            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | N/A     | $3126.00           | $314.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  | N/A     | $1005000.00        | $153593.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | N/A     | $364946.00         | $197530.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $66283.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | N/A     | $169837.00         | $86602.33          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  | N/A     | $1491180.00        | $492114.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | N/A     | $3004.00           | $2207.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  | N/A     | $998000.00         | $54501.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | N/A     | $65228.00          | $11164.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4354 | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $158.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $256.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ9264 | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $310.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | N/A     | $278000.00         | $88382.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1628 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $85.53             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | N/A     | $1057.00           | $305.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $140.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $43000.00          | $27705.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  | N/A     | $99000.00          | $72660.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $45374.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5357630.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6288 | 2052-08-01      | 4.5000%  | N/A     | $2000.00           | $1523.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  | N/A     | $149981.00         | $142139.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0086 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $746.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0507 | 2052-10-01      | 4.5000%  | N/A     | $1104.00           | $890.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $36608962.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $104.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $277.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2956 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $142.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | N/A     | $4000.00           | $2961.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2142.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $37393.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $808.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | N/A     | $779040.00         | $701538.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1183 | 2055-10-01      | 4.5000%  | N/A     | $4024.00           | $3898.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1665 | 2055-12-01      | 4.5000%  | N/A     | $18870273.00       | $18483614.49       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $987.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  | N/A     | $586324.00         | $449759.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $987.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5657 | 2050-11-01      | 4.5000%  | N/A     | $1535512.00        | $1509703.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6429 | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1980.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  | N/A     | $200571.00         | $198329.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9889 | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $985.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0655 | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $965.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1671 | 2049-10-01      | 4.5000%  | N/A     | $2299000.00        | $510483.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  | N/A     | $398999.00         | $80245.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5839 | 2050-05-01      | 4.5000%  | N/A     | $199000.00         | $46365.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  | N/A     | $113890.00         | $70212.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $696.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $864.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | N/A     | $70299.00          | $53093.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | N/A     | $98999.00          | $71651.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $849.94            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7284 | 2053-12-01      | 4.5000%  | N/A     | $10699872.00       | $8806873.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  | N/A     | $4495740.00        | $4074569.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  | N/A     | $84000.00          | $75305.58          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | N/A     | $3419264.00        | $444574.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | N/A     | $32160110.00       | $24347878.41       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | N/A     | $33414125.00       | $25503225.50       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | N/A     | $6388587.00        | $4844838.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | N/A     | $1908883.00        | $1502908.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $816.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | N/A     | $393000.00         | $332752.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | N/A     | $135000.00         | $117660.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | N/A     | $5000.00           | $4385.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $2519552.00        | $2368587.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | N/A     | $87850.00          | $85644.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  | N/A     | $412249.00         | $195710.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  | N/A     | $789382.00         | $589453.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL4549 | 2032-01-01      | 4.5000%  | N/A     | $888000.00         | $41242.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | N/A     | $46775482.00       | $374724.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | N/A     | $4000.00           | $48.68             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | N/A     | $982978.00         | $26815.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | N/A     | $1317670.00        | $177483.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | N/A     | $1000.00           | $106.62            | Agency Mortgage-Backed Securities |
| FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  | N/A     | $483091.00         | $207656.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | N/A     | $1000.00           | $212.24            | Agency Mortgage-Backed Securities |
| FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $108.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | N/A     | $136449.00         | $98879.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | N/A     | $1000.00           | $769.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | N/A     | $10000.00          | $7285.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | N/A     | $222400.00         | $219884.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  | N/A     | $120999.00         | $97119.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  | N/A     | $6498995.00        | $74782.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | N/A     | $10200000.00       | $85137.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | N/A     | $529000.00         | $100503.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | N/A     | $1642000.00        | $263080.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  | N/A     | $1724558.00        | $292857.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | N/A     | $1000.00           | $349.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP9186 | 2050-08-01      | 5.0000%  | N/A     | $1777942.00        | $375590.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9858512.00        | $8891750.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | N/A     | $65345.00          | $55950.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $231000.00         | $153102.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  | N/A     | $267472.00         | $210346.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $290000.00         | $185520.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | N/A     | $393000.00         | $271916.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4207 | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $767.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  | N/A     | $159428.00         | $94162.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  | N/A     | $117613.00         | $94081.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $784.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $30450.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | N/A     | $298000.00         | $210700.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $801.59            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $805.18            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  | N/A     | $430774.00         | $363335.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY2251 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $768.81            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  | N/A     | $386859.00         | $298383.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $114.44            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3985 | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $148.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3929 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $734.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | N/A     | $330260.00         | $254432.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $806.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | N/A     | $50893.00          | $39676.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5276 | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $8100540.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | N/A     | $5000.00           | $4148.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | N/A     | $2112.00           | $1806.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | N/A     | $1008.00           | $788.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $29510818.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | N/A     | $1050.00           | $976.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  | N/A     | $238660.00         | $223723.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $959.59            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1824.59           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | N/A     | $18138.00          | $17206.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | N/A     | $12812976.00       | $12171850.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0233 | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $995.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1021.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0981 | 2055-09-01      | 5.0000%  | N/A     | $2048.00           | $2036.39           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0996 | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1022.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1199 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1007.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1431 | 2055-11-01      | 5.0000%  | N/A     | $1040.00           | $1048.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1501 | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1010.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8678 | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $872.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  | N/A     | $3001.00           | $3004.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | N/A     | $1704070.00        | $1653754.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1901.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | N/A     | $684079.00         | $688678.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1006.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | N/A     | $42820298.00       | $42935532.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4374 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $995.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1004.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1026 | 2056-02-01      | 5.0000%  | N/A     | $2017100.00        | $2027620.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1028 | 2056-02-01      | 5.0000%  | N/A     | $5452728.00        | $5482073.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0035 | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $964.86            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $970.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $926.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $988.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3408 | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1007.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3751 | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1029.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3851 | 2055-12-01      | 5.0000%  | N/A     | $2050.00           | $2067.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4162 | 2056-01-01      | 5.0000%  | N/A     | $1040.00           | $1042.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4191 | 2056-01-01      | 5.0000%  | N/A     | $7168.00           | $7216.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4231 | 2056-01-01      | 5.0000%  | N/A     | $1009.00           | $1018.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | N/A     | $149000.00         | $83028.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | N/A     | $19000.00          | $14132.42          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | N/A     | $111000.00         | $76096.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $731.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | N/A     | $198999.00         | $156136.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6468 | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $719.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | N/A     | $5000.00           | $4351.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $861.22            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $901.17            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8880 | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $932.24            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | N/A     | $98999.00          | $86258.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  | N/A     | $200000.00         | $187225.98         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9840 | 2054-06-01      | 5.0000%  | N/A     | $1024.00           | $905.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9944 | 2054-08-01      | 5.0000%  | N/A     | $29929024.00       | $26763494.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | N/A     | $225213.00         | $41940.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | N/A     | $165000.00         | $119287.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | N/A     | $135769.00         | $97117.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | N/A     | $97000.00          | $71503.78          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | N/A     | $333016.00         | $243150.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | N/A     | $1024.00           | $789.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | N/A     | $60000.00          | $46899.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | N/A     | $556322.00         | $456224.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | N/A     | $8000.00           | $6630.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | N/A     | $7000.00           | $5871.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $938.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $13065445.00       | $12075688.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | N/A     | $145000.00         | $138833.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-01-01      | 5.0000%  | N/A     | $1007.00           | $1012.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | N/A     | $1253406.00        | $656131.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  | N/A     | $104994.00         | $48797.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | N/A     | $4002.00           | $69.29             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5740 | 2045-06-01      | 5.0000%  | N/A     | $1024875.00        | $904167.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5955 | 2046-01-01      | 5.0000%  | N/A     | $2027.00           | $2040.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $75870.80          | Agency Mortgage-Backed Securities |
| FNMS 05.150 CAAC4312 | 2039-09-01      | 5.1500%  | N/A     | $98269.00          | $46002.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  | N/A     | $412500.00         | $217513.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | N/A     | $1000.00           | $541.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | N/A     | $18000.00          | $10592.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888099 | 2035-08-01      | 5.5000%  | N/A     | $8824993.00        | $97890.23          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985530 | 2038-06-01      | 5.5000%  | N/A     | $9211824.00        | $57409.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1015.76           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $66975.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  | N/A     | $136920.00         | $92391.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  | N/A     | $199000.00         | $154552.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  | N/A     | $63423.00          | $62907.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  | N/A     | $211944.00         | $154573.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2840 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $757.73            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47910.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9175 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  | N/A     | $284012.00         | $70811.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | N/A     | $12000000.00       | $8756885.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $26822661.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | N/A     | $392168.00         | $266226.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6307585.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $896892.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $41000.00          | $34090.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $845.79            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $804.70            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | N/A     | $6000.00           | $5287.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $812.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $920.74            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $201868.00         | $191100.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $973.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $955.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  | N/A     | $5411352.00        | $5096295.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $961.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | N/A     | $36368640.00       | $34957800.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | N/A     | $3000.00           | $2595.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.23           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1007.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0432 | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $2064.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0525 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1013.83           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | N/A     | $2309824.00        | $2326007.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0861 | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $991.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0982 | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1031.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | N/A     | $4465383.00        | $4500547.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1011 | 2055-09-01      | 5.5000%  | N/A     | $6122891.00        | $6202666.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1029.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | N/A     | $3072.00           | $3111.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | N/A     | $8734740.00        | $8566725.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1693 | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1033.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1694 | 2055-12-01      | 5.5000%  | N/A     | $1044.00           | $1070.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | N/A     | $18192589.00       | $18578942.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1402.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0430 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $963.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $369.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1735.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5276 | 2054-06-01      | 5.5000%  | N/A     | $941608.00         | $795715.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  | N/A     | $52072.00          | $49654.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1674 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1019.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1792 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2449 | 2055-12-01      | 5.5000%  | N/A     | $256680.00         | $262607.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2472 | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1045.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3198 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1036.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1012.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2062.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6090 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6417 | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1027.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6418 | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1025.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6439 | 2055-12-01      | 5.5000%  | N/A     | $7247638.00        | $7422484.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | N/A     | $1010.00           | $1037.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1030.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | N/A     | $1014.00           | $1045.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8786 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1030.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  | N/A     | $469947.00         | $447472.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $968.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | N/A     | $6225152.00        | $6116551.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $956.61            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  | N/A     | $5240.00           | $5025.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1736 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $939.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $942.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1022.43           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $1020.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3261 | 2055-10-01      | 5.5000%  | N/A     | $1040.00           | $1048.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | N/A     | $2023.00           | $2078.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3847 | 2055-10-01      | 5.5000%  | N/A     | $431680.00         | $445855.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | N/A     | $634000.00         | $473584.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  | N/A     | $85000.00          | $56794.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $797.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  | N/A     | $408000.00         | $324333.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $79975.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5589 | 2053-07-01      | 5.5000%  | N/A     | $54480.00          | $37586.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | N/A     | $179000.00         | $115154.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $823.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  | N/A     | $37999.00          | $31052.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $832.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | N/A     | $81008.00          | $66700.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | N/A     | $21000.00          | $17448.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7684 | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $835.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | N/A     | $40415795.00       | $37426337.84       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  | N/A     | $1040.00           | $962.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | N/A     | $31299616.00       | $29956468.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | N/A     | $7410225.00        | $6391662.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9833 | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $908.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9877 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $910.74            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $5484492.00        | $4082036.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $174925.00         | $131668.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $723.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | N/A     | $454001.00         | $328246.40         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | N/A     | $5804890.00        | $4270086.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | N/A     | $1200.00           | $893.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | N/A     | $741230.00         | $558717.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $27780360.00       | $21669498.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | N/A     | $1338.00           | $1037.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | N/A     | $13875496.00       | $10799067.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | N/A     | $3363787.00        | $2734593.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | N/A     | $401014.00         | $332207.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | N/A     | $7527.00           | $5965.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $815.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | N/A     | $168409.00         | $136785.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1650.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | N/A     | $708293.00         | $633579.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | N/A     | $26733815.00       | $26060157.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $986.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $996.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | N/A     | $4041043.00        | $4069561.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1019.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | N/A     | $311999.00         | $30062.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5055 | 2043-06-01      | 5.5000%  | N/A     | $23170212.00       | $13614666.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  | N/A     | $1008.00           | $968.73            | Agency Mortgage-Backed Securities |
| FNMS 05.500 PLAA3303 | 2038-06-01      | 5.5000%  | N/A     | $1300000.00        | $42419.01          | Agency Mortgage-Backed Securities |
| FNMS 05.600 CA913105 | 2037-02-01      | 5.6000%  | N/A     | $1000.00           | $65.37             | Agency Mortgage-Backed Securities |
| FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | N/A     | $1000.00           | $28.34             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | N/A     | $10001.00          | $4773.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | N/A     | $43031.00          | $19912.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $86001.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | N/A     | $24405176.00       | $480678.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $30515.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | N/A     | $7019.00           | $60.82             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | N/A     | $3750000.00        | $41217.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA2524 | 2039-03-01      | 6.0000%  | N/A     | $1000000.00        | $29865.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | N/A     | $1000.00           | $69.67             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  | N/A     | $1044.00           | $1081.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6202 | 2053-02-01      | 6.0000%  | N/A     | $2160976.00        | $1751362.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $657.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $694.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  | N/A     | $143765.00         | $144528.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5093 | 2052-11-01      | 6.0000%  | N/A     | $1024.00           | $719.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9765133.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | N/A     | $50192001.00       | $37409368.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $698.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | N/A     | $5000.00           | $4273.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | N/A     | $400000.00         | $303086.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $9023576.00        | $7175328.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $943.21            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | N/A     | $8929750.00        | $6367886.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | N/A     | $2050.00           | $1761.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7863 | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $906.02            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | N/A     | $12309272.00       | $9631959.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $917.72            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | N/A     | $1004.00           | $913.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9345 | 2054-10-01      | 6.0000%  | N/A     | $1008.00           | $925.37            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $941.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  | N/A     | $2400.00           | $2280.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1002.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0526 | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1003.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0578 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $995.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0588 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1020.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1043.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1057.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1726 | 2055-12-01      | 6.0000%  | N/A     | $1002.00           | $1015.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0022 | 2053-09-01      | 6.0000%  | N/A     | $411000.00         | $265598.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7832712.00        | $7047511.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5151 | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $751.31            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  | N/A     | $1279000.00        | $527341.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2425 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $922.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4209 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $897.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $956.49            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  | N/A     | $5760983.00        | $5644221.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $834.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0460 | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1037.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0932 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1041.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2266583.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6053 | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1045.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8374 | 2056-02-01      | 6.0000%  | N/A     | $1016841.00        | $1063556.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1890.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $945.80            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3108 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $947.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | N/A     | $992711.00         | $1019642.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  | N/A     | $2108.00           | $2132.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4010 | 2055-10-01      | 6.0000%  | N/A     | $2417226.00        | $2458483.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4149 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $1036.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | N/A     | $266000.00         | $167432.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3821 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $738.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $732.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5894 | 2053-10-01      | 6.0000%  | N/A     | $28349184.00       | $20840751.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $813.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $822.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6577 | 2053-12-01      | 6.0000%  | N/A     | $1120.00           | $900.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  | N/A     | $116000.00         | $89281.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $854.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7246 | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $834.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7865 | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $909.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8834 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $920.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $871.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $998.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $835.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $6988.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | N/A     | $1034.00           | $628.25            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $615.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $679.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $697.29            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $599960.00         | $405949.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $9631572.00        | $6722368.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | N/A     | $598962.00         | $390485.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | N/A     | $1008.00           | $676.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | N/A     | $916000.00         | $598878.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $707.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $702.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $718.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | N/A     | $1109.00           | $798.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $748.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | N/A     | $1040.00           | $989.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | N/A     | $17606226.00       | $17013463.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | N/A     | $1277848.00        | $1263046.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | N/A     | $1627344.00        | $1667204.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  | N/A     | $1000.00           | $828.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  | N/A     | $2341600.00        | $79833.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  | N/A     | $118753.00         | $44740.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDA8512 | 2039-01-01      | 6.5000%  | N/A     | $521664.00         | $219845.85         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  | N/A     | $1005.00           | $13.51             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | N/A     | $6000.00           | $279.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX3002 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $899.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $13282765.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | N/A     | $2775328.00        | $1898058.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $866.62            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9378 | 2054-10-01      | 6.5000%  | N/A     | $1008.00           | $751.40            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0604 | 2055-06-01      | 6.5000%  | N/A     | $1013.00           | $1032.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0737 | 2055-07-01      | 6.5000%  | N/A     | $1008.00           | $1022.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0738 | 2055-07-01      | 6.5000%  | N/A     | $1039.00           | $1001.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0896 | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $1011.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1346 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $746.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  | N/A     | $1002.00           | $775.50            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB2623 | 2054-03-01      | 6.5000%  | N/A     | $55329.00          | $25890.97          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $662.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  | N/A     | $749793.00         | $768508.72         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $4000.00           | $3293.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0569 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $781.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1681 | 2055-02-01      | 6.5000%  | N/A     | $1657536.00        | $1716678.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1682 | 2055-02-01      | 6.5000%  | N/A     | $1568880.00        | $1628564.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | N/A     | $5000.00           | $5188.73           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5289 | 2055-03-01      | 6.5000%  | N/A     | $1198500.00        | $633105.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8941 | 2055-09-01      | 6.5000%  | N/A     | $1003.00           | $1048.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9896 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1042.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $935.76            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8412 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $764.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1054.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1072 | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1055.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | N/A     | $3059010.00        | $3236528.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1139985.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1052.28           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | N/A     | $1017.00           | $808.61            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $894.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM1735 | 2038-10-01      | 6.5000%  | N/A     | $3699000.00        | $1259452.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4741 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $607.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $606.45            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | N/A     | $6914.00           | $4784.54           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  | N/A     | $1024.00           | $625.79            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $762.50            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | N/A     | $4000.00           | $2764.42           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | N/A     | $225009.00         | $120466.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $630.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $824.80            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | N/A     | $1274.00           | $1092.89           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | N/A     | $1664548.00        | $1614918.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  | N/A     | $101000.00         | $93050.94          | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0129 | 2054-12-25      | 6.5000%  | N/A     | $1000.00           | $834.33            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBJ1391 | 2053-09-01      | 7.0000%  | N/A     | $1078894.00        | $891713.25         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $729.24            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  | N/A     | $1008.00           | $813.80            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | N/A     | $10927.00          | $11484.83          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD0219 | 2055-03-01      | 7.0000%  | N/A     | $783948.00         | $828233.15         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD2886 | 2055-03-01      | 7.0000%  | N/A     | $1001.00           | $996.35            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1085.46           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $966.65            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2106.31           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3424 | 2055-06-01      | 7.0000%  | N/A     | $1001.00           | $902.69            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $3000.00           | $1431.93           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | N/A     | $392000.00         | $188227.34         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA6418 | 2054-01-01      | 7.5000%  | N/A     | $425285.00         | $164371.48         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDB6729 | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $487605.08         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | N/A     | $232000.00         | $213072.53         | Agency Mortgage-Backed Securities |
| FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  | N/A     | $1000.00           | $5.08              | Agency Mortgage-Backed Securities |
| FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  | N/A     | $1000.00           | $36.56             | 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: BYDY74LG3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2028-12-31      | 3.7500%  | N/A     | $33112400.00       | $33342257.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $748800.00         | $752995.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $9554300.00        | $9600350.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $76242000.00       | $79393110.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | N/A     | $9307000.00        | $9292195.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $80000.00          | $79554.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $8594500.00        | $8414450.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $4616000.00        | $4601368.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $56999800.00       | $50015324.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $7679400.00        | $7894525.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $28832800.00       | $28768993.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $18503000.00       | $19270455.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | N/A     | $14135000.00       | $13996335.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $5801400.00        | $5917378.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $83351400.00       | $82593978.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $1351100.00        | $1369783.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $92166800.00       | $94035533.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $80957600.00       | $81177216.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $20195000.00       | $20619058.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $4992900.00        | $4963660.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $1188700.00        | $753680.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $3986600.00        | $4109013.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $7900800.00        | $7937998.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $6406600.00        | $6717450.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $58446000.00       | $57797154.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $1102200.00        | $1076846.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $5000000.00        | $5127080.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $12463000.00       | $10903916.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $17429800.00       | $18082810.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $10100.00          | $11057.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $16396200.00       | $16618218.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $69652000.00       | $52403702.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $187868300.00      | $189588777.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $30000.00          | $32208.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $5680500.00        | $5613986.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $1540300.00        | $1555048.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $6958000.00        | $6595077.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | N/A     | $5695200.00        | $5647257.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $14085800.00       | $14212330.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $130183900.00      | $131506801.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $35504700.00       | $34881193.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $35539700.00       | $36834465.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $6881600.00        | $7072445.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $42596600.00       | $43456252.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $4508100.00        | $4635348.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $227296900.00      | $232623727.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $5871900.00        | $5917065.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $50221200.00       | $51844486.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $10482700.00       | $10027788.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $21233400.00       | $21531849.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $15799800.00       | $16010046.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $15975500.00       | $16245227.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $200.00            | $189.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $1793200.00        | $1810234.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $25575900.00       | $25758765.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $48701400.00       | $51571998.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $900.00            | $894.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $56040000.00       | $56720035.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $285200.00         | $288081.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $31708100.00       | $29984032.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $3157500.00        | $2442090.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $41271800.00       | $40603081.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $70754900.00       | $69586573.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $31528500.00       | $31404813.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $4314400.00        | $4386126.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | N/A     | $21256600.00       | $20558894.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $65436300.00       | $58770028.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $5774000.00        | $5954832.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $28586900.00       | $29878745.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $532000.00         | $502815.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $5603000.00        | $5637244.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $33780800.00       | $34687969.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $66300.00          | $63473.17          | 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:** 0.0900%
- **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 | 2052-02-15      | 2.2500%  | N/A     | $94728900.00       | $58336400.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $161394300.00      | $120163606.90      | 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 | 2042-02-15      | 2.3750%  | N/A     | $205497600.00      | $153000030.50      | 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:** 0.1900%
- **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? 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 | 2051-02-15      | 1.8750%  | N/A     | $131578100.00      | $74557780.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $197237500.00      | $195047843.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $125257500.00      | $112894399.60      | 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? 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 | 2044-08-15      | 4.1250%  | N/A     | $273001600.00      | $255000016.90      | 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: BYDY74LH1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2054-11-15      | 4.5000%  | N/A     | $220331000.00      | $209129044.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $349322100.00      | $351630901.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $13000000.00       | $9594347.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $242000000.00      | $194645755.70      | U.S. Treasuries (including strips) |

### Security 138: 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:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $232400.00         | $230402.49         | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $177200.00         | $172375.93         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $60729200.00       | $60469947.05       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $27200000.00       | $25479532.59       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $85826400.00       | $83511657.25       | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | N/A     | $91200.00          | $89450.78          | U.S. Treasuries (including strips) |
| GNCL CL DF3876   | 2066-07-15      | 5.3500%  | N/A     | $10595.00          | $10695.56          | Agency Mortgage-Backed Securities  |
| GNII ET DD5437 C | 2063-12-20      | 2.5000%  | N/A     | $235161.00         | $192531.36         | Agency Mortgage-Backed Securities  |
| GNII ET DM3477 C | 2065-09-20      | 6.5000%  | N/A     | $27322816.00       | $28493625.06       | Agency Mortgage-Backed Securities  |
| GNII JM MA0455 M | 2042-10-20      | 3.0000%  | N/A     | $10000000.00       | $779133.85         | Agency Mortgage-Backed Securities  |
| GNII JM MA3303 M | 2045-12-20      | 4.0000%  | N/A     | $2400464.00        | $97677.57          | Agency Mortgage-Backed Securities  |
| GNII JM MA7187 M | 2051-02-20      | 3.5000%  | N/A     | $125000.00         | $31002.97          | Agency Mortgage-Backed Securities  |
| GNII RG CF0565 C | 2049-07-20      | 5.5000%  | N/A     | $6246352.00        | $3725829.56        | Agency Mortgage-Backed Securities  |
| GNII RG CF4599 C | 2049-06-20      | 5.0000%  | N/A     | $2274276.00        | $754928.49         | Agency Mortgage-Backed Securities  |
| GNII RG CG5183 C | 2049-08-20      | 5.0000%  | N/A     | $2423216.00        | $480516.61         | Agency Mortgage-Backed Securities  |
| GNII RG CI7773 C | 2051-03-20      | 2.5000%  | N/A     | $2900330.00        | $1650892.27        | Agency Mortgage-Backed Securities  |
| GNII RG CM3209 C | 2051-03-20      | 2.5000%  | N/A     | $1831678.00        | $1132230.98        | Agency Mortgage-Backed Securities  |
| GNII RG CM3271 C | 2051-07-20      | 2.5000%  | N/A     | $1005646.00        | $774840.37         | Agency Mortgage-Backed Securities  |
| GNII SF 004073 M | 2038-01-20      | 6.0000%  | N/A     | $4650000.00        | $43965.04          | Agency Mortgage-Backed Securities  |
| GNII SF 005240 M | 2038-11-20      | 6.0000%  | N/A     | $419747.00         | $12461.54          | Agency Mortgage-Backed Securities  |
| GNII SF AD1705 C | 2043-02-20      | 3.0000%  | N/A     | $3529252.00        | $603713.15         | Agency Mortgage-Backed Securities  |
| GNII SF BA7589 C | 2048-06-20      | 5.0000%  | N/A     | $2392110.00        | $384337.17         | Agency Mortgage-Backed Securities  |
| GNII SF BG7856 C | 2048-05-20      | 4.0000%  | N/A     | $14500000.00       | $1470925.43        | Agency Mortgage-Backed Securities  |
| GNII SF DH0181 C | 2055-01-20      | 6.5000%  | N/A     | $2936352.00        | $2318680.78        | Agency Mortgage-Backed Securities  |
| GNII SF DH3021 C | 2055-02-20      | 6.5000%  | N/A     | $720562.00         | $564280.35         | Agency Mortgage-Backed Securities  |
| GNII SF DH3665 C | 2055-05-20      | 5.0000%  | N/A     | $1186610.00        | $1184246.86        | Agency Mortgage-Backed Securities  |
| GNII SF DI3444 C | 2055-04-20      | 6.5000%  | N/A     | $696940.00         | $604538.37         | Agency Mortgage-Backed Securities  |
| GNII SF DI6924 C | 2055-03-20      | 6.5000%  | N/A     | $1805618.00        | $1772242.56        | Agency Mortgage-Backed Securities  |
| GNII SF DI8107 C | 2055-04-20      | 6.5000%  | N/A     | $1720856.00        | $1243771.36        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0314 C | 2055-06-20      | 6.5000%  | N/A     | $876585.00         | $913402.59         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3545 C | 2055-03-20      | 6.5000%  | N/A     | $4010304.00        | $3228744.69        | Agency Mortgage-Backed Securities  |
| GNII SF DK1298 C | 2055-06-20      | 6.5000%  | N/A     | $947759.00         | $957074.01         | Agency Mortgage-Backed Securities  |
| GNII SF DL5333 C | 2055-12-20      | 6.0000%  | N/A     | $12118080.00       | $12564466.91       | Agency Mortgage-Backed Securities  |
| GNII SF DM1743 C | 2055-09-20      | 6.5000%  | N/A     | $1002300.00        | $1056285.45        | Agency Mortgage-Backed Securities  |
| GNII SF DM3609 C | 2055-10-20      | 5.5000%  | N/A     | $858662.00         | $878757.55         | Agency Mortgage-Backed Securities  |
| GNII SF DN5012 C | 2055-10-20      | 6.5000%  | N/A     | $1196518.00        | $1260642.58        | Agency Mortgage-Backed Securities  |
| GNII SF DN5590 C | 2055-12-20      | 5.5000%  | N/A     | $579723.00         | $594479.38         | Agency Mortgage-Backed Securities  |
| GNII SF DN7956 C | 2055-12-20      | 6.0000%  | N/A     | $1287908.00        | $1341910.95        | Agency Mortgage-Backed Securities  |
| GNII SF DN7962 C | 2055-12-20      | 6.5000%  | N/A     | $1109764.00        | $1166348.61        | Agency Mortgage-Backed Securities  |
| GNII SF DN9124 C | 2055-12-20      | 6.0000%  | N/A     | $1090958.00        | $1146106.21        | Agency Mortgage-Backed Securities  |
| GNII SF DO0889 C | 2056-01-20      | 5.0000%  | N/A     | $17288672.00       | $17408271.19       | Agency Mortgage-Backed Securities  |
| GNII SF DO6632 C | 2055-12-20      | 6.0000%  | N/A     | $1292530.00        | $1342021.52        | Agency Mortgage-Backed Securities  |
| GNII SF DO8844 C | 2056-01-20      | 6.0000%  | N/A     | $2036652.00        | $2140644.13        | Agency Mortgage-Backed Securities  |
| GNII SF DO9466 C | 2055-12-20      | 6.0000%  | N/A     | $1066450.00        | $1119291.89        | Agency Mortgage-Backed Securities  |
| GNII SF DP1442 C | 2056-01-20      | 6.5000%  | N/A     | $1022600.00        | $1101829.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA0023 M | 2042-04-20      | 4.0000%  | N/A     | $1499160.00        | $78140.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA0393 M | 2042-09-20      | 4.0000%  | N/A     | $827357.00         | $55418.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA0933 M | 2043-04-20      | 3.0000%  | N/A     | $1339168.00        | $141746.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA4452 M | 2047-05-20      | 4.0000%  | N/A     | $306567680.00      | $27804530.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA4651 M | 2047-08-20      | 3.0000%  | N/A     | $672000.00         | $88910.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA4721 M | 2047-09-20      | 4.5000%  | N/A     | $1941194.00        | $174169.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M | 2047-11-20      | 3.5000%  | N/A     | $250000000.00      | $30770406.68       | Agency Mortgage-Backed Securities  |
| GNII SF MA5191 M | 2048-05-20      | 3.5000%  | N/A     | $50000000.00       | $5902304.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA5990 M | 2049-06-20      | 6.0000%  | N/A     | $50000.00          | $5083.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA7055 M | 2050-12-20      | 4.0000%  | N/A     | $141213440.00      | $43865607.45       | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M | 2052-09-20      | 4.5000%  | N/A     | $200065536.00      | $149064361.16      | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M | 2052-12-20      | 5.0000%  | N/A     | $100000000.00      | $75440320.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA9362 M | 2053-12-20      | 5.5000%  | N/A     | $150000000.00      | $119452432.53      | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M | 2054-10-20      | 6.0000%  | N/A     | $100000000.00      | $65967823.92       | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M | 2054-09-20      | 6.0000%  | N/A     | $32527000.00       | $23002240.40       | Agency Mortgage-Backed Securities  |
| GNII SF MB0203 M | 2055-02-20      | 4.5000%  | N/A     | $1093404.00        | $1047198.77        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M | 2055-05-20      | 5.5000%  | N/A     | $146958848.00      | $143537975.88      | Agency Mortgage-Backed Securities  |
| GNII SF MB0748 M | 2054-05-20      | 6.5000%  | N/A     | $837504.00         | $867184.26         | Agency Mortgage-Backed Securities  |
| GNMI SF 603486 X | 2033-03-15      | 5.5000%  | N/A     | $3796520.00        | $14446.31          | Agency Mortgage-Backed Securities  |
| GNMI SF 648154 X | 2036-11-15      | 5.5000%  | N/A     | $1180912.00        | $8668.83           | Agency Mortgage-Backed Securities  |
| GNMI SF 652522 X | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $105196.69         | Agency Mortgage-Backed Securities  |
| GNMI SF 678647 X | 2039-11-15      | 4.0000%  | N/A     | $634989.00         | $121117.72         | Agency Mortgage-Backed Securities  |
| GNMI SF 682953 X | 2041-08-15      | 5.5000%  | N/A     | $900000.00         | $65938.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 692784 X | 2039-09-15      | 5.0000%  | N/A     | $124107.00         | $7480.27           | Agency Mortgage-Backed Securities  |
| GNMI SF 698163 X | 2040-07-15      | 5.0000%  | N/A     | $50203.00          | $10537.67          | Agency Mortgage-Backed Securities  |
| GNMI SF 710697 X | 2039-07-15      | 5.5000%  | N/A     | $5794536.00        | $174321.59         | Agency Mortgage-Backed Securities  |
| GNMI SF 711483 X | 2040-01-15      | 4.0000%  | N/A     | $80000.00          | $14637.40          | Agency Mortgage-Backed Securities  |
| GNMI SF 737311 X | 2040-08-15      | 5.0000%  | N/A     | $175378.00         | $15394.15          | Agency Mortgage-Backed Securities  |
| GNMI SF 755655 X | 2040-12-15      | 4.0000%  | N/A     | $166491.00         | $17644.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 755958 X | 2041-01-15      | 4.0000%  | N/A     | $120524.00         | $10738.17          | Agency Mortgage-Backed Securities  |
| GNMI SF 778781 X | 2042-01-15      | 4.0000%  | N/A     | $136884.00         | $10183.11          | Agency Mortgage-Backed Securities  |
| GNMI SF AA5649 X | 2042-09-15      | 3.0000%  | N/A     | $1066858.00        | $135875.76         | Agency Mortgage-Backed Securities  |
| GNMI SF AN9975 X | 2045-08-15      | 4.0000%  | N/A     | $2078628.00        | $325996.39         | Agency Mortgage-Backed Securities  |
| GNMI SF AO2180 X | 2045-08-15      | 4.0000%  | N/A     | $1116226.00        | $242736.36         | Agency Mortgage-Backed Securities  |
| GNMI SF AV1853 X | 2047-12-15      | 3.5000%  | N/A     | $267096.00         | $57913.61          | Agency Mortgage-Backed Securities  |
| GNMI SP 782637 X | 2039-04-15      | 5.5000%  | N/A     | $3500000.00        | $80380.37          | Agency Mortgage-Backed Securities  |
| GNMI SP 782747 X | 2039-08-15      | 5.5000%  | N/A     | $4789580.00        | $89456.27          | Agency Mortgage-Backed Securities  |
| GNPL LM CG3706   | 2056-10-15      | 2.9600%  | N/A     | $2049528.00        | $1765487.10        | Agency Mortgage-Backed Securities  |
| GNPL LM CJ8132   | 2057-11-15      | 3.2500%  | N/A     | $3574320.00        | $3140994.49        | Agency Mortgage-Backed Securities  |
| GNPL PN CA1768   | 2057-06-15      | 3.2300%  | N/A     | $30145760.00       | $26379489.34       | Agency Mortgage-Backed Securities  |
| GNPL PN CH0460   | 2057-05-15      | 2.4000%  | N/A     | $444507.00         | $368474.11         | Agency Mortgage-Backed Securities  |
| GNPL PN CI0868   | 2047-03-15      | 2.5000%  | N/A     | $3540132.00        | $2831271.14        | Agency Mortgage-Backed Securities  |
| GNPL PN CI1769   | 2057-07-15      | 2.5700%  | N/A     | $15129296.00       | $12646133.98       | Agency Mortgage-Backed Securities  |
| GNPL PN CJ9348   | 2057-04-15      | 2.5400%  | N/A     | $1747028.00        | $1430786.08        | Agency Mortgage-Backed Securities  |
| GNPL PN CL1974   | 2057-09-15      | 4.0000%  | N/A     | $14582832.00       | $13446489.11       | Agency Mortgage-Backed Securities  |
| GNPL PN CL2735   | 2057-07-15      | 3.7200%  | N/A     | $5166224.00        | $4677467.38        | Agency Mortgage-Backed Securities  |
| GNPL PN CL2746   | 2057-08-15      | 3.6100%  | N/A     | $2937252.00        | $2641640.94        | Agency Mortgage-Backed Securities  |
| GNPL PN CL2768   | 2057-09-15      | 3.5900%  | N/A     | $2716448.00        | $2444209.99        | Agency Mortgage-Backed Securities  |
| GNPL PN CL4069   | 2057-04-15      | 2.6500%  | N/A     | $4972360.00        | $4333241.82        | Agency Mortgage-Backed Securities  |
| GNPL PN CL6620   | 2057-05-15      | 2.7500%  | N/A     | $2539870.00        | $2150376.56        | Agency Mortgage-Backed Securities  |
| GNPL PN CM4390   | 2057-08-15      | 3.6400%  | N/A     | $7437528.00        | $6713731.78        | Agency Mortgage-Backed Securities  |
| GNPL PN CM4396   | 2057-10-15      | 3.8000%  | N/A     | $3665392.00        | $3339314.17        | Agency Mortgage-Backed Securities  |
| GNPL PN CM4402   | 2057-12-15      | 4.4200%  | N/A     | $704850.00         | $668296.89         | Agency Mortgage-Backed Securities  |
| GNPL PN CM8624   | 2057-06-15      | 2.8000%  | N/A     | $4853328.00        | $4129262.19        | Agency Mortgage-Backed Securities  |
| GNPL PN CO1749   | 2057-11-15      | 4.4600%  | N/A     | $16500000.00       | $15679455.55       | Agency Mortgage-Backed Securities  |
| GNPL PN CO1755   | 2058-06-15      | 5.2400%  | N/A     | $3175296.00        | $3175168.77        | Agency Mortgage-Backed Securities  |
| GNPL PN CO7708   | 2064-06-15      | 3.8700%  | N/A     | $2448204.00        | $2262565.99        | Agency Mortgage-Backed Securities  |
| GNPL PN CO7975   | 2057-10-15      | 4.4000%  | N/A     | $500000.00         | $473284.65         | Agency Mortgage-Backed Securities  |
| GNPL PN CP7211   | 2057-09-15      | 4.3400%  | N/A     | $1750000.00        | $1648182.93        | Agency Mortgage-Backed Securities  |
| GNPL PN CP7213   | 2057-10-15      | 3.6400%  | N/A     | $3100256.00        | $2794013.94        | Agency Mortgage-Backed Securities  |
| GNPL PN CR2273   | 2057-11-15      | 4.0800%  | N/A     | $9667536.00        | $8960212.68        | Agency Mortgage-Backed Securities  |
| GNPL PN CR9627   | 2057-12-15      | 6.2500%  | N/A     | $6225472.00        | $6116360.53        | Agency Mortgage-Backed Securities  |
| GNPL PN CS2714   | 2058-04-15      | 4.6700%  | N/A     | $13842.00          | $13384.18          | Agency Mortgage-Backed Securities  |
| GNPL PN CU4671   | 2065-04-15      | 5.3400%  | N/A     | $20000.00          | $20433.80          | Agency Mortgage-Backed Securities  |
| GNPL PN CW2333   | 2059-05-15      | 5.8000%  | N/A     | $4395496.00        | $4584205.48        | Agency Mortgage-Backed Securities  |
| GNPL PN DA0182   | 2059-05-15      | 5.8500%  | N/A     | $5894328.00        | $6162774.09        | Agency Mortgage-Backed Securities  |
| GNPL PN DA8484   | 2059-04-15      | 5.5300%  | N/A     | $9582000.00        | $9814663.65        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6453   | 2060-06-15      | 4.7400%  | N/A     | $9659792.00        | $9478932.17        | Agency Mortgage-Backed Securities  |
| GNPL PN DM0336   | 2060-09-15      | 5.5700%  | N/A     | $2879984.00        | $2937249.49        | Agency Mortgage-Backed Securities  |
| GNPL PN DM0345   | 2060-10-15      | 5.5100%  | N/A     | $2959450.00        | $3093995.79        | Agency Mortgage-Backed Securities  |
| GNPL PN DM8159   | 2060-11-15      | 5.4900%  | N/A     | $5416416.00        | $5616668.06        | Agency Mortgage-Backed Securities  |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | N/A     | $20349039.70       | $5576552.58        | U.S. Treasuries (including strips) |

### Security 139: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDY74LN8
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $400.00            | $406.49            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $3010400.00        | $3059502.62        | U.S. Treasuries (including strips) |
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | N/A     | $1.80              | $1.61              | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $246.70            | $202.60            | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | N/A     | $4162058.24        | $4079886.72        | 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: BYDY74LP3
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9015 M | 2053-07-20      | 4.5000%  | N/A     | $2420621.00        | $2040000.44        | Agency Mortgage-Backed Securities |

### Security 141: 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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQY6767 | 2055-07-01      | 6.5000%  | N/A     | $1225632.00        | $1245755.95        | Agency Mortgage-Backed Securities   |
| FHOR 22-26 PP        | 2026-06-10      | 2.0000%  | N/A     | $15000000.00       | $14951486.67       | Agency Debentures and Agency Strips |
| FNMS 04.500 CZAL0315 | 2051-04-01      | 4.5000%  | N/A     | $38200000.00       | $3198522.55        | Agency Mortgage-Backed Securities   |
| GNCL CL CU4602       | 2065-07-15      | 5.9000%  | N/A     | $48119.00          | $50668.29          | Agency Mortgage-Backed Securities   |
| GNII ET DJ2207 C     | 2065-05-20      | 7.0000%  | N/A     | $1390560.00        | $845856.85         | Agency Mortgage-Backed Securities   |
| GNII ET DJ3671 C     | 2065-04-20      | 6.5000%  | N/A     | $8597200.00        | $2056909.60        | Agency Mortgage-Backed Securities   |
| GNII ET DJ5431 C     | 2065-04-20      | 6.5000%  | N/A     | $1656566.00        | $1721157.50        | Agency Mortgage-Backed Securities   |
| GNII ET DJ5488 C     | 2065-04-20      | 6.5000%  | N/A     | $477546.00         | $497178.99         | Agency Mortgage-Backed Securities   |
| GNII ET DK5126 C     | 2065-05-20      | 6.5000%  | N/A     | $2092556.00        | $1623070.88        | Agency Mortgage-Backed Securities   |
| GNII ET DK5352 C     | 2065-05-20      | 7.0000%  | N/A     | $379760.00         | $395130.89         | Agency Mortgage-Backed Securities   |
| GNII ET DK6364 C     | 2065-05-20      | 6.5000%  | N/A     | $891985.00         | $928856.31         | Agency Mortgage-Backed Securities   |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | N/A     | $200000.00         | $108785.70         | Agency Mortgage-Backed Securities   |
| GNII JP 786122 M     | 2037-03-20      | 2.5000%  | N/A     | $300000.00         | $146800.98         | Agency Mortgage-Backed Securities   |
| GNII SF 004085 M     | 2038-02-20      | 6.0000%  | N/A     | $4100608.00        | $46106.72          | Agency Mortgage-Backed Securities   |
| GNII SF 004992 M     | 2038-10-20      | 6.5000%  | N/A     | $1882518.00        | $75878.92          | Agency Mortgage-Backed Securities   |
| GNII SF AE7539 C     | 2043-06-20      | 3.0000%  | N/A     | $1104052.00        | $55978.76          | Agency Mortgage-Backed Securities   |
| GNII SF AJ9005 C     | 2044-10-20      | 4.0000%  | N/A     | $2235448.00        | $299083.64         | Agency Mortgage-Backed Securities   |
| GNII SF BJ2250 C     | 2033-11-20      | 3.5000%  | N/A     | $1000000.00        | $19528.26          | Agency Mortgage-Backed Securities   |
| GNII SF CM4453 C     | 2052-04-20      | 2.0000%  | N/A     | $1771304.00        | $733135.08         | Agency Mortgage-Backed Securities   |
| GNII SF DA6309 C     | 2054-05-20      | 7.5000%  | N/A     | $3775144.00        | $3985377.76        | Agency Mortgage-Backed Securities   |
| GNII SF DC5689 C     | 2055-03-20      | 6.5000%  | N/A     | $10347264.00       | $10884861.99       | Agency Mortgage-Backed Securities   |
| GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | N/A     | $1239000.00        | $370308.64         | Agency Mortgage-Backed Securities   |
| GNII SF DF7658 C     | 2054-10-20      | 4.5000%  | N/A     | $4093490.00        | $3969015.58        | Agency Mortgage-Backed Securities   |
| GNII SF DF8354 C     | 2055-02-20      | 6.5000%  | N/A     | $7934328.00        | $7976521.32        | Agency Mortgage-Backed Securities   |
| GNII SF DF8627 C     | 2055-01-20      | 5.5000%  | N/A     | $15142544.00       | $14267065.25       | Agency Mortgage-Backed Securities   |
| GNII SF DG9295 C     | 2055-01-20      | 6.5000%  | N/A     | $3542928.00        | $1871475.55        | Agency Mortgage-Backed Securities   |
| GNII SF DH1545 C     | 2055-01-20      | 5.0000%  | N/A     | $1165030.00        | $1162704.37        | Agency Mortgage-Backed Securities   |
| GNII SF DH3082 C     | 2055-02-20      | 6.5000%  | N/A     | $3222124.00        | $2726855.94        | Agency Mortgage-Backed Securities   |
| GNII SF DH5704 C     | 2055-03-20      | 6.5000%  | N/A     | $1582014.00        | $1385188.67        | Agency Mortgage-Backed Securities   |
| GNII SF DI6704 C     | 2055-03-20      | 6.5000%  | N/A     | $1250490.00        | $1300597.80        | Agency Mortgage-Backed Securities   |
| GNII SF DL0507 C     | 2055-08-20      | 6.5000%  | N/A     | $3847710.00        | $3889954.09        | Agency Mortgage-Backed Securities   |
| GNII SF DL1306 C     | 2055-08-20      | 6.5000%  | N/A     | $1023196.00        | $1064737.16        | Agency Mortgage-Backed Securities   |
| GNII SF DM1635 C     | 2055-08-20      | 6.5000%  | N/A     | $1446200.00        | $1505232.90        | Agency Mortgage-Backed Securities   |
| GNII SF DN5356 C     | 2055-11-20      | 6.0000%  | N/A     | $2681832.00        | $2764904.67        | Agency Mortgage-Backed Securities   |
| GNII SF DO3603 C     | 2055-11-20      | 6.0000%  | N/A     | $16616160.00       | $17258169.86       | Agency Mortgage-Backed Securities   |
| GNII SF DO5960 C     | 2055-12-20      | 6.5000%  | N/A     | $1019376.00        | $1078613.08        | Agency Mortgage-Backed Securities   |
| GNII SF DO9773 C     | 2055-12-20      | 6.0000%  | N/A     | $1663606.00        | $1717231.62        | Agency Mortgage-Backed Securities   |
| GNII SF DP3029 C     | 2056-01-20      | 5.5000%  | N/A     | $9000960.00        | $9240237.52        | Agency Mortgage-Backed Securities   |
| GNII SF DP6518 C     | 2056-01-20      | 5.0000%  | N/A     | $9213150.00        | $9276884.53        | Agency Mortgage-Backed Securities   |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | N/A     | $649000.00         | $89096.95          | Agency Mortgage-Backed Securities   |
| GNII SF MA4384 M     | 2047-04-20      | 4.5000%  | N/A     | $475611.00         | $36639.35          | Agency Mortgage-Backed Securities   |
| GNII SF MA5108 M     | 2033-03-20      | 2.0000%  | N/A     | $367696.00         | $51382.60          | Agency Mortgage-Backed Securities   |
| GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | N/A     | $36159.00          | $11287.05          | Agency Mortgage-Backed Securities   |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | N/A     | $124777472.00      | $65878236.09       | Agency Mortgage-Backed Securities   |
| GNII SF MA7772 M     | 2051-12-20      | 5.0000%  | N/A     | $425960.00         | $209767.42         | Agency Mortgage-Backed Securities   |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | N/A     | $100000.00         | $64973.42          | Agency Mortgage-Backed Securities   |
| GNII SF MA8321 M     | 2037-09-20      | 5.5000%  | N/A     | $610604.00         | $325912.78         | Agency Mortgage-Backed Securities   |
| GNII SF MA8425 M     | 2052-10-20      | 3.5000%  | N/A     | $33328704.00       | $24809109.76       | Agency Mortgage-Backed Securities   |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | N/A     | $1778526.00        | $1317157.78        | Agency Mortgage-Backed Securities   |
| GNII SF MA8566 M     | 2053-01-20      | 3.5000%  | N/A     | $41373.00          | $29672.33          | Agency Mortgage-Backed Securities   |
| GNII SF MA8944 M     | 2053-06-20      | 3.5000%  | N/A     | $2786292.00        | $2036515.49        | Agency Mortgage-Backed Securities   |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | N/A     | $4375100.00        | $3238484.42        | Agency Mortgage-Backed Securities   |
| GNII SF MA9014 M     | 2053-07-20      | 4.0000%  | N/A     | $64386.00          | $51106.10          | Agency Mortgage-Backed Securities   |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | N/A     | $557773.00         | $405045.93         | Agency Mortgage-Backed Securities   |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | N/A     | $160000.00         | $70162.10          | Agency Mortgage-Backed Securities   |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | N/A     | $73000.00          | $32269.43          | Agency Mortgage-Backed Securities   |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | N/A     | $11071120.00       | $8865169.66        | Agency Mortgage-Backed Securities   |
| GNII SF MB0552 M     | 2055-07-20      | 3.5000%  | N/A     | $37670.00          | $34344.07          | Agency Mortgage-Backed Securities   |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | N/A     | $70490.00          | $66626.09          | Agency Mortgage-Backed Securities   |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | N/A     | $240000.00         | $243637.00         | Agency Mortgage-Backed Securities   |
| GNII SP 784736 C     | 2049-05-20      | 4.5000%  | N/A     | $300000.00         | $5918.32           | Agency Mortgage-Backed Securities   |
| GNII SP 784975 C     | 2050-04-20      | 4.5000%  | N/A     | $998000.00         | $28314.81          | Agency Mortgage-Backed Securities   |
| GNII SP 785738 C     | 2051-11-20      | 3.5000%  | N/A     | $58485376.00       | $37256582.32       | Agency Mortgage-Backed Securities   |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | N/A     | $100000.00         | $61869.67          | Agency Mortgage-Backed Securities   |
| GNII SP 786337 C     | 2052-09-20      | 4.5000%  | N/A     | $349000.00         | $257216.83         | Agency Mortgage-Backed Securities   |
| GNII SP 786916 C     | 2053-08-20      | 5.5000%  | N/A     | $97000.00          | $78701.87          | Agency Mortgage-Backed Securities   |
| GNMI SF 617299 X     | 2036-11-15      | 6.5000%  | N/A     | $3150000.00        | $42735.45          | Agency Mortgage-Backed Securities   |
| GNMI SF 657623 X     | 2036-07-15      | 6.0000%  | N/A     | $1099880.00        | $99153.48          | Agency Mortgage-Backed Securities   |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | N/A     | $100992.00         | $10598.26          | Agency Mortgage-Backed Securities   |
| GNMI SF AE7779 X     | 2043-09-15      | 3.5000%  | N/A     | $2000000.00        | $386366.96         | Agency Mortgage-Backed Securities   |
| GNMI SF BP2898 X     | 2050-01-15      | 4.5000%  | N/A     | $1256208.00        | $923490.49         | Agency Mortgage-Backed Securities   |
| GNMI SP 782570 X     | 2039-02-15      | 5.5000%  | N/A     | $3358060.00        | $31502.61          | Agency Mortgage-Backed Securities   |
| GNMI SP 783353 X     | 2041-04-15      | 5.0000%  | N/A     | $11498800.00       | $360939.09         | Agency Mortgage-Backed Securities   |
| GNMI SP 786470 X     | 2040-11-15      | 5.0000%  | N/A     | $20000.00          | $14673.40          | Agency Mortgage-Backed Securities   |
| GNPL PN CI4289       | 2065-04-15      | 5.5800%  | N/A     | $3012270.00        | $3121895.28        | Agency Mortgage-Backed Securities   |
| GNPL PN CP3622       | 2057-10-15      | 4.1900%  | N/A     | $8886000.00        | $8292040.93        | Agency Mortgage-Backed Securities   |
| GNPL PN CY4827       | 2059-07-15      | 5.8600%  | N/A     | $807898.00         | $847625.77         | Agency Mortgage-Backed Securities   |
| GNPL PN DB4189       | 2059-09-15      | 5.2000%  | N/A     | $648949.00         | $654267.83         | Agency Mortgage-Backed Securities   |
| GNPL PN DF3005       | 2060-04-15      | 5.7000%  | N/A     | $495146.00         | $518314.10         | Agency Mortgage-Backed Securities   |
| GNPL PN DJ6459       | 2060-07-15      | 5.6600%  | N/A     | $1079300.00        | $1126212.41        | Agency Mortgage-Backed Securities   |
| TINT 02/15/43        | 2043-02-15      | 0.0000%  | N/A     | $7225341.39        | $3082301.74        | U.S. Treasuries (including strips)  |

### 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: 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:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | N/A     | $17966200.00       | $17992211.15       | U.S. Treasuries (including strips)  |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | N/A     | $340000.00         | $166104.34         | Agency Mortgage-Backed Securities   |
| FHOR 21-28 WN        | 2028-05-12      | 2.0000%  | N/A     | $15000000.00       | $14535320.00       | Agency Debentures and Agency Strips |
| FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  | N/A     | $1767388.00        | $86396.24          | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | N/A     | $682790.00         | $43372.02          | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDB0051 | 2054-03-01      | 5.0000%  | N/A     | $102162.00         | $45015.74          | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | N/A     | $20274016.00       | $17905516.29       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDF4524 | 2056-01-01      | 6.5000%  | N/A     | $62943.00          | $66784.67          | Agency Mortgage-Backed Securities   |
| GNCL CL DN8049       | 2066-01-15      | 5.8800%  | N/A     | $695000.00         | $731795.15         | Agency Mortgage-Backed Securities   |
| GNHF PF 785139 H     | 2070-08-20      | 4.5260%  | N/A     | $626785.00         | $61421.64          | Agency Mortgage-Backed Securities   |
| GNII EP 788066 C     | 2065-07-20      | 4.0000%  | N/A     | $995994.00         | $875151.80         | Agency Mortgage-Backed Securities   |
| GNII ET CV8080 C     | 2063-09-20      | 5.5000%  | N/A     | $2960868.00        | $1756790.22        | Agency Mortgage-Backed Securities   |
| GNII ET CY1387 C     | 2063-04-20      | 5.0000%  | N/A     | $277621.00         | $273567.55         | Agency Mortgage-Backed Securities   |
| GNII FS 004436 M     | 2039-05-20      | 4.5000%  | N/A     | $996999.00         | $43073.16          | Agency Mortgage-Backed Securities   |
| GNII FS 005097 M     | 2041-06-20      | 6.0000%  | N/A     | $139770.00         | $105300.09         | Agency Mortgage-Backed Securities   |
| GNII JM MA7308 M     | 2051-04-20      | 4.5000%  | N/A     | $587476.00         | $119468.78         | Agency Mortgage-Backed Securities   |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | N/A     | $78000.00          | $57457.11          | Agency Mortgage-Backed Securities   |
| GNII JM MA8515 M     | 2052-09-20      | 5.0000%  | N/A     | $140000.00         | $92018.45          | Agency Mortgage-Backed Securities   |
| GNII JM MB0860 M     | 2056-01-20      | 5.5000%  | N/A     | $3603208.00        | $3645835.95        | Agency Mortgage-Backed Securities   |
| GNII RG CS7633 C     | 2049-06-20      | 4.5000%  | N/A     | $5034200.00        | $3327535.90        | Agency Mortgage-Backed Securities   |
| GNII SF 004169 M     | 2038-06-20      | 5.5000%  | N/A     | $2484952.00        | $30486.75          | Agency Mortgage-Backed Securities   |
| GNII SF 004422 M     | 2039-04-20      | 4.0000%  | N/A     | $14329792.00       | $439621.69         | Agency Mortgage-Backed Securities   |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | N/A     | $4309832.00        | $113384.52         | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M     | 2036-10-20      | 6.0000%  | N/A     | $1103208.00        | $34469.84          | Agency Mortgage-Backed Securities   |
| GNII SF 635109 C     | 2031-08-20      | 3.0000%  | N/A     | $171000.00         | $37656.05          | Agency Mortgage-Backed Securities   |
| GNII SF AA6322 C     | 2043-04-20      | 3.0000%  | N/A     | $1162342.00        | $101132.69         | Agency Mortgage-Backed Securities   |
| GNII SF AE7742 C     | 2043-08-20      | 3.5000%  | N/A     | $675000.00         | $182237.89         | Agency Mortgage-Backed Securities   |
| GNII SF AI7106 C     | 2044-06-20      | 4.0000%  | N/A     | $387000.00         | $26313.51          | Agency Mortgage-Backed Securities   |
| GNII SF AN2972 C     | 2045-09-20      | 4.0000%  | N/A     | $1400000.00        | $135374.70         | Agency Mortgage-Backed Securities   |
| GNII SF AS5838 C     | 2046-05-20      | 3.0000%  | N/A     | $1352636.00        | $68184.62          | Agency Mortgage-Backed Securities   |
| GNII SF AW6988 C     | 2046-10-20      | 3.0000%  | N/A     | $1093494.00        | $53264.84          | Agency Mortgage-Backed Securities   |
| GNII SF BM5450 C     | 2049-07-20      | 4.5000%  | N/A     | $2059720.00        | $533757.32         | Agency Mortgage-Backed Securities   |
| GNII SF BW7216 C     | 2050-08-20      | 4.5000%  | N/A     | $1686548.00        | $621575.49         | Agency Mortgage-Backed Securities   |
| GNII SF CE1974 C     | 2051-08-20      | 3.0000%  | N/A     | $282000.00         | $178143.19         | Agency Mortgage-Backed Securities   |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | N/A     | $1170000.00        | $935354.67         | Agency Mortgage-Backed Securities   |
| GNII SF DI3493 C     | 2055-04-20      | 6.5000%  | N/A     | $48988.00          | $46287.83          | Agency Mortgage-Backed Securities   |
| GNII SF DJ3015 C     | 2055-07-20      | 5.5000%  | N/A     | $1169714.00        | $1193421.34        | Agency Mortgage-Backed Securities   |
| GNII SF DJ9831 C     | 2055-07-20      | 6.5000%  | N/A     | $3951636.00        | $4123843.54        | Agency Mortgage-Backed Securities   |
| GNII SF DL1757 C     | 2055-10-20      | 6.0000%  | N/A     | $2147284.00        | $2222717.50        | Agency Mortgage-Backed Securities   |
| GNII SF DL2096 C     | 2055-07-20      | 6.5000%  | N/A     | $223380.00         | $232822.70         | Agency Mortgage-Backed Securities   |
| GNII SF DL7021 C     | 2055-07-20      | 6.0000%  | N/A     | $25032800.00       | $25442854.84       | Agency Mortgage-Backed Securities   |
| GNII SF DM1639 C     | 2055-08-20      | 6.5000%  | N/A     | $2899872.00        | $3028824.72        | Agency Mortgage-Backed Securities   |
| GNII SF DM3706 C     | 2055-11-20      | 6.5000%  | N/A     | $885130.00         | $916808.48         | Agency Mortgage-Backed Securities   |
| GNII SF DM3708 C     | 2055-11-20      | 6.5000%  | N/A     | $616511.00         | $638593.03         | Agency Mortgage-Backed Securities   |
| GNII SF DN4355 C     | 2055-11-20      | 6.0000%  | N/A     | $1465976.00        | $1545355.73        | Agency Mortgage-Backed Securities   |
| GNII SF DN7332 C     | 2055-11-20      | 6.5000%  | N/A     | $208282.00         | $196438.03         | Agency Mortgage-Backed Securities   |
| GNII SF DN7651 C     | 2055-12-20      | 5.0000%  | N/A     | $775656.00         | $782012.99         | Agency Mortgage-Backed Securities   |
| GNII SF DN7655 C     | 2055-12-20      | 5.0000%  | N/A     | $427581.00         | $430480.51         | Agency Mortgage-Backed Securities   |
| GNII SF DN8810 C     | 2056-01-20      | 6.0000%  | N/A     | $2365900.00        | $2474183.30        | Agency Mortgage-Backed Securities   |
| GNII SF DO0134 C     | 2055-12-20      | 6.5000%  | N/A     | $1801382.00        | $1887662.10        | Agency Mortgage-Backed Securities   |
| GNII SF DP0480 C     | 2056-01-20      | 6.5000%  | N/A     | $1328408.00        | $1409510.11        | Agency Mortgage-Backed Securities   |
| GNII SF DP0646 C     | 2055-12-20      | 6.0000%  | N/A     | $4703152.00        | $4876533.91        | Agency Mortgage-Backed Securities   |
| GNII SF DP0888 C     | 2056-01-20      | 5.5000%  | N/A     | $5037232.00        | $5122112.16        | Agency Mortgage-Backed Securities   |
| GNII SF DP4456 C     | 2056-01-20      | 5.5000%  | N/A     | $1263532.00        | $1300579.46        | Agency Mortgage-Backed Securities   |
| GNII SF DP6521 C     | 2056-01-20      | 6.5000%  | N/A     | $328031.00         | $344151.79         | Agency Mortgage-Backed Securities   |
| GNII SF MA1763 M     | 2044-02-20      | 5.0000%  | N/A     | $8831360.00        | $449158.17         | Agency Mortgage-Backed Securities   |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | N/A     | $591701.00         | $61445.02          | Agency Mortgage-Backed Securities   |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | N/A     | $467139.00         | $43840.33          | Agency Mortgage-Backed Securities   |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | N/A     | $619807.00         | $54090.05          | Agency Mortgage-Backed Securities   |
| GNII SF MA4872 M     | 2032-12-20      | 3.5000%  | N/A     | $1200000.00        | $142459.18         | Agency Mortgage-Backed Securities   |
| GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | N/A     | $26954080.00       | $2368906.75        | Agency Mortgage-Backed Securities   |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | N/A     | $379756.00         | $38499.59          | Agency Mortgage-Backed Securities   |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | N/A     | $1953390.00        | $343477.72         | Agency Mortgage-Backed Securities   |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | N/A     | $928451.00         | $248486.17         | Agency Mortgage-Backed Securities   |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | N/A     | $465000.00         | $183074.87         | Agency Mortgage-Backed Securities   |
| GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | N/A     | $190209.00         | $62159.81          | Agency Mortgage-Backed Securities   |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | N/A     | $708682.00         | $351372.94         | Agency Mortgage-Backed Securities   |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | N/A     | $191904502.00      | $107361984.61      | Agency Mortgage-Backed Securities   |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | N/A     | $54143.00          | $34593.18          | Agency Mortgage-Backed Securities   |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | N/A     | $41894.00          | $27602.65          | Agency Mortgage-Backed Securities   |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | N/A     | $98999.00          | $68044.74          | Agency Mortgage-Backed Securities   |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | N/A     | $99000.00          | $70732.08          | Agency Mortgage-Backed Securities   |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | N/A     | $172115000.00      | $87848634.64       | Agency Mortgage-Backed Securities   |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | N/A     | $72000.00          | $49064.78          | Agency Mortgage-Backed Securities   |
| GNII SF MA9239 M     | 2053-10-20      | 4.5000%  | N/A     | $15971392.00       | $14101597.63       | Agency Mortgage-Backed Securities   |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | N/A     | $277333.00         | $208633.95         | Agency Mortgage-Backed Securities   |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | N/A     | $1117768.00        | $1139223.01        | Agency Mortgage-Backed Securities   |
| GNII SP 783525 C     | 2031-12-20      | 4.5000%  | N/A     | $2484992.00        | $68271.24          | Agency Mortgage-Backed Securities   |
| GNII SP 784985 M     | 2048-09-20      | 3.5000%  | N/A     | $489000.00         | $86908.51          | Agency Mortgage-Backed Securities   |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | N/A     | $337218.00         | $157261.23         | Agency Mortgage-Backed Securities   |
| GNII SP 785730 C     | 2051-11-20      | 3.0000%  | N/A     | $3572760.00        | $2137978.79        | Agency Mortgage-Backed Securities   |
| GNII SP 787117 C     | 2053-06-20      | 5.0000%  | N/A     | $89151.00          | $71890.26          | Agency Mortgage-Backed Securities   |
| GNII SP 787276 C     | 2054-02-20      | 6.0000%  | N/A     | $300000.00         | $254597.60         | Agency Mortgage-Backed Securities   |
| GNMI SF 610258 X     | 2033-09-15      | 5.0000%  | N/A     | $3250000.00        | $31629.37          | Agency Mortgage-Backed Securities   |
| GNMI SF 627013 X     | 2045-11-15      | 3.0000%  | N/A     | $210961.00         | $84808.64          | Agency Mortgage-Backed Securities   |
| GNMI SF 646044 X     | 2037-10-15      | 6.5000%  | N/A     | $4346272.00        | $36619.54          | Agency Mortgage-Backed Securities   |
| GNMI SF 646527 X     | 2036-07-15      | 6.0000%  | N/A     | $1761145.00        | $33691.67          | Agency Mortgage-Backed Securities   |
| GNMI SF 758864 X     | 2028-03-15      | 4.0000%  | N/A     | $1273794.00        | $129253.99         | Agency Mortgage-Backed Securities   |
| GNMI SF AA8415 X     | 2028-05-15      | 2.5000%  | N/A     | $546295.00         | $13406.14          | Agency Mortgage-Backed Securities   |
| GNMI SF AB1246 X     | 2027-07-15      | 2.5000%  | N/A     | $750000.00         | $5636.20           | Agency Mortgage-Backed Securities   |
| GNMI SF AN0223 X     | 2045-06-15      | 4.0000%  | N/A     | $827546.00         | $173147.11         | Agency Mortgage-Backed Securities   |
| GNMI SF CN3328 X     | 2052-11-15      | 6.5000%  | N/A     | $4186472.00        | $4210434.17        | Agency Mortgage-Backed Securities   |
| GNPL PN CQ4851       | 2058-01-15      | 5.3800%  | N/A     | $8544000.00        | $8530982.79        | Agency Mortgage-Backed Securities   |
| GNPL PN CU2412       | 2058-08-15      | 5.4200%  | N/A     | $122700.00         | $124342.16         | Agency Mortgage-Backed Securities   |
| GNPL PN DC4425       | 2059-09-15      | 5.3300%  | N/A     | $457960.00         | $465895.61         | Agency Mortgage-Backed Securities   |
| GNPL PN DH1767       | 2060-04-15      | 5.9900%  | N/A     | $591297.00         | $622586.31         | Agency Mortgage-Backed Securities   |
| GNPL PN DM0344       | 2055-10-15      | 5.6800%  | N/A     | $999000.00         | $1045087.68        | Agency Mortgage-Backed Securities   |

### Security 143: 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: BYDY74LR9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | N/A     | $820000.00         | $706311.92         | U.S. Treasuries (including strips) |
| 1 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | N/A     | $4000000.00        | $1906400.00        | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 40    | 2040-11-15      | 0.0000%  | N/A     | $8068000.00        | $4012627.87        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN 50    | 2050-11-15      | 0.0000%  | N/A     | $161514200.00      | $46529495.28       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | N/A     | $9300000.00        | $9286589.40        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | N/A     | $1422000.00        | $1160960.62        | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-02-15      | 0.0000%  | N/A     | $66693500.00       | $18959228.02       | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | N/A     | $3144600.00        | $3030932.14        | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | N/A     | $1815000.00        | $1704105.31        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  | N/A     | $3900000.00        | $3040389.30        | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 42    | 2042-02-15      | 0.0000%  | N/A     | $256500.00         | $118889.55         | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 44    | 2044-05-15      | 0.0000%  | N/A     | $468000.00         | $190335.13         | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 44    | 2044-02-15      | 0.0000%  | N/A     | $20533000.00       | $8464421.26        | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53    | 2053-02-15      | 0.0000%  | N/A     | $124432800.00      | $32212043.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $68089200.00       | $69224018.00       | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | N/A     | $22154900.00       | $7354562.76        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 54    | 2054-11-15      | 0.0000%  | N/A     | $316328000.00      | $75840270.66       | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27 | 2027-05-15      | 0.0000%  | N/A     | $50000.00          | $47770.40          | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-08-15      | 0.0000%  | N/A     | $135993800.00      | $32976048.61       | U.S. Treasuries (including strips) |
| 4 1/8 TPRN AK 27 | 2027-02-15      | 0.0000%  | N/A     | $650000.00         | $626359.50         | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 43    | 2043-11-15      | 0.0000%  | N/A     | $3500000.00        | $1466521.00        | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 53    | 2053-11-15      | 0.0000%  | N/A     | $216377200.00      | $54434228.58       | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 40    | 2040-05-15      | 0.0000%  | N/A     | $51741000.00       | $26708186.79       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN B 35  | 2035-02-15      | 0.0000%  | N/A     | $8700000.00        | $5942622.00        | U.S. Treasuries (including strips) |
| 4 7/8 TPRN 45    | 2045-08-15      | 0.0000%  | N/A     | $1500000.00        | $567592.50         | U.S. Treasuries (including strips) |
| 4 7/8 TPRN R 30  | 2030-10-31      | 0.0000%  | N/A     | $988000.00         | $826073.72         | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | N/A     | $3082000.00        | $2815064.90        | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | N/A     | $33503000.00       | $28534471.60       | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | N/A     | $3523000.00        | $3309037.64        | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | N/A     | $94266490.88       | $67093043.69       | U.S. Treasuries (including strips) |
| TINT 02/15/46    | 2046-02-15      | 0.0000%  | N/A     | $10458112.00       | $3770389.91        | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $58270515.20       | $43145936.82       | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $55253824.00       | $33129143.05       | U.S. Treasuries (including strips) |
| TINT 05/15/40    | 2040-05-15      | 0.0000%  | N/A     | $39025213.44       | $19658521.99       | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | N/A     | $41591930.88       | $17483209.74       | U.S. Treasuries (including strips) |
| TINT 05/15/44    | 2044-05-15      | 0.0000%  | N/A     | $25580339.20       | $10153373.82       | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $36858183.68       | $11243036.06       | U.S. Treasuries (including strips) |
| TINT 05/15/53    | 2053-05-15      | 0.0000%  | N/A     | $61599334.40       | $15422563.75       | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | N/A     | $37006897.59       | $27063847.34       | U.S. Treasuries (including strips) |
| TINT 08/15/37    | 2037-08-15      | 0.0000%  | N/A     | $46572830.72       | $27528594.79       | U.S. Treasuries (including strips) |
| TINT 11/15/39    | 2039-11-15      | 0.0000%  | N/A     | $61768640.00       | $32044396.83       | U.S. Treasuries (including strips) |
| TINT 11/15/46    | 2046-11-15      | 0.0000%  | N/A     | $43987927.04       | $15268385.43       | U.S. Treasuries (including strips) |

### Security 144: 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: BYDY74LS7
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 12/24/26 | 2026-12-24      | 0.0000%  | N/A     | $21042300.00       | $20400004.83       | U.S. Treasuries (including strips) |

### Security 145: 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:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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 | 2030-03-31      | 3.6250%  | N/A     | $274037100.00      | $276144918.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $1008720000.00     | $882532170.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $1886659200.00     | $1901322930.00     | U.S. Treasuries (including strips) |

### Security 146: 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:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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     | $499999999.00      | $502450560.60      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $41175.00          | $41038.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $1730000.00        | $54875.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $1543993344.00     | $968890804.60      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 5.5000%  | N/A     | $33000.00          | $16732.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 6.5000%  | N/A     | $1277172.00        | $678262.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.5000%  | N/A     | $163580.00         | $159795.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | N/A     | $800000.00         | $599553.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 6.0000%  | N/A     | $46000.00          | $5379.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $8411552.00        | $8459988.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $253896192.00      | $261277917.90      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 8.0000%  | N/A     | $44961.00          | $21659.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 4.7500%  | N/A     | $625000.00         | $19163.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.5000%  | N/A     | $52007232.00       | $54304833.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-09-20      | 7.5000%  | N/A     | $28217.00          | $11368.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 6.3750%  | N/A     | $8000000.00        | $177756.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $198604.00         | $204950.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $134385.00         | $139961.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 6.5000%  | N/A     | $765111.00         | $808096.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 3.5000%  | N/A     | $625000.00         | $79495.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $8516224.00        | $8824786.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 5.0000%  | N/A     | $500000.00         | $440200.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $582519.00         | $581001.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $57371760.00       | $42090289.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 5.7500%  | N/A     | $203245.00         | $6505.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 3.5000%  | N/A     | $27520672.00       | $25215534.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | N/A     | $3802000.00        | $2295262.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 1.5000%  | N/A     | $117395.00         | $57266.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 4.0000%  | N/A     | $1349235.00        | $43675.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1245520.00        | $1298944.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1618352.00        | $1634948.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $80879.00          | $82843.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $886266.00         | $926544.50         | Agency Mortgage-Backed Securities |

### 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: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $2181800000.00
- **C.18.a - Value (excl. sponsor support):** $2181800000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? 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_06-116                                    | 2036-12-25      | 2.7882%  | N/A     | $142570240.00      | $261921.31         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-4                                      | 2036-02-25      | 6.0000%  | N/A     | $4192000.00        | $922654.19         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_07-57                                     | 2037-06-25      | 2.9182%  | N/A     | $186379264.00      | $284587.78         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-24                                     | 2043-03-25      | 3.0000%  | N/A     | $5696640.00        | $7608226.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4248         | 2043-09-15      | 2.1782%  | N/A     | $49000000.00       | $355449.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2036-11-25      | 2.7882%  | N/A     | $161500000.00      | $192213.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2052-04-25      | 3.5000%  | N/A     | $2000000.00        | $1823991.95        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2045-01-25      | 2.0804%  | N/A     | $11388000.00       | $234954.00         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2044-12-25      | 1.9638%  | N/A     | $18835000.00       | $330070.93         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137 | 2049-01-25      | 2.8770%  | N/A     | $2623000.00        | $368543.45         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077      | 2028-05-25      | 2.2285%  | N/A     | $32193792.00       | $1503616.37        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074       | 2046-02-25      | 2.1345%  | N/A     | $14411000.00       | $652359.09         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K118       | 2048-10-25      | 2.6913%  | N/A     | $10819696.00       | $1155402.55        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123       | 2049-02-25      | 2.6260%  | N/A     | $32364000.00       | $3543741.32        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081        | 2046-09-25      | 2.2356%  | N/A     | $14690000.00       | $810269.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_17-KS08                                             | 2027-04-25      | 13.8111% | N/A     | $53548000.00       | $39823676.66       | Agency Collateralized Mortgage Obligation |
| FHLMC_26-64                                               | 2033-08-15      | 5.5000%  | N/A     | $22500000.00       | $1742808.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_2641                                                | 2033-07-15      | 4.2130%  | N/A     | $1314286.00        | $112303.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_3042                                                | 2035-08-15      | 7.3204%  | N/A     | $2149875.00        | $19610.28          | Agency Collateralized Mortgage Obligation |
| FHLMC_33-17                                               | 2037-05-15      | 5.4454%  | N/A     | $12990240.00       | $49942.22          | Agency Collateralized Mortgage Obligation |
| FHLMC_3334                                                | 2037-06-15      | 10.1866% | N/A     | $9681000.00        | $153915.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_3597                                                | 2039-11-15      | 2.3282%  | N/A     | $109641728.00      | $15394.21          | Agency Collateralized Mortgage Obligation |
| FHLMC_3956C                                               | 2041-11-15      | 2.6282%  | N/A     | $76636672.00       | $876991.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_3957B                                               | 2041-11-15      | 4.0000%  | N/A     | $1921346.00        | $304137.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_3992A                                               | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $922963.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-28                                               | 2032-02-15      | 2.8282%  | N/A     | $36225024.00       | $154807.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_41-56                                               | 2033-01-15      | 0.7623%  | N/A     | $10000000.00       | $1541050.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_4107H                                               | 2042-09-15      | 0.3344%  | N/A     | $1934900.00        | $211334.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_4122D                                               | 2042-10-15      | 3.0000%  | N/A     | $13364912.00       | $4158900.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_4141C                                               | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $172296.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_4142                                                | 2032-12-15      | 3.0000%  | N/A     | $68758656.00       | $456828.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_4151C                                               | 2033-01-15      | 3.0000%  | N/A     | $26735552.00       | $173397.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_4191C                                               | 2033-04-15      | 3.5000%  | N/A     | $11058576.00       | $45855.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_42-57                                               | 2043-10-15      | 2.5000%  | N/A     | $1000000.00        | $1207430.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4238                                                | 2043-08-15      | 2.3282%  | N/A     | $124474624.00      | $665977.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4243B                                               | 2043-08-15      | 3.0000%  | N/A     | $200000.00         | $115968.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_4291A                                               | 2040-12-15      | 1.2327%  | N/A     | $9503232.00        | $533762.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4334A                                               | 2036-08-15      | 4.5000%  | N/A     | $19743072.00       | $120864.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_4341D                                               | 2044-05-15      | 3.0000%  | N/A     | $1107000.00        | $1067501.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4348                                                | 2043-08-15      | 2.2282%  | N/A     | $13148352.00       | $75818.17          | Agency Collateralized Mortgage Obligation |
| FHLMC_4379A                                               | 2044-08-15      | 5.0000%  | N/A     | $61727232.00       | $514053.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-44                                               | 2036-12-15      | 3.3282%  | N/A     | $47236960.00       | $404668.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-56                                               | 2045-03-15      | 3.5000%  | N/A     | $611000.00         | $822103.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4452A                                               | 2045-03-15      | 3.5000%  | N/A     | $2088452.00        | $2089368.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_4458C                                               | 2035-04-15      | 4.0000%  | N/A     | $9553792.00        | $90044.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_4475B                                               | 2045-05-15      | 3.0000%  | N/A     | $6372280.00        | $7842927.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_4476B                                               | 2045-05-15      | 3.0000%  | N/A     | $700000.00         | $374260.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491E                                               | 2045-07-15      | 3.0000%  | N/A     | $10000000.00       | $7138061.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_45-10                                               | 2045-09-15      | 3.0000%  | N/A     | $31890000.00       | $13757494.57       | Agency Collateralized Mortgage Obligation |
| FHLMC_4500B                                               | 2045-08-15      | 3.5000%  | N/A     | $7303000.00        | $10012032.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_4508                                                | 2045-09-15      | 2.2782%  | N/A     | $185693952.00      | $2132600.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4542A                                               | 2045-01-15      | 2.2282%  | N/A     | $26666656.00       | $289864.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_4571B                                               | 2046-04-15      | 3.0000%  | N/A     | $6500000.00        | $7927684.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_4608                                                | 2040-05-15      | 2.2782%  | N/A     | $614344704.00      | $8940643.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_4646J                                               | 2047-01-15      | 4.0000%  | N/A     | $3088000.00        | $4032973.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4650D                                               | 2047-01-15      | 2.2282%  | N/A     | $46378048.00       | $1001346.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_47-53                                               | 2048-02-15      | 3.0000%  | N/A     | $2037872.00        | $2170965.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_4738D                                               | 2047-12-15      | 3.0000%  | N/A     | $8617264.00        | $6442894.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_4764H                                               | 2048-02-15      | 4.0000%  | N/A     | $10000000.00       | $9699591.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_4774H                                               | 2040-05-15      | 0.2624%  | N/A     | $12073280.00       | $14870.42          | Agency Collateralized Mortgage Obligation |
| FHLMC_4787A                                               | 2048-05-15      | 4.0000%  | N/A     | $11340560.00       | $10848100.81       | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-05-15      | 2.3782%  | N/A     | $97046080.00       | $1438626.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-06-15      | 2.3782%  | N/A     | $56250000.00       | $676231.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4801                                                | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5289212.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4860A                                               | 2036-01-15      | 6.0000%  | N/A     | $26603424.00       | $1156402.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4889A                                               | 2049-04-15      | 2.2282%  | N/A     | $13558848.00       | $130440.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_4942A                                               | 2053-04-15      | 0.0000%  | N/A     | $4340000.00        | $1398356.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                               | 2043-03-15      | 0.3732%  | N/A     | $39666304.00       | $205213.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999F                                               | 2042-02-15      | 0.6500%  | N/A     | $10428416.00       | $6982.12           | Agency Collateralized Mortgage Obligation |
| FHLMC_4999G                                               | 2048-10-15      | 0.1500%  | N/A     | $9122704.00        | $12394.87          | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                               | 2048-02-25      | 0.2831%  | N/A     | $63927424.00       | $87549.47          | Agency Collateralized Mortgage Obligation |
| FHLMC_5018B                                               | 2050-10-25      | 4.0000%  | N/A     | $19000000.00       | $1483605.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080N                                               | 2049-12-25      | 0.0000%  | N/A     | $89817088.00       | $9406.68           | Agency Collateralized Mortgage Obligation |
| FHLMC_5099B                                               | 2051-03-25      | 2.0000%  | N/A     | $15000000.00       | $8962416.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104J                                               | 2036-11-15      | 0.0427%  | N/A     | $57123264.00       | $125549.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115F                                               | 2043-08-15      | 0.0427%  | N/A     | $270278144.00      | $319698.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5129D                                               | 2061-03-25      | 0.0500%  | N/A     | $119399296.00      | $154748.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5152V                                               | 2061-10-15      | 0.0300%  | N/A     | $58040320.00       | $18265.14          | Agency Collateralized Mortgage Obligation |
| FHLMC_5297                                                | 2053-03-25      | 6.0000%  | N/A     | $6500000.00        | $4139859.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5341C                                               | 2048-09-15      | 0.0000%  | N/A     | $2740488.00        | $1560532.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5350A                                               | 2053-11-25      | 0.0500%  | N/A     | $64847744.00       | $66849.55          | Agency Collateralized Mortgage Obligation |
| FHLMC_5350D                                               | 2053-11-25      | 0.0500%  | N/A     | $100000000.00      | $180191.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5357F                                               | 2053-11-25      | 1.9027%  | N/A     | $50000000.00       | $1212922.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5370D                                               | 2054-01-15      | 2.1782%  | N/A     | $114609024.00      | $8092017.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393F                                               | 2054-03-25      | 0.0500%  | N/A     | $74997760.00       | $56934.22          | Agency Collateralized Mortgage Obligation |
| FHLMC_5396B                                               | 2054-01-25      | 0.0500%  | N/A     | $189472768.00      | $101897.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A                                               | 2054-06-25      | 0.0500%  | N/A     | $24993792.00       | $13026.75          | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A                                               | 2054-06-25      | 2.0027%  | N/A     | $50000000.00       | $1193733.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417C                                               | 2054-06-25      | 2.2027%  | N/A     | $60000000.00       | $1416516.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                               | 2054-07-25      | 2.2027%  | N/A     | $50000000.00       | $1221689.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                               | 2054-07-25      | 2.8527%  | N/A     | $50000000.00       | $1640642.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                               | 2054-07-25      | 2.0027%  | N/A     | $93750000.00       | $3767691.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428J                                               | 2054-07-25      | 3.4027%  | N/A     | $49689400.00       | $2291776.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440D                                               | 2054-06-25      | 1.4527%  | N/A     | $168074752.00      | $6330294.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440E                                               | 2054-07-25      | 3.4027%  | N/A     | $51872384.00       | $2192361.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440H                                               | 2054-08-25      | 2.1527%  | N/A     | $186150000.00      | $6956248.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449B                                               | 2054-07-25      | 0.1500%  | N/A     | $23000000.00       | $36136.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_5449G                                               | 2054-08-25      | 5.0000%  | N/A     | $5710168.00        | $5974225.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468C                                               | 2054-11-25      | 1.7027%  | N/A     | $110047488.00      | $3719116.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468D                                               | 2054-11-25      | 2.3527%  | N/A     | $73699584.00       | $3097961.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468L                                               | 2054-11-25      | 1.5527%  | N/A     | $66055552.00       | $2331792.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468M                                               | 2054-11-25      | 1.6027%  | N/A     | $50000000.00       | $1574516.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5494B                                               | 2055-01-25      | 5.0000%  | N/A     | $4699088.00        | $4728129.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500C                                               | 2055-02-25      | 5.0000%  | N/A     | $10449440.00       | $10683955.45       | Agency Collateralized Mortgage Obligation |
| FHLMC_5500G                                               | 2054-09-25      | 1.4527%  | N/A     | $86153728.00       | $1600707.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505E                                               | 2055-02-25      | 5.0000%  | N/A     | $5599680.00        | $5737343.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                               | 2054-11-25      | 5.0000%  | N/A     | $8000000.00        | $8165215.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-11-25      | 0.0100%  | N/A     | $599982080.00      | $90149.52          | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-11-25      | 0.6027%  | N/A     | $2259000000.00     | $30217302.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5524D                                               | 2055-04-25      | 5.0000%  | N/A     | $17191000.00       | $17360393.18       | Agency Collateralized Mortgage Obligation |
| FHLMC_5525A                                               | 2055-04-25      | 5.0000%  | N/A     | $18116000.00       | $18329955.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_5525B                                               | 2055-04-25      | 5.0000%  | N/A     | $8271088.00        | $8362417.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5526B                                               | 2054-09-25      | 5.0000%  | N/A     | $21046560.00       | $21534185.55       | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                               | 2055-04-25      | 5.0000%  | N/A     | $11642688.00       | $11194763.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_5538A                                               | 2055-03-25      | 5.0000%  | N/A     | $10311360.00       | $10374584.36       | Agency Collateralized Mortgage Obligation |
| FHLMC_5539A                                               | 2055-05-25      | 5.0000%  | N/A     | $10742320.00       | $10787789.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                               | 2055-06-25      | 5.0000%  | N/A     | $34166464.00       | $34252921.74       | Agency Collateralized Mortgage Obligation |
| FHLMC_5544B                                               | 2055-06-25      | 5.0000%  | N/A     | $47204032.00       | $47606622.47       | Agency Collateralized Mortgage Obligation |
| FHLMC_5546A                                               | 2055-06-25      | 5.0000%  | N/A     | $8756832.00        | $8690615.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549P                                               | 2055-06-25      | 5.0000%  | N/A     | $14352592.00       | $14374354.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5563E                                               | 2055-08-25      | 2.1027%  | N/A     | $68503936.00       | $5036438.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564C                                               | 2055-08-25      | 5.0000%  | N/A     | $13733776.00       | $13584481.11       | Agency Collateralized Mortgage Obligation |
| FHLMC_5573A                                               | 2055-09-25      | 2.1527%  | N/A     | $50000000.00       | $2717673.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5575A                                               | 2055-09-25      | 1.5527%  | N/A     | $65177344.00       | $2286008.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5592D                                               | 2055-09-25      | 3.4027%  | N/A     | $46595456.00       | $3994524.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5626B                                               | 2056-01-25      | 2.3765%  | N/A     | $9381632.00        | $796848.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5626J                                               | 2056-01-25      | 1.9417%  | N/A     | $88418304.00       | $7014283.74        | Agency Collateralized Mortgage Obligation |
| FHLS_23-7                                                 | 2036-05-15      | 3.9282%  | N/A     | $163946496.00      | $89522.96          | Agency Collateralized Mortgage Obligation |
| FHMS K1502                                                | 2034-04-25      | 4.2654%  | N/A     | $7312000.00        | $1394924.69        | Agency Collateralized Mortgage Obligation |
| FHMS_K055                                                 | 2044-04-25      | 1.6481%  | N/A     | $25541000.00       | $106625.12         | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                 | 2028-10-25      | 2.2932%  | N/A     | $16102460.00       | $974783.78         | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                 | 2046-12-25      | 1.8914%  | N/A     | $16038000.00       | $1031382.32        | Agency Collateralized Mortgage Obligation |
| FHMS_K119                                                 | 2053-09-25      | 2.7271%  | N/A     | $28000000.00       | $3145459.02        | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                                 | 2049-02-25      | 2.6191%  | N/A     | $29818000.00       | $3300550.31        | Agency Collateralized Mortgage Obligation |
| FHMS_K150                                                 | 2054-10-25      | 4.4351%  | N/A     | $30607000.00       | $7298751.39        | Agency Collateralized Mortgage Obligation |
| FHMS_K153                                                 | 2055-01-25      | 4.6816%  | N/A     | $7217320.00        | $1865470.11        | Agency Collateralized Mortgage Obligation |
| FHMS_KG06                                                 | 2034-10-25      | 2.7352%  | N/A     | $3900000.00        | $494053.23         | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                 | 2030-09-25      | 2.9326%  | N/A     | $3532000.00        | $391530.49         | Agency Collateralized Mortgage Obligation |
| FHMS_Q016                                                 | 2051-05-25      | 0.8920%  | N/A     | $160520448.00      | $2187980.26        | Agency Collateralized Mortgage Obligation |
| FHSTR_30-4                                                | 2042-02-15      | 3.5000%  | N/A     | $47477440.00       | $513473.56         | Agency Collateralized Mortgage Obligation |
| FNMA_03-109D                                              | 2033-11-25      | 7.8112%  | N/A     | $1481000.00        | $146354.41         | Agency Collateralized Mortgage Obligation |
| FNMA_03-128                                               | 2034-01-25      | 10.7647% | N/A     | $7128000.00        | $164672.44         | Agency Collateralized Mortgage Obligation |
| FNMA_05-40                                                | 2035-06-25      | 4.3118%  | N/A     | $24997888.00       | $21337.80          | Agency Collateralized Mortgage Obligation |
| FNMA_06-115                                               | 2036-12-25      | 17.2266% | N/A     | $10000000.00       | $984741.14         | Agency Collateralized Mortgage Obligation |
| FNMA_06-8                                                 | 2036-03-25      | 11.1530% | N/A     | $1000000.00        | $954378.66         | Agency Collateralized Mortgage Obligation |
| FNMA_07-57                                                | 2036-10-25      | 4.1918%  | N/A     | $247476224.00      | $179505.28         | Agency Collateralized Mortgage Obligation |
| FNMA_0749                                                 | 2037-06-25      | 2.7882%  | N/A     | $49987584.00       | $13114.00          | Agency Collateralized Mortgage Obligation |
| FNMA_09-30                                                | 2039-05-25      | 6.5000%  | N/A     | $1000000.00        | $346720.84         | Agency Collateralized Mortgage Obligation |
| FNMA_09-99                                                | 2039-12-25      | 5.0000%  | N/A     | $850000.00         | $29162.24          | Agency Collateralized Mortgage Obligation |
| FNMA_10-100                                               | 2040-09-25      | 2.7682%  | N/A     | $122239232.00      | $564545.97         | Agency Collateralized Mortgage Obligation |
| FNMA_10-135T                                              | 2037-03-25      | 2.1882%  | N/A     | $13910016.00       | $9360.45           | Agency Collateralized Mortgage Obligation |
| FNMA_10-35A                                               | 2040-04-25      | 4.9608%  | N/A     | $600000.00         | $68050.51          | Agency Collateralized Mortgage Obligation |
| FNMA_11-5B                                                | 2040-09-25      | 1.1882%  | N/A     | $67766016.00       | $79203.36          | Agency Collateralized Mortgage Obligation |
| FNMA_11-86F                                               | 2041-09-25      | 0.0000%  | N/A     | $100000.00         | $76324.90          | Agency Collateralized Mortgage Obligation |
| FNMA_12-111                                               | 2042-10-25      | 2.7882%  | N/A     | $16443136.00       | $319728.51         | Agency Collateralized Mortgage Obligation |
| FNMA_12-131C                                              | 2042-09-25      | 2.3382%  | N/A     | $3511552.00        | $44185.81          | Agency Collateralized Mortgage Obligation |
| FNMA_12-30                                                | 2042-04-25      | 2.6882%  | N/A     | $38333312.00       | $436224.85         | Agency Collateralized Mortgage Obligation |
| FNMA_12-49                                                | 2042-05-25      | 2.6882%  | N/A     | $40000000.00       | $306605.51         | Agency Collateralized Mortgage Obligation |
| FNMA_12-55A                                               | 2042-05-25      | 2.7382%  | N/A     | $32571392.00       | $344234.26         | Agency Collateralized Mortgage Obligation |
| FNMA_12-58                                                | 2042-06-25      | 2.6882%  | N/A     | $76284032.00       | $345906.90         | Agency Collateralized Mortgage Obligation |
| FNMA_12-84                                                | 2042-03-25      | 2.8382%  | N/A     | $8333328.00        | $130406.60         | Agency Collateralized Mortgage Obligation |
| FNMA_12-9                                                 | 2041-11-25      | 2.7382%  | N/A     | $28673024.00       | $236614.68         | Agency Collateralized Mortgage Obligation |
| FNMA_13-103B                                              | 2043-10-25      | 2.7882%  | N/A     | $33433856.00       | $288839.27         | Agency Collateralized Mortgage Obligation |
| FNMA_13-13D                                               | 2033-03-25      | 3.0000%  | N/A     | $15450420.00       | $131313.22         | Agency Collateralized Mortgage Obligation |
| FNMA_13-22                                                | 2043-03-25      | 0.0000%  | N/A     | $4000000.00        | $480348.58         | Agency Collateralized Mortgage Obligation |
| FNMA_13-63C                                               | 2033-06-25      | 3.0000%  | N/A     | $35666624.00       | $295851.69         | Agency Collateralized Mortgage Obligation |
| FNMA_13-6C                                                | 2033-02-25      | 4.6618%  | N/A     | $2000000.00        | $330143.30         | Agency Collateralized Mortgage Obligation |
| FNMA_13-7                                                 | 2043-02-25      | 2.2882%  | N/A     | $25798144.00       | $530085.59         | Agency Collateralized Mortgage Obligation |
| FNMA_13-73                                                | 2043-07-25      | 2.3882%  | N/A     | $23750000.00       | $351981.95         | Agency Collateralized Mortgage Obligation |
| FNMA_13-74                                                | 2043-07-25      | 4.0000%  | N/A     | $1000000.00        | $1593798.01        | Agency Collateralized Mortgage Obligation |
| FNMA_13-9                                                 | 2043-02-25      | 2.3382%  | N/A     | $16516512.00       | $440842.35         | Agency Collateralized Mortgage Obligation |
| FNMA_13-9                                                 | 2043-02-25      | 2.3382%  | N/A     | $37500000.00       | $981026.40         | Agency Collateralized Mortgage Obligation |
| FNMA_14-49                                                | 2054-08-25      | 6.0000%  | N/A     | $51114496.00       | $1860304.43        | Agency Collateralized Mortgage Obligation |
| FNMA_14-4A                                                | 2044-02-25      | 2.2382%  | N/A     | $19844544.00       | $104220.99         | Agency Collateralized Mortgage Obligation |
| FNMA_14-70                                                | 2044-11-25      | 4.5000%  | N/A     | $16495552.00       | $412704.67         | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                                | 2045-01-25      | 2.4382%  | N/A     | $134349000.00      | $1358840.38        | Agency Collateralized Mortgage Obligation |
| FNMA_15-15                                                | 2045-04-25      | 3.5000%  | N/A     | $11267984.00       | $15394054.84       | Agency Collateralized Mortgage Obligation |
| FNMA_15-5                                                 | 2045-02-25      | 2.2882%  | N/A     | $64500000.00       | $1600589.74        | Agency Collateralized Mortgage Obligation |
| FNMA_15-53C                                               | 2042-03-25      | 2.0882%  | N/A     | $41307072.00       | $534542.19         | Agency Collateralized Mortgage Obligation |
| FNMA_15-53E                                               | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $820727.10         | Agency Collateralized Mortgage Obligation |
| FNMA_15-56F                                               | 2045-08-25      | 6.0000%  | N/A     | $97250000.00       | $2138098.42        | Agency Collateralized Mortgage Obligation |
| FNMA_15-62A                                               | 2045-08-25      | 4.0000%  | N/A     | $10000000.00       | $14612267.89       | Agency Collateralized Mortgage Obligation |
| FNMA_15-67B                                               | 2043-09-25      | 0.0000%  | N/A     | $388000.00         | $91109.41          | Agency Collateralized Mortgage Obligation |
| FNMA_15-72                                                | 2045-10-25      | 1.8182%  | N/A     | $27702848.00       | $840851.16         | Agency Collateralized Mortgage Obligation |
| FNMA_15-72                                                | 2045-10-25      | 3.0000%  | N/A     | $2337000.00        | $1211249.12        | Agency Collateralized Mortgage Obligation |
| FNMA_15-95D                                               | 2046-01-25      | 3.5000%  | N/A     | $12000000.00       | $8895376.24        | Agency Collateralized Mortgage Obligation |
| FNMA_16-103B                                              | 2047-01-25      | 2.1882%  | N/A     | $39259968.00       | $898617.85         | Agency Collateralized Mortgage Obligation |
| FNMA_16-33D                                               | 2046-06-25      | 2.1882%  | N/A     | $49314688.00       | $1183250.48        | Agency Collateralized Mortgage Obligation |
| FNMA_16-54A                                               | 2045-11-25      | 4.0000%  | N/A     | $10270000.00       | $279534.67         | Agency Collateralized Mortgage Obligation |
| FNMA_16-77A                                               | 2046-10-25      | 2.1882%  | N/A     | $23365792.00       | $464424.76         | Agency Collateralized Mortgage Obligation |
| FNMA_16-82C                                               | 2046-11-25      | 2.2882%  | N/A     | $67082240.00       | $316311.56         | Agency Collateralized Mortgage Obligation |
| FNMA_16-84B                                               | 2046-11-25      | 2.2882%  | N/A     | $147449856.00      | $2755524.13        | Agency Collateralized Mortgage Obligation |
| FNMA_17-12C                                               | 2047-03-25      | 3.5000%  | N/A     | $3000000.00        | $3857195.75        | Agency Collateralized Mortgage Obligation |
| FNMA_17-26B                                               | 2047-04-25      | 6.0000%  | N/A     | $18688928.00       | $547979.55         | Agency Collateralized Mortgage Obligation |
| FNMA_17-33A                                               | 2039-05-25      | 2.2882%  | N/A     | $244333312.00      | $3402257.76        | Agency Collateralized Mortgage Obligation |
| FNMA_17-44C                                               | 2043-06-25      | 2.3382%  | N/A     | $7500000.00        | $201797.59         | Agency Collateralized Mortgage Obligation |
| FNMA_17-45                                                | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1171711.38        | Agency Collateralized Mortgage Obligation |
| FNMA_17-8                                                 | 2047-02-25      | 3.0000%  | N/A     | $1944000.00        | $1046351.45        | Agency Collateralized Mortgage Obligation |
| FNMA_17-88A                                               | 2047-11-25      | 3.0000%  | N/A     | $19870000.00       | $608950.73         | Agency Collateralized Mortgage Obligation |
| FNMA_17-94D                                               | 2047-11-25      | 2.3782%  | N/A     | $46035904.00       | $848249.90         | Agency Collateralized Mortgage Obligation |
| FNMA_17-9A                                                | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1474781.63        | Agency Collateralized Mortgage Obligation |
| FNMA_17-M7                                                | 2027-02-25      | 0.0410%  | N/A     | $274989056.00      | $77807.91          | Agency Collateralized Mortgage Obligation |
| FNMA_17-M8                                                | 2027-05-25      | 0.0900%  | N/A     | $484999168.00      | $250940.55         | Agency Collateralized Mortgage Obligation |
| FNMA_18-14A                                               | 2048-03-25      | 6.0000%  | N/A     | $30796256.00       | $1257145.83        | Agency Collateralized Mortgage Obligation |
| FNMA_18-16A                                               | 2047-05-25      | 3.0000%  | N/A     | $22500000.00       | $2865734.29        | Agency Collateralized Mortgage Obligation |
| FNMA_18-25E                                               | 2042-03-25      | 0.3055%  | N/A     | $13473856.00       | $17332.85          | Agency Collateralized Mortgage Obligation |
| FNMA_18-27D                                               | 2047-12-25      | 2.3882%  | N/A     | $185428480.00      | $2821532.13        | Agency Collateralized Mortgage Obligation |
| FNMA_18-2B                                                | 2048-02-25      | 2.3382%  | N/A     | $43627776.00       | $1230704.29        | Agency Collateralized Mortgage Obligation |
| FNMA_18-30                                                | 2048-05-25      | 3.5000%  | N/A     | $8478880.00        | $8587875.21        | Agency Collateralized Mortgage Obligation |
| FNMA_18-33                                                | 2048-05-25      | 2.3882%  | N/A     | $102568448.00      | $1581677.35        | Agency Collateralized Mortgage Obligation |
| FNMA_18-45                                                | 2048-06-25      | 3.5000%  | N/A     | $24798000.00       | $8753636.19        | Agency Collateralized Mortgage Obligation |
| FNMA_18-61B                                               | 2048-08-25      | 2.3882%  | N/A     | $34494080.00       | $442075.97         | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                               | 2049-04-25      | 2.2382%  | N/A     | $17752256.00       | $468489.52         | Agency Collateralized Mortgage Obligation |
| FNMA_19-25A                                               | 2046-10-25      | 2.2382%  | N/A     | $78461952.00       | $2567404.24        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57                                                | 2049-10-25      | 2.5000%  | N/A     | $31544440.00       | $6822752.35        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67F                                               | 2040-05-25      | 2.2882%  | N/A     | $54965920.00       | $1641999.48        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67G                                               | 2041-10-25      | 2.4882%  | N/A     | $133024000.00      | $4640087.17        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67H                                               | 2041-08-25      | 0.3228%  | N/A     | $132816128.00      | $219874.82         | Agency Collateralized Mortgage Obligation |
| FNMA_19-67J                                               | 2044-04-25      | 2.2382%  | N/A     | $116892288.00      | $3222936.37        | Agency Collateralized Mortgage Obligation |
| FNMA_19-68G                                               | 2048-05-25      | 3.5000%  | N/A     | $7393224.00        | $94154.75          | Agency Collateralized Mortgage Obligation |
| FNMA_19-81B                                               | 2050-01-25      | 2.1882%  | N/A     | $100824704.00      | $5043036.86        | Agency Collateralized Mortgage Obligation |
| FNMA_19-9L                                                | 2049-03-25      | 2.2382%  | N/A     | $17306336.00       | $166694.44         | Agency Collateralized Mortgage Obligation |
| FNMA_20-10B                                               | 2060-03-25      | 4.0000%  | N/A     | $15293872.00       | $1002194.05        | Agency Collateralized Mortgage Obligation |
| FNMA_20-73D                                               | 2040-05-25      | 1.3352%  | N/A     | $26563840.00       | $728972.75         | Agency Collateralized Mortgage Obligation |
| FNMA_20-81D                                               | 2050-08-25      | 1.0000%  | N/A     | $12000000.00       | $4784675.89        | Agency Collateralized Mortgage Obligation |
| FNMA_21-34H                                               | 2051-04-25      | 2.5000%  | N/A     | $17688896.00       | $1487172.40        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                               | 2051-09-25      | 2.5000%  | N/A     | $74461200.00       | $3153731.45        | Agency Collateralized Mortgage Obligation |
| FNMA_21-69                                                | 2051-10-25      | 2.0000%  | N/A     | $40346.00          | $22957.81          | Agency Collateralized Mortgage Obligation |
| FNMA_21-7B                                                | 2051-02-25      | 2.5000%  | N/A     | $10000000.00       | $849300.71         | Agency Collateralized Mortgage Obligation |
| FNMA_22-28B                                               | 2052-06-25      | 0.0000%  | N/A     | $30000000.00       | $161598.36         | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                | 2052-01-25      | 2.0000%  | N/A     | $54000000.00       | $36788565.73       | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                | 2052-02-25      | 0.0000%  | N/A     | $99786752.00       | $87950.61          | Agency Collateralized Mortgage Obligation |
| FNMA_22-43E                                               | 2046-11-25      | 0.3781%  | N/A     | $26071488.00       | $116809.97         | Agency Collateralized Mortgage Obligation |
| FNMA_22-80                                                | 2052-11-25      | 5.5000%  | N/A     | $3912236.00        | $4677244.78        | Agency Collateralized Mortgage Obligation |
| FNMA_22-M04A                                              | 2030-05-25      | 0.4410%  | N/A     | $67000000.00       | $216378.18         | Agency Collateralized Mortgage Obligation |
| FNMA_23-18B                                               | 2053-05-25      | 1.8027%  | N/A     | $48859712.00       | $1299308.99        | Agency Collateralized Mortgage Obligation |
| FNMA_23-30N                                               | 2050-11-25      | 0.0000%  | N/A     | $1903582.00        | $1075480.74        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                               | 2053-11-25      | 2.3027%  | N/A     | $31508096.00       | $874947.72         | Agency Collateralized Mortgage Obligation |
| FNMA_24-19A                                               | 2054-01-25      | 6.5000%  | N/A     | $14546656.00       | $2011556.57        | Agency Collateralized Mortgage Obligation |
| FNMA_24-20F                                               | 2054-05-25      | 5.5000%  | N/A     | $19067200.00       | $21382769.81       | Agency Collateralized Mortgage Obligation |
| FNMA_24-33A                                               | 2054-01-25      | 0.0500%  | N/A     | $64999424.00       | $50772.08          | Agency Collateralized Mortgage Obligation |
| FNMA_24-33B                                               | 2054-06-25      | 2.0527%  | N/A     | $50000000.00       | $1378354.07        | Agency Collateralized Mortgage Obligation |
| FNMA_24-39C                                               | 2047-11-25      | 3.0000%  | N/A     | $6000000.00        | $5178028.05        | Agency Collateralized Mortgage Obligation |
| FNMA_24-52H                                               | 2054-08-25      | 1.4027%  | N/A     | $100000000.00      | $3678235.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60C                                               | 2054-09-25      | 1.4527%  | N/A     | $87591168.00       | $1664433.73        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60G                                               | 2054-09-25      | 1.5527%  | N/A     | $66098048.00       | $1894923.42        | Agency Collateralized Mortgage Obligation |
| FNMA_24-74A                                               | 2054-10-25      | 0.9027%  | N/A     | $20000000.00       | $414147.15         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76F                                               | 2054-11-25      | 0.1000%  | N/A     | $12000000.00       | $38297.34          | Agency Collateralized Mortgage Obligation |
| FNMA_24-98G                                               | 2055-01-25      | 2.4027%  | N/A     | $15000000.00       | $601806.10         | Agency Collateralized Mortgage Obligation |
| FNMA_24-98G                                               | 2055-01-25      | 5.0000%  | N/A     | $2094000.00        | $2144182.66        | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                               | 2055-03-25      | 5.0000%  | N/A     | $14785792.00       | $15042733.33       | Agency Collateralized Mortgage Obligation |
| FNMA_25-24A                                               | 2055-04-25      | 5.0000%  | N/A     | $16130208.00       | $16260462.10       | Agency Collateralized Mortgage Obligation |
| FNMA_25-28A                                               | 2055-04-25      | 5.0000%  | N/A     | $6504752.00        | $6576468.95        | Agency Collateralized Mortgage Obligation |
| FNMA_25-29J                                               | 2055-05-25      | 5.0000%  | N/A     | $16066208.00       | $16072351.02       | Agency Collateralized Mortgage Obligation |
| FNMA_25-31A                                               | 2054-06-25      | 5.0000%  | N/A     | $24900320.00       | $24971027.26       | Agency Collateralized Mortgage Obligation |
| FNMA_25-33A                                               | 2055-02-25      | 0.6527%  | N/A     | $100000000.00      | $1395480.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                               | 2054-08-25      | 5.0000%  | N/A     | $3643980.00        | $3666171.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33E                                               | 2054-08-25      | 5.0000%  | N/A     | $3785872.00        | $3814383.13        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33F                                               | 2054-08-25      | 0.1000%  | N/A     | $75000000.00       | $118337.95         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                               | 2055-06-25      | 5.0000%  | N/A     | $30553080.00       | $30880211.72       | Agency Collateralized Mortgage Obligation |
| FNMA_25-41C                                               | 2055-06-25      | 5.0000%  | N/A     | $14028720.00       | $14169918.94       | Agency Collateralized Mortgage Obligation |
| FNMA_25-41E                                               | 2055-06-25      | 5.0000%  | N/A     | $18836768.00       | $18869030.31       | Agency Collateralized Mortgage Obligation |
| FNMA_25-42A                                               | 2055-06-25      | 5.0000%  | N/A     | $6000000.00        | $6071635.88        | Agency Collateralized Mortgage Obligation |
| FNMA_25-42E                                               | 2055-06-25      | 5.0000%  | N/A     | $6715040.00        | $6731004.87        | Agency Collateralized Mortgage Obligation |
| FNMA_25-42F                                               | 2055-05-25      | 5.2500%  | N/A     | $13977664.00       | $14256109.23       | Agency Collateralized Mortgage Obligation |
| FNMA_25-48                                                | 2055-06-25      | 5.0000%  | N/A     | $12747080.00       | $12874628.10       | Agency Collateralized Mortgage Obligation |
| FNMA_25-65B                                               | 2054-10-25      | 1.5027%  | N/A     | $64787712.00       | $2154805.37        | Agency Collateralized Mortgage Obligation |
| FNMA_25-66A                                               | 2055-08-25      | 5.0000%  | N/A     | $17566420.00       | $17393147.81       | Agency Collateralized Mortgage Obligation |
| FNMA_25-72A                                               | 2055-08-25      | 1.5527%  | N/A     | $105420672.00      | $6670519.77        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85A                                               | 2055-09-25      | 5.0000%  | N/A     | $3177490.00        | $2592579.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85B                                               | 2055-09-25      | 1.6027%  | N/A     | $276034560.00      | $17407776.15       | Agency Collateralized Mortgage Obligation |
| FNMA_25-85C                                               | 2055-10-25      | 1.3027%  | N/A     | $300000000.00      | $8497590.74        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85D                                               | 2053-05-25      | 3.4527%  | N/A     | $57052480.00       | $4352611.29        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85E                                               | 2055-09-25      | 0.0500%  | N/A     | $30000000.00       | $51394.25          | Agency Collateralized Mortgage Obligation |
| FNMA_25-85F                                               | 2055-10-25      | 1.0027%  | N/A     | $188985600.00      | $5207012.87        | Agency Collateralized Mortgage Obligation |
| FNMA_25-95B                                               | 2055-10-25      | 1.6527%  | N/A     | $55920448.00       | $3250274.16        | Agency Collateralized Mortgage Obligation |
| FNR_19-33                                                 | 2049-07-25      | 0.0300%  | N/A     | $96772096.00       | $31799.41          | Agency Collateralized Mortgage Obligation |
| FNSTR_88-1                                                | 2027-08-25      | 5.8033%  | N/A     | $191233979.00      | $7941.54           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3408                                    | 2038-01-15      | 2.4282%  | N/A     | $100000000.00      | $395164.33         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                    | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $964070.24         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4585A                                   | 2046-05-15      | 2.2782%  | N/A     | $130080960.00      | $1861635.07        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4680                                    | 2047-05-15      | 3.5000%  | N/A     | $1000000.00        | $224651.45         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_4206                             | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2330002.72        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_16-KS                          | 2026-08-25      | 1.0256%  | N/A     | $25620480.00       | $21320.75          | Agency Collateralized Mortgage Obligation |
| FREMF_18-KF54                                             | 2028-11-25      | 6.1011%  | N/A     | $4746000.00        | $766824.85         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K100                                             | 2052-11-25      | 0.1000%  | N/A     | $255243008.00      | $823555.86         | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF76                                             | 2030-01-25      | 6.6511%  | N/A     | $2550000.00        | $558999.14         | Agency Collateralized Mortgage Obligation |
| FREMF_20-KG03                                             | 2030-07-25      | 0.1000%  | N/A     | $44593200.00       | $167561.45         | Agency Collateralized Mortgage Obligation |
| FREMF_22-K141                                             | 2055-04-25      | 2.9736%  | N/A     | $7677000.00        | $1125896.50        | Agency Collateralized Mortgage Obligation |
| FREMF_K-059                                               | 2026-11-25      | 1.9089%  | N/A     | $14981000.00       | $206958.34         | Agency Collateralized Mortgage Obligation |
| FREMF_K-064                                               | 2027-05-25      | 2.1436%  | N/A     | $11760000.00       | $313177.81         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                               | 2028-10-25      | 2.2140%  | N/A     | $14982528.00       | $861098.14         | Agency Collateralized Mortgage Obligation |
| FREMF_K-W01                                               | 2029-03-25      | 4.2380%  | N/A     | $24129536.00       | $22112.34          | Agency Collateralized Mortgage Obligation |
| FREMF_K065                                                | 2045-07-25      | 2.1875%  | N/A     | $8530000.00        | $253649.08         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47     | 2038-01-25      | 0.4978%  | N/A     | $427593728.00      | $341618.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-003 EZ                                     | 2053-01-20      | 0.0000%  | N/A     | $1038796.00        | $1156549.39        | Agency Mortgage-Backed Securities         |
| GNMA_04-106                                               | 2034-05-16      | 8.3779%  | N/A     | $4785968.00        | $820475.77         | Agency Collateralized Mortgage Obligation |
| GNMA_05-52                                                | 2047-04-16      | 0.5720%  | N/A     | $144572416.00      | $11835.80          | Agency Collateralized Mortgage Obligation |
| GNMA_05-86                                                | 2047-04-16      | 0.2135%  | N/A     | $292814848.00      | $5568.26           | Agency Collateralized Mortgage Obligation |
| GNMA_06-42                                                | 2048-02-16      | 1.2500%  | N/A     | $166592512.00      | $5530.03           | Agency Collateralized Mortgage Obligation |
| GNMA_08-80                                                | 2050-04-16      | 2.5684%  | N/A     | $160880000.00      | $1383777.96        | Agency Collateralized Mortgage Obligation |
| GNMA_09-51                                                | 2051-02-16      | 0.0000%  | N/A     | $170168320.00      | $127273.41         | Agency Collateralized Mortgage Obligation |
| GNMA_09-80                                                | 2051-09-16      | 1.5620%  | N/A     | $152254720.00      | $634632.47         | Agency Collateralized Mortgage Obligation |
| GNMA_09-93                                                | 2039-09-16      | 6.0000%  | N/A     | $229277696.00      | $29522.96          | Agency Collateralized Mortgage Obligation |
| GNMA_09-96                                                | 2038-07-16      | 2.5081%  | N/A     | $42024960.00       | $16427.64          | Agency Collateralized Mortgage Obligation |
| GNMA_10-113                                               | 2040-09-16      | 2.8081%  | N/A     | $54710960.00       | $433598.19         | Agency Collateralized Mortgage Obligation |
| GNMA_10-146                                               | 2040-11-16      | 4.2500%  | N/A     | $12828500.00       | $1154642.68        | Agency Collateralized Mortgage Obligation |
| GNMA_10-149                                               | 2040-11-16      | 4.5000%  | N/A     | $50000000.00       | $17170481.35       | Agency Collateralized Mortgage Obligation |
| GNMA_10-157                                               | 2040-12-20      | 2.2602%  | N/A     | $62417088.00       | $435444.57         | Agency Collateralized Mortgage Obligation |
| GNMA_10-22                                                | 2052-03-16      | 0.0000%  | N/A     | $130072576.00      | $36502.97          | Agency Collateralized Mortgage Obligation |
| GNMA_10-25                                                | 2040-02-16      | 0.0000%  | N/A     | $4166664.00        | $197682.11         | Agency Collateralized Mortgage Obligation |
| GNMA_10-35                                                | 2040-03-20      | 5.0000%  | N/A     | $85000000.00       | $458372.45         | Agency Collateralized Mortgage Obligation |
| GNMA_10-4                                                 | 2035-05-20      | 2.4102%  | N/A     | $16790688.00       | $24758.59          | Agency Collateralized Mortgage Obligation |
| GNMA_10-47                                                | 2037-11-16      | 2.4581%  | N/A     | $63076736.00       | $123772.40         | Agency Collateralized Mortgage Obligation |
| GNMA_10-62G                                               | 2037-05-16      | 2.7581%  | N/A     | $45605312.00       | $213357.63         | Agency Collateralized Mortgage Obligation |
| GNMA_10-9                                                 | 2040-01-16      | 3.0081%  | N/A     | $496144640.00      | $1895328.96        | Agency Collateralized Mortgage Obligation |
| GNMA_10-9J                                                | 2040-01-20      | 5.0000%  | N/A     | $50000000.00       | $740350.45         | Agency Collateralized Mortgage Obligation |
| GNMA_11-1                                                 | 2052-11-16      | 0.0000%  | N/A     | $214466560.00      | $40509.94          | Agency Collateralized Mortgage Obligation |
| GNMA_11-38                                                | 2053-04-16      | 0.5301%  | N/A     | $177569792.00      | $25090.06          | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                                | 2041-06-16      | 2.3281%  | N/A     | $38063744.00       | $169070.15         | Agency Collateralized Mortgage Obligation |
| GNMA_12-132                                               | 2054-06-16      | 0.2125%  | N/A     | $94732288.00       | $27111.62          | Agency Collateralized Mortgage Obligation |
| GNMA_12-143                                               | 2042-06-16      | 2.5000%  | N/A     | $29338944.00       | $5210055.30        | Agency Collateralized Mortgage Obligation |
| GNMA_12-16                                                | 2042-02-16      | 2.3081%  | N/A     | $32671744.00       | $170661.36         | Agency Collateralized Mortgage Obligation |
| GNMA_12-21                                                | 2042-02-20      | 3.5000%  | N/A     | $8444576.00        | $2692771.04        | Agency Collateralized Mortgage Obligation |
| GNMA_12-6E                                                | 2040-02-20      | 2.3102%  | N/A     | $24395776.00       | $7592.46           | Agency Collateralized Mortgage Obligation |
| GNMA_13-040                                               | 2054-06-16      | 0.2428%  | N/A     | $107782560.00      | $379381.16         | Agency Collateralized Mortgage Obligation |
| GNMA_13-055                                               | 2054-10-16      | 0.2416%  | N/A     | $123456512.00      | $355237.83         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                                | 2043-01-20      | 3.5000%  | N/A     | $32761408.00       | $354931.13         | Agency Collateralized Mortgage Obligation |
| GNMA_13-113                                               | 2043-08-20      | 3.0000%  | N/A     | $15463000.00       | $12741111.46       | Agency Collateralized Mortgage Obligation |
| GNMA_13-134                                               | 2043-09-20      | 1.8102%  | N/A     | $68045184.00       | $379101.54         | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                               | 2043-06-20      | 2.3602%  | N/A     | $64075000.00       | $511698.15         | Agency Collateralized Mortgage Obligation |
| GNMA_13-156                                               | 2055-06-16      | 0.2152%  | N/A     | $87560192.00       | $61118.79          | Agency Collateralized Mortgage Obligation |
| GNMA_13-158                                               | 2053-08-16      | 1.0241%  | N/A     | $21000000.00       | $69738.28          | Agency Collateralized Mortgage Obligation |
| GNMA_13-167B                                              | 2043-11-16      | 1.7581%  | N/A     | $66782592.00       | $471260.26         | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                               | 2043-04-20      | 2.9902%  | N/A     | $36564096.00       | $93101.61          | Agency Collateralized Mortgage Obligation |
| GNMA_13-175                                               | 2055-05-16      | 0.1298%  | N/A     | $155451392.00      | $19650.17          | Agency Collateralized Mortgage Obligation |
| GNMA_13-2                                                 | 2054-05-16      | 2.7842%  | N/A     | $375000.00         | $437035.69         | Agency Collateralized Mortgage Obligation |
| GNMA_13-4A                                                | 2042-09-20      | 4.0000%  | N/A     | $93001472.00       | $1323632.74        | Agency Collateralized Mortgage Obligation |
| GNMA_13-70                                                | 2041-12-16      | 4.5000%  | N/A     | $30020832.00       | $306349.68         | Agency Collateralized Mortgage Obligation |
| GNMA_14-073                                               | 2056-04-16      | 0.3759%  | N/A     | $116967680.00      | $302508.45         | Agency Collateralized Mortgage Obligation |
| GNMA_14-120                                               | 2056-04-16      | 0.3926%  | N/A     | $157089792.00      | $120342.41         | Agency Collateralized Mortgage Obligation |
| GNMA_14-138                                               | 2056-04-16      | 0.5032%  | N/A     | $134575360.00      | $275202.89         | Agency Collateralized Mortgage Obligation |
| GNMA_14-148                                               | 2056-10-16      | 0.3990%  | N/A     | $112730752.00      | $237349.81         | Agency Collateralized Mortgage Obligation |
| GNMA_14-169                                               | 2056-10-16      | 0.5864%  | N/A     | $186330000.00      | $920835.81         | Agency Collateralized Mortgage Obligation |
| GNMA_14-183E                                              | 2044-12-20      | 2.0860%  | N/A     | $16131168.00       | $89815.59          | Agency Collateralized Mortgage Obligation |
| GNMA_14-36                                                | 2044-03-20      | 2.4102%  | N/A     | $215529728.00      | $1056494.95        | Agency Collateralized Mortgage Obligation |
| GNMA_14-3D                                                | 2044-01-16      | 1.7781%  | N/A     | $63160320.00       | $654458.95         | Agency Collateralized Mortgage Obligation |
| GNMA_14-41K                                               | 2044-03-20      | 3.0000%  | N/A     | $8309824.00        | $9464686.48        | Agency Collateralized Mortgage Obligation |
| GNMA_14-51                                                | 2044-03-20      | 1.8102%  | N/A     | $46718592.00       | $222538.25         | Agency Collateralized Mortgage Obligation |
| GNMA_14-54                                                | 2055-09-16      | 0.2498%  | N/A     | $109756416.00      | $49342.66          | Agency Collateralized Mortgage Obligation |
| GNMA_14-55                                                | 2044-04-16      | 2.4081%  | N/A     | $314560960.00      | $2298609.17        | Agency Collateralized Mortgage Obligation |
| GNMA_14-68J                                               | 2044-05-20      | 2.4102%  | N/A     | $27092256.00       | $176181.70         | Agency Collateralized Mortgage Obligation |
| GNMA_14-86                                                | 2056-04-16      | 0.3944%  | N/A     | $138044672.00      | $170658.50         | Agency Collateralized Mortgage Obligation |
| GNMA_14-96                                                | 2044-07-16      | 5.5000%  | N/A     | $109284992.00      | $833427.37         | Agency Collateralized Mortgage Obligation |
| GNMA_14-98G                                               | 2044-07-20      | 2.4102%  | N/A     | $41322624.00       | $227703.57         | Agency Collateralized Mortgage Obligation |
| GNMA_15-085                                               | 2057-07-16      | 0.2895%  | N/A     | $135005000.00      | $370245.19         | Agency Collateralized Mortgage Obligation |
| GNMA_15-115                                               | 2057-07-16      | 0.4623%  | N/A     | $97075840.00       | $744592.58         | Agency Collateralized Mortgage Obligation |
| GNMA_15-117D                                              | 2045-08-16      | 3.5000%  | N/A     | $9836140.00        | $13468273.34       | Agency Collateralized Mortgage Obligation |
| GNMA_15-124J                                              | 2045-09-20      | 2.0860%  | N/A     | $17018360.00       | $77757.79          | Agency Collateralized Mortgage Obligation |
| GNMA_15-130                                               | 2057-07-16      | 0.6761%  | N/A     | $128725000.00      | $1388589.38        | Agency Collateralized Mortgage Obligation |
| GNMA_15-145                                               | 2057-07-16      | 0.7234%  | N/A     | $185404480.00      | $1787414.14        | Agency Collateralized Mortgage Obligation |
| GNMA_15-170A                                              | 2045-11-20      | 1.9102%  | N/A     | $25515744.00       | $480475.60         | Agency Collateralized Mortgage Obligation |
| GNMA_15-180G                                              | 2045-12-20      | 1.8902%  | N/A     | $44885440.00       | $421255.64         | Agency Collateralized Mortgage Obligation |
| GNMA_15-181                                               | 2057-08-16      | 0.6656%  | N/A     | $114995000.00      | $542271.94         | Agency Collateralized Mortgage Obligation |
| GNMA_15-185C                                              | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2172045.02        | Agency Collateralized Mortgage Obligation |
| GNMA_15-83C                                               | 2043-09-20      | 6.0000%  | N/A     | $35697088.00       | $607651.62         | Agency Collateralized Mortgage Obligation |
| GNMA_15-97                                                | 2056-10-16      | 0.2794%  | N/A     | $100000000.00      | $472709.96         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                               | 2058-03-16      | 0.7353%  | N/A     | $104532320.00      | $689564.94         | Agency Collateralized Mortgage Obligation |
| GNMA_16-109                                               | 2036-09-16      | 5.5000%  | N/A     | $19473888.00       | $486814.65         | Agency Collateralized Mortgage Obligation |
| GNMA_16-117                                               | 2046-08-20      | 3.5000%  | N/A     | $25414560.00       | $216247.25         | Agency Collateralized Mortgage Obligation |
| GNMA_16-126E                                              | 2046-09-20      | 2.3102%  | N/A     | $20257568.00       | $535359.78         | Agency Collateralized Mortgage Obligation |
| GNMA_16-127                                               | 2058-05-16      | 0.8780%  | N/A     | $151204000.00      | $1626070.93        | Agency Collateralized Mortgage Obligation |
| GNMA_16-135D                                              | 2046-10-16      | 3.0000%  | N/A     | $11224848.00       | $11215223.90       | Agency Collateralized Mortgage Obligation |
| GNMA_16-136                                               | 2046-08-20      | 2.2602%  | N/A     | $74114560.00       | $776547.38         | Agency Collateralized Mortgage Obligation |
| GNMA_16-140                                               | 2058-05-16      | 0.7305%  | N/A     | $116062720.00      | $1600980.08        | Agency Collateralized Mortgage Obligation |
| GNMA_16-156                                               | 2046-11-20      | 3.0000%  | N/A     | $1469526.00        | $834920.06         | Agency Collateralized Mortgage Obligation |
| GNMA_16-169                                               | 2058-06-16      | 0.5144%  | N/A     | $74964480.00       | $628210.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                                | 2046-04-20      | 2.2102%  | N/A     | $36853056.00       | $382548.67         | Agency Collateralized Mortgage Obligation |
| GNMA_16-98                                                | 2058-05-16      | 0.8385%  | N/A     | $123138048.00      | $1219554.49        | Agency Collateralized Mortgage Obligation |
| GNMA_17-113B                                              | 2047-07-16      | 2.4581%  | N/A     | $52958656.00       | $1133629.23        | Agency Collateralized Mortgage Obligation |
| GNMA_17-131                                               | 2058-12-16      | 0.6609%  | N/A     | $61467328.00       | $761123.27         | Agency Collateralized Mortgage Obligation |
| GNMA_17-163G                                              | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1618992.81        | Agency Collateralized Mortgage Obligation |
| GNMA_17-179F                                              | 2047-12-20      | 2.4102%  | N/A     | $23428544.00       | $750214.57         | Agency Collateralized Mortgage Obligation |
| GNMA_17-191                                               | 2059-07-16      | 0.5625%  | N/A     | $105112704.00      | $1598568.49        | Agency Collateralized Mortgage Obligation |
| GNMA_17-192E                                              | 2045-11-20      | 3.0000%  | N/A     | $47883200.00       | $118199.66         | Agency Collateralized Mortgage Obligation |
| GNMA_17-36D                                               | 2047-02-20      | 4.0000%  | N/A     | $12691264.00       | $139757.62         | Agency Collateralized Mortgage Obligation |
| GNMA_17-51                                                | 2059-05-16      | 0.6357%  | N/A     | $162972416.00      | $1350132.23        | Agency Collateralized Mortgage Obligation |
| GNMA_17-93E                                               | 2047-06-20      | 2.0860%  | N/A     | $14301500.00       | $196163.06         | Agency Collateralized Mortgage Obligation |
| GNMA_18-112D                                              | 2048-08-20      | 2.3860%  | N/A     | $34400000.00       | $918864.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-126B                                              | 2048-09-20      | 1.3602%  | N/A     | $50000000.00       | $874832.05         | Agency Collateralized Mortgage Obligation |
| GNMA_18-12D                                               | 2048-01-20      | 2.4102%  | N/A     | $24520704.00       | $714219.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-134C                                              | 2048-10-20      | 2.4102%  | N/A     | $39736704.00       | $774987.88         | Agency Collateralized Mortgage Obligation |
| GNMA_18-135E                                              | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $515071.78         | Agency Collateralized Mortgage Obligation |
| GNMA_18-13B                                               | 2048-01-20      | 2.4602%  | N/A     | $63902848.00       | $1346291.19        | Agency Collateralized Mortgage Obligation |
| GNMA_18-146C                                              | 2048-01-20      | 3.5000%  | N/A     | $15661680.00       | $38231.10          | Agency Collateralized Mortgage Obligation |
| GNMA_18-154K                                              | 2048-11-20      | 2.4102%  | N/A     | $38751424.00       | $741375.83         | Agency Collateralized Mortgage Obligation |
| GNMA_18-154Q                                              | 2048-11-20      | 2.4102%  | N/A     | $52186688.00       | $1285654.74        | Agency Collateralized Mortgage Obligation |
| GNMA_18-156                                               | 2060-07-16      | 0.6575%  | N/A     | $92958464.00       | $897730.14         | Agency Collateralized Mortgage Obligation |
| GNMA_18-160D                                              | 2048-11-20      | 2.3860%  | N/A     | $41600000.00       | $1257869.77        | Agency Collateralized Mortgage Obligation |
| GNMA_18-168G                                              | 2048-12-20      | 2.2360%  | N/A     | $72000000.00       | $2081347.13        | Agency Collateralized Mortgage Obligation |
| GNMA_18-38D                                               | 2048-03-20      | 5.0000%  | N/A     | $15067800.00       | $299692.45         | Agency Collateralized Mortgage Obligation |
| GNMA_18-70B                                               | 2048-05-16      | 0.8481%  | N/A     | $58188096.00       | $582024.46         | Agency Collateralized Mortgage Obligation |
| GNMA_18-91H                                               | 2048-07-20      | 2.3860%  | N/A     | $22667328.00       | $557769.69         | Agency Collateralized Mortgage Obligation |
| GNMA_19-101                                               | 2061-07-16      | 0.6974%  | N/A     | $38018720.00       | $774684.28         | Agency Collateralized Mortgage Obligation |
| GNMA_19-110E                                              | 2049-09-20      | 0.0000%  | N/A     | $29999104.00       | $22633.44          | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                               | 2061-07-16      | 1.0045%  | N/A     | $75398528.00       | $1462163.90        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128L                                              | 2045-02-20      | 2.1602%  | N/A     | $52761280.00       | $283670.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                              | 2040-04-16      | 2.2581%  | N/A     | $43921728.00       | $943998.20         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                              | 2040-04-16      | 0.2520%  | N/A     | $35232384.00       | $80467.46          | Agency Collateralized Mortgage Obligation |
| GNMA_19-128P                                              | 2043-07-16      | 2.2081%  | N/A     | $39134080.00       | $1098741.94        | Agency Collateralized Mortgage Obligation |
| GNMA_19-132F                                              | 2049-10-20      | 1.0000%  | N/A     | $39756544.00       | $328612.14         | Agency Collateralized Mortgage Obligation |
| GNMA_19-139                                               | 2061-11-16      | 0.6707%  | N/A     | $91023616.00       | $1683067.26        | Agency Collateralized Mortgage Obligation |
| GNMA_19-18P                                               | 2049-02-20      | 2.2602%  | N/A     | $56361920.00       | $1219599.28        | Agency Collateralized Mortgage Obligation |
| GNMA_19-2                                                 | 2060-12-16      | 0.7457%  | N/A     | $50049280.00       | $633879.58         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20A                                               | 2049-02-20      | 5.5000%  | N/A     | $63392448.00       | $1411125.21        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23M                                               | 2049-02-20      | 2.3602%  | N/A     | $30452240.00       | $429455.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-26                                                | 2060-11-16      | 0.6500%  | N/A     | $137614336.00      | $1134058.28        | Agency Collateralized Mortgage Obligation |
| GNMA_19-29R                                               | 2049-03-20      | 2.2602%  | N/A     | $79855360.00       | $810171.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-34                                                | 2061-03-16      | 0.7175%  | N/A     | $90056832.00       | $1001751.92        | Agency Collateralized Mortgage Obligation |
| GNMA_19-45A                                               | 2049-04-20      | 0.0300%  | N/A     | $22691840.00       | $7036.32           | Agency Collateralized Mortgage Obligation |
| GNMA_19-5                                                 | 2061-03-16      | 0.7256%  | N/A     | $100809728.00      | $1395087.14        | Agency Collateralized Mortgage Obligation |
| GNMA_19-50                                                | 2060-12-16      | 0.6958%  | N/A     | $127549440.00      | $1519973.01        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59D                                               | 2049-05-20      | 2.3102%  | N/A     | $25000000.00       | $422657.72         | Agency Collateralized Mortgage Obligation |
| GNMA_19-61A                                               | 2049-02-20      | 4.0000%  | N/A     | $11533856.00       | $322907.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65L                                               | 2049-05-20      | 2.3102%  | N/A     | $62000000.00       | $458831.59         | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                                | 2049-01-20      | 2.3102%  | N/A     | $45476720.00       | $610863.73         | Agency Collateralized Mortgage Obligation |
| GNMA_19-86F                                               | 2049-03-20      | 2.3102%  | N/A     | $19007904.00       | $384517.19         | Agency Collateralized Mortgage Obligation |
| GNMA_19-97A                                               | 2049-08-20      | 0.0200%  | N/A     | $99991552.00       | $19790.40          | Agency Collateralized Mortgage Obligation |
| GNMA_19-99P                                               | 2049-08-20      | 2.2602%  | N/A     | $28691328.00       | $628532.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-019                                               | 2061-12-16      | 0.7195%  | N/A     | $145655552.00      | $2999268.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-112                                               | 2050-08-20      | 2.5102%  | N/A     | $130398720.00      | $8887168.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115E                                              | 2049-02-20      | 0.4100%  | N/A     | $74186560.00       | $324891.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-115F                                              | 2049-06-20      | 0.0000%  | N/A     | $62312128.00       | $151860.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                              | 2050-09-20      | 2.5000%  | N/A     | $41239936.00       | $4608587.42        | Agency Collateralized Mortgage Obligation |
| GNMA_20-134D                                              | 2050-09-20      | 0.0000%  | N/A     | $26381440.00       | $180996.15         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134V                                              | 2050-07-20      | 3.1518%  | N/A     | $25439080.00       | $931524.87         | Agency Collateralized Mortgage Obligation |
| GNMA_20-138B                                              | 2050-09-20      | 0.0000%  | N/A     | $50000000.00       | $375154.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146A                                              | 2049-10-20      | 0.0000%  | N/A     | $48646720.00       | $145661.71         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                              | 2050-10-20      | 0.0000%  | N/A     | $7000000.00        | $62251.90          | Agency Collateralized Mortgage Obligation |
| GNMA_20-148D                                              | 2050-10-20      | 0.0000%  | N/A     | $78537856.00       | $224795.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-148D                                              | 2050-10-20      | 0.0000%  | N/A     | $105656576.00      | $250287.96         | Agency Collateralized Mortgage Obligation |
| GNMA_20-148H                                              | 2050-10-20      | 0.0000%  | N/A     | $26781600.00       | $291003.33         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149D                                              | 2050-10-20      | 0.0000%  | N/A     | $33333312.00       | $294790.13         | Agency Collateralized Mortgage Obligation |
| GNMA_20-153D                                              | 2050-10-20      | 0.0000%  | N/A     | $35712064.00       | $214263.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                               | 2060-09-16      | 1.2711%  | N/A     | $121710336.00      | $9382996.39        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164N                                              | 2050-11-20      | 0.0000%  | N/A     | $73687296.00       | $167728.20         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164P                                              | 2050-11-20      | 0.0000%  | N/A     | $70867584.00       | $420376.19         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167S                                              | 2046-03-20      | 3.5000%  | N/A     | $16368380.00       | $33707.25          | Agency Collateralized Mortgage Obligation |
| GNMA_20-16L                                               | 2047-01-20      | 4.5000%  | N/A     | $6880000.00        | $140839.49         | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                              | 2050-11-20      | 2.0000%  | N/A     | $146731776.00      | $9931723.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176E                                              | 2050-11-20      | 0.0000%  | N/A     | $52620032.00       | $678788.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181E                                              | 2049-03-20      | 0.4900%  | N/A     | $34196864.00       | $283002.91         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187A                                              | 2050-12-20      | 0.0000%  | N/A     | $61568640.00       | $107978.16         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187K                                              | 2050-12-20      | 0.4602%  | N/A     | $24127296.00       | $132407.27         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187L                                              | 2050-12-20      | 0.9602%  | N/A     | $19338304.00       | $107643.36         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189G                                              | 2050-12-20      | 0.0000%  | N/A     | $37291200.00       | $381216.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-3                                                 | 2062-02-16      | 0.6155%  | N/A     | $90575360.00       | $1670689.63        | Agency Collateralized Mortgage Obligation |
| GNMA_20-34G                                               | 2050-03-20      | 0.0000%  | N/A     | $169996288.00      | $113140.90         | Agency Collateralized Mortgage Obligation |
| GNMA_20-40                                                | 2062-01-16      | 0.8751%  | N/A     | $17000000.00       | $481740.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                                | 2062-07-16      | 1.0499%  | N/A     | $65512064.00       | $2041623.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61L                                               | 2050-05-20      | 5.0000%  | N/A     | $17101800.00       | $368807.19         | Agency Collateralized Mortgage Obligation |
| GNMA_20-63J                                               | 2038-04-20      | 3.5000%  | N/A     | $22360416.00       | $107106.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-63R                                               | 2043-08-20      | 0.2637%  | N/A     | $20955104.00       | $67598.61          | Agency Collateralized Mortgage Obligation |
| GNMA_20-7B                                                | 2050-01-20      | 3.5000%  | N/A     | $317333.00         | $22770.55          | Agency Collateralized Mortgage Obligation |
| GNMA_21-118A                                              | 2051-07-20      | 3.0000%  | N/A     | $22158080.00       | $2401551.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                               | 2062-10-16      | 0.9890%  | N/A     | $9350000.00        | $488340.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                              | 2051-09-20      | 2.5102%  | N/A     | $25000000.00       | $2329333.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                              | 2051-07-20      | 2.5102%  | N/A     | $17500000.00       | $1532820.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-159E                                              | 2051-09-20      | 3.0000%  | N/A     | $27651000.00       | $1808759.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160E                                              | 2051-09-20      | 0.0470%  | N/A     | $105852928.00      | $77544.33          | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                              | 2051-10-20      | 0.0000%  | N/A     | $44955000.00       | $51310.26          | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                              | 2051-10-20      | 0.0000%  | N/A     | $249999360.00      | $201806.98         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175P                                              | 2051-10-20      | 0.0470%  | N/A     | $38997824.00       | $488994.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193A                                              | 2051-11-20      | 0.0000%  | N/A     | $24985600.00       | $6864.29           | Agency Collateralized Mortgage Obligation |
| GNMA_21-193C                                              | 2051-11-20      | 0.0000%  | N/A     | $99991552.00       | $16950.19          | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                              | 2051-11-20      | 0.0500%  | N/A     | $74747904.00       | $58302.25          | Agency Collateralized Mortgage Obligation |
| GNMA_21-194F                                              | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $188314.57         | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                               | 2063-08-16      | 1.2050%  | N/A     | $6000000.00        | $489264.63         | Agency Collateralized Mortgage Obligation |
| GNMA_21-1G                                                | 2050-05-20      | 3.0000%  | N/A     | $5947500.00        | $175736.53         | Agency Collateralized Mortgage Obligation |
| GNMA_21-211                                               | 2063-01-16      | 0.9696%  | N/A     | $6800000.00        | $434558.50         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213E                                              | 2051-12-20      | 0.0500%  | N/A     | $235741184.00      | $218409.91         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                              | 2051-12-20      | 0.0000%  | N/A     | $334389248.00      | $118222.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                              | 2051-12-20      | 3.5000%  | N/A     | $32966720.00       | $9335163.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30F                                               | 2051-02-20      | 2.5000%  | N/A     | $4858500.00        | $647097.89         | Agency Collateralized Mortgage Obligation |
| GNMA_21-46A                                               | 2051-03-20      | 0.0000%  | N/A     | $8519824.00        | $9393.12           | Agency Collateralized Mortgage Obligation |
| GNMA_21-71                                                | 2062-10-16      | 0.8641%  | N/A     | $8200000.00        | $449527.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77E                                               | 2051-05-20      | 0.0000%  | N/A     | $32216832.00       | $157404.62         | Agency Collateralized Mortgage Obligation |
| GNMA_21-89                                                | 2051-05-20      | 0.0000%  | N/A     | $7000000.00        | $121907.67         | Agency Collateralized Mortgage Obligation |
| GNMA_21-8S                                                | 2051-01-20      | 2.0000%  | N/A     | $2295000.00        | $126940.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5725626.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2050-10-20      | 3.0000%  | N/A     | $30072832.00       | $1070702.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                               | 2051-06-20      | 0.0970%  | N/A     | $12000000.00       | $226814.86         | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                              | 2052-06-20      | 0.0000%  | N/A     | $84983808.00       | $13570.95          | Agency Collateralized Mortgage Obligation |
| GNMA_22-120B                                              | 2052-07-20      | 0.0000%  | N/A     | $50000000.00       | $324746.03         | Agency Collateralized Mortgage Obligation |
| GNMA_22-120D                                              | 2052-07-20      | 2.3770%  | N/A     | $30500000.00       | $2108289.37        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120F                                              | 2044-10-20      | 5.0000%  | N/A     | $5795344.00        | $117394.04         | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                              | 2052-08-20      | 0.0500%  | N/A     | $30000000.00       | $44603.90          | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                              | 2052-09-20      | 0.0500%  | N/A     | $100000000.00      | $129541.89         | Agency Collateralized Mortgage Obligation |
| GNMA_22-161B                                              | 2052-09-20      | 1.6970%  | N/A     | $85500000.00       | $2070874.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-163                                               | 2064-07-16      | 0.4328%  | N/A     | $175000000.00      | $6890637.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-174                                               | 2051-12-20      | 3.0000%  | N/A     | $24522048.00       | $21851905.37       | Agency Collateralized Mortgage Obligation |
| GNMA_22-189A                                              | 2052-11-20      | 0.0500%  | N/A     | $117633024.00      | $112942.15         | Agency Collateralized Mortgage Obligation |
| GNMA_22-189C                                              | 2052-11-20      | 0.0500%  | N/A     | $49995776.00       | $26706.19          | Agency Collateralized Mortgage Obligation |
| GNMA_22-1A                                                | 2052-01-20      | 0.0000%  | N/A     | $143228928.00      | $42286.58          | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                                | 2052-01-20      | 0.0000%  | N/A     | $174129152.00      | $79762.76          | Agency Collateralized Mortgage Obligation |
| GNMA_22-2                                                 | 2062-04-16      | 0.8171%  | N/A     | $375000000.00      | $17980178.71       | Agency Collateralized Mortgage Obligation |
| GNMA_22-208A                                              | 2052-12-20      | 0.1000%  | N/A     | $24997888.00       | $18023.07          | Agency Collateralized Mortgage Obligation |
| GNMA_22-212B                                              | 2052-12-20      | 5.0000%  | N/A     | $16308704.00       | $19016044.38       | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                              | 2065-07-16      | 0.7501%  | N/A     | $3066000.00        | $168187.68         | Agency Collateralized Mortgage Obligation |
| GNMA_22-217                                               | 2064-06-16      | 0.7355%  | N/A     | $150000000.00      | $8333767.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22C                                               | 2052-02-20      | 0.0000%  | N/A     | $49987584.00       | $13411.74          | Agency Collateralized Mortgage Obligation |
| GNMA_22-22H                                               | 2051-09-20      | 3.5000%  | N/A     | $10000000.00       | $5750107.82        | Agency Collateralized Mortgage Obligation |
| GNMA_22-45G                                               | 2052-03-20      | 0.0000%  | N/A     | $29999104.00       | $8791.32           | Agency Collateralized Mortgage Obligation |
| GNMA_22-45K                                               | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $469507.87         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63J                                               | 2052-04-20      | 0.0970%  | N/A     | $16525696.00       | $209499.90         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63R                                               | 2050-03-20      | 0.6470%  | N/A     | $25000000.00       | $465143.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                               | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $40263.07          | Agency Collateralized Mortgage Obligation |
| GNMA_22-81P                                               | 2048-03-20      | 5.5000%  | N/A     | $46903424.00       | $3459154.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-101D                                              | 2051-01-20      | 0.0000%  | N/A     | $1170000.00        | $641440.78         | Agency Collateralized Mortgage Obligation |
| GNMA_23-115J                                              | 2053-08-20      | 2.8970%  | N/A     | $32691776.00       | $1188017.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                              | 2053-09-20      | 5.5000%  | N/A     | $8815504.00        | $10321939.10       | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                              | 2053-09-20      | 1.9970%  | N/A     | $10000000.00       | $241751.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                              | 2053-09-20      | 6.0000%  | N/A     | $13543456.00       | $16376070.85       | Agency Collateralized Mortgage Obligation |
| GNMA_23-133H                                              | 2053-09-20      | 1.8970%  | N/A     | $115921152.00      | $4238315.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133L                                              | 2053-09-20      | 1.9970%  | N/A     | $25514784.00       | $1085017.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149A                                              | 2053-10-20      | 0.0500%  | N/A     | $49995776.00       | $25582.84          | Agency Collateralized Mortgage Obligation |
| GNMA_23-149B                                              | 2053-07-20      | 1.9970%  | N/A     | $71201536.00       | $2771538.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                              | 2053-10-20      | 1.9070%  | N/A     | $50396544.00       | $2054775.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-158B                                              | 2065-06-16      | 0.7627%  | N/A     | $100000000.00      | $5994257.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166D                                              | 2053-11-20      | 1.7970%  | N/A     | $50000000.00       | $564505.78         | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                              | 2053-11-20      | 2.6970%  | N/A     | $50000000.00       | $1261776.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173L                                              | 2053-11-20      | 1.7970%  | N/A     | $56784640.00       | $2500339.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182B                                              | 2053-12-20      | 1.9470%  | N/A     | $25000000.00       | $1224002.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                              | 2053-12-20      | 1.9970%  | N/A     | $74014208.00       | $1179189.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                              | 2053-12-20      | 1.9970%  | N/A     | $27777760.00       | $743036.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182E                                              | 2053-12-20      | 1.9970%  | N/A     | $30000000.00       | $1263453.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189F                                              | 2053-12-20      | 2.0970%  | N/A     | $100000000.00      | $1360278.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1B                                                | 2053-01-20      | 6.0000%  | N/A     | $729614.00         | $72380.05          | Agency Collateralized Mortgage Obligation |
| GNMA_23-20E                                               | 2053-02-20      | 0.0500%  | N/A     | $112956160.00      | $122008.98         | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                               | 2053-02-20      | 0.1100%  | N/A     | $5000000.00        | $7806.76           | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                               | 2053-02-20      | 0.0600%  | N/A     | $135438336.00      | $118660.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-27                                                | 2064-07-16      | 1.0021%  | N/A     | $200000000.00      | $13812996.84       | Agency Collateralized Mortgage Obligation |
| GNMA_23-53D                                               | 2053-04-20      | 0.0500%  | N/A     | $96972800.00       | $67437.57          | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                               | 2053-04-20      | 0.0500%  | N/A     | $101780800.00      | $109775.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A                                               | 2053-05-20      | 1.7970%  | N/A     | $60452480.00       | $1848881.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63H                                               | 2053-05-20      | 0.0500%  | N/A     | $122572800.00      | $113923.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-67K                                               | 2053-05-20      | 2.3970%  | N/A     | $30000000.00       | $1286832.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-80C                                               | 2053-06-20      | 6.0000%  | N/A     | $2142320.00        | $2613170.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-99C                                               | 2053-07-20      | 2.3470%  | N/A     | $33599488.00       | $1613479.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108B                                              | 2054-07-20      | 2.2970%  | N/A     | $75000000.00       | $3950598.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108G                                              | 2054-07-20      | 2.1470%  | N/A     | $50000000.00       | $2557287.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                              | 2054-07-20      | 0.1000%  | N/A     | $42396224.00       | $99749.01          | Agency Collateralized Mortgage Obligation |
| GNMA_24-125C                                              | 2054-08-20      | 2.9470%  | N/A     | $45220096.00       | $1565913.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125D                                              | 2064-08-20      | 1.4470%  | N/A     | $75000000.00       | $909543.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-146A                                              | 2054-09-20      | 1.6470%  | N/A     | $50000000.00       | $2529288.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146H                                              | 2054-09-20      | 0.9970%  | N/A     | $60000000.00       | $1702539.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146J                                              | 2064-09-20      | 2.2970%  | N/A     | $65730048.00       | $1279452.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146N                                              | 2054-09-20      | 2.2970%  | N/A     | $101984896.00      | $3538022.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-153                                               | 2066-12-16      | 0.9234%  | N/A     | $150000000.00      | $11518240.75       | Agency Collateralized Mortgage Obligation |
| GNMA_24-160D                                              | 2062-09-20      | 1.6170%  | N/A     | $26326208.00       | $280197.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160G                                              | 2064-10-20      | 1.8470%  | N/A     | $50441600.00       | $1039405.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160K                                              | 2054-10-20      | 1.0470%  | N/A     | $30000000.00       | $1303257.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160M                                              | 2054-10-20      | 4.5000%  | N/A     | $389001.00         | $347535.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160M                                              | 2054-10-20      | 2.3470%  | N/A     | $22760960.00       | $1686707.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160N                                              | 2053-12-20      | 1.7470%  | N/A     | $150000000.00      | $2403392.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                              | 2054-10-20      | 1.7970%  | N/A     | $139555328.00      | $6419826.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181A                                              | 2054-11-20      | 0.9970%  | N/A     | $100000000.00      | $2690349.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181D                                              | 2054-11-20      | 1.5470%  | N/A     | $50000000.00       | $1867068.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181J                                              | 2045-02-20      | 1.2970%  | N/A     | $60061312.00       | $672265.29         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181L                                              | 2054-11-20      | 3.3970%  | N/A     | $33871600.00       | $1079140.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181U                                              | 2054-11-20      | 0.8970%  | N/A     | $70000000.00       | $1271404.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196B                                              | 2054-12-20      | 1.5470%  | N/A     | $100000000.00      | $3790498.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196C                                              | 2054-12-20      | 1.5970%  | N/A     | $50000000.00       | $753485.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-196D                                              | 2064-10-20      | 1.7470%  | N/A     | $121094656.00      | $2243963.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196G                                              | 2054-12-20      | 0.8970%  | N/A     | $50000000.00       | $963794.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-196K                                              | 2054-02-20      | 0.1000%  | N/A     | $32644360.00       | $40451.79          | Agency Collateralized Mortgage Obligation |
| GNMA_24-196L                                              | 2054-12-20      | 2.9470%  | N/A     | $45988544.00       | $1408258.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19B                                               | 2054-02-20      | 3.2470%  | N/A     | $55696240.00       | $2957943.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                               | 2054-02-20      | 3.2970%  | N/A     | $25000000.00       | $1842133.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19N                                               | 2064-02-20      | 2.1970%  | N/A     | $75000000.00       | $904801.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1Q                                                | 2054-01-20      | 2.0470%  | N/A     | $50000000.00       | $2531230.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201F                                              | 2054-12-20      | 2.8470%  | N/A     | $114668288.00      | $6005323.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                               | 2054-02-20      | 1.4970%  | N/A     | $56000000.00       | $1912439.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                               | 2054-02-20      | 2.0270%  | N/A     | $70000000.00       | $2717879.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44C                                               | 2064-03-20      | 1.6170%  | N/A     | $75000000.00       | $902441.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44E                                               | 2054-03-20      | 1.5970%  | N/A     | $95000000.00       | $2242147.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                               | 2054-03-20      | 1.4970%  | N/A     | $170000000.00      | $5345938.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-52                                                | 2066-02-16      | 0.4335%  | N/A     | $100000000.00      | $4906407.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                               | 2054-04-20      | 0.1250%  | N/A     | $46006000.00       | $25174569.98       | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                                | 2054-01-20      | 6.0000%  | N/A     | $11347152.00       | $965590.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-60A                                               | 2054-04-20      | 6.0000%  | N/A     | $9871260.00        | $11495258.61       | Agency Collateralized Mortgage Obligation |
| GNMA_24-78A                                               | 2054-02-20      | 1.4970%  | N/A     | $20000000.00       | $302606.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78B                                               | 2064-04-20      | 2.2470%  | N/A     | $50000000.00       | $704273.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 0.0500%  | N/A     | $14286848.00       | $13664.86          | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 1.5470%  | N/A     | $71627520.00       | $2534457.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 0.1000%  | N/A     | $44600000.00       | $67190.26          | Agency Collateralized Mortgage Obligation |
| GNMA_24-78J                                               | 2054-05-20      | 3.4470%  | N/A     | $47100928.00       | $3631140.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78K                                               | 2054-05-20      | 1.6470%  | N/A     | $50000000.00       | $1941265.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84H                                               | 2054-05-20      | 3.4970%  | N/A     | $87638272.00       | $7374249.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-88A                                               | 2065-07-16      | 0.8506%  | N/A     | $50471440.00       | $3406969.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-88B                                               | 2066-02-16      | 0.7703%  | N/A     | $75000000.00       | $4025979.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.5470%  | N/A     | $100000000.00      | $1146807.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.4970%  | N/A     | $100000000.00      | $1119172.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95H                                               | 2054-06-20      | 1.6970%  | N/A     | $50000000.00       | $579779.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95J                                               | 2064-05-20      | 2.3970%  | N/A     | $57500736.00       | $1206134.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L                                               | 2054-06-20      | 0.1000%  | N/A     | $26400640.00       | $84934.86          | Agency Collateralized Mortgage Obligation |
| GNMA_24-95N                                               | 2064-05-20      | 1.6970%  | N/A     | $65351680.00       | $1354772.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97K                                               | 2054-06-20      | 3.5970%  | N/A     | $39628160.00       | $3079695.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114A                                              | 2055-07-20      | 5.5000%  | N/A     | $2885644.00        | $3036216.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114C                                              | 2055-07-20      | 5.0000%  | N/A     | $1156576.00        | $1161464.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114E                                              | 2065-07-20      | 2.2470%  | N/A     | $62648832.00       | $1932507.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                              | 2055-07-20      | 1.4770%  | N/A     | $152733440.00      | $6411305.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                              | 2055-07-20      | 1.4470%  | N/A     | $170547712.00      | $5996906.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114L                                              | 2055-07-20      | 2.1470%  | N/A     | $58519104.00       | $3124180.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122H                                              | 2055-07-20      | 6.0000%  | N/A     | $8000000.00        | $7476891.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131A                                              | 2055-08-20      | 0.7970%  | N/A     | $307000000.00      | $6316043.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131E                                              | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2475311.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8192%  | N/A     | $31375392.00       | $2613440.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2051-07-20      | 6.0000%  | N/A     | $20183328.00       | $2386220.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8192%  | N/A     | $58624576.00       | $3978092.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 1.5970%  | N/A     | $20000000.00       | $929921.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 3.4470%  | N/A     | $27281160.00       | $2740409.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8470%  | N/A     | $2102784.00        | $240028.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131S                                              | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1425064.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131V                                              | 2055-08-20      | 0.6970%  | N/A     | $80000000.00       | $1568747.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-145                                               | 2067-05-16      | 0.5938%  | N/A     | $91400000.00       | $5704579.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150B                                              | 2051-07-20      | 6.0000%  | N/A     | $23362496.00       | $2819760.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150E                                              | 2055-09-20      | 4.5000%  | N/A     | $1200546.00        | $1079017.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150E                                              | 2055-09-20      | 0.6470%  | N/A     | $1500000000.00     | $36043625.95       | Agency Collateralized Mortgage Obligation |
| GNMA_25-150H                                              | 2055-09-20      | 3.4970%  | N/A     | $85000000.00       | $8951495.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168L                                              | 2065-10-20      | 1.7470%  | N/A     | $285213184.00      | $11120570.65       | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.2970%  | N/A     | $79452800.00       | $5284433.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.2970%  | N/A     | $78143744.00       | $7563903.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174E                                              | 2055-10-20      | 1.6970%  | N/A     | $50000000.00       | $1814198.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174F                                              | 2055-10-20      | 0.9970%  | N/A     | $100000000.00      | $2928985.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174G                                              | 2054-05-20      | 5.5000%  | N/A     | $12782848.00       | $2315626.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-182                                               | 2068-01-16      | 0.8124%  | N/A     | $150000000.00      | $11675528.54       | Agency Collateralized Mortgage Obligation |
| GNMA_25-188A                                              | 2055-11-20      | 5.0000%  | N/A     | $12317328.00       | $11626061.56       | Agency Collateralized Mortgage Obligation |
| GNMA_25-190D                                              | 2055-11-20      | 2.9970%  | N/A     | $120330000.00      | $6643838.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190J                                              | 2051-06-20      | 5.0000%  | N/A     | $38654208.00       | $31901455.10       | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                                | 2055-01-20      | 1.4970%  | N/A     | $41396720.00       | $930667.86         | Agency Collateralized Mortgage Obligation |
| GNMA_25-205B                                              | 2055-12-20      | 4.5000%  | N/A     | $9415520.00        | $9019458.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2055-02-20      | 0.5470%  | N/A     | $500000000.00      | $4242902.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2054-07-20      | 0.0500%  | N/A     | $99999744.00       | $44550.92          | Agency Collateralized Mortgage Obligation |
| GNMA_25-28B                                               | 2065-02-20      | 2.2470%  | N/A     | $141569024.00      | $3195362.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28E                                               | 2055-02-20      | 2.8470%  | N/A     | $35000000.00       | $1003663.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28J                                               | 2053-11-20      | 1.3970%  | N/A     | $51000000.00       | $2094419.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28K                                               | 2054-07-20      | 2.2470%  | N/A     | $56367120.00       | $1710215.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28M                                               | 2054-04-20      | 0.1000%  | N/A     | $56995712.00       | $63236.52          | Agency Collateralized Mortgage Obligation |
| GNMA_25-2C                                                | 2055-01-20      | 1.4970%  | N/A     | $109573376.00      | $2009228.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2F                                                | 2055-01-20      | 1.5470%  | N/A     | $40000000.00       | $1532552.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                | 2055-01-20      | 1.5470%  | N/A     | $50000000.00       | $714503.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2P                                                | 2055-01-20      | 2.8970%  | N/A     | $200000000.00      | $7058069.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39A                                               | 2065-02-20      | 0.1500%  | N/A     | $104712064.00      | $469389.93         | Agency Collateralized Mortgage Obligation |
| GNMA_25-39K                                               | 2053-02-20      | 5.0000%  | N/A     | $1427110.00        | $142378.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-39P                                               | 2055-02-20      | 0.1156%  | N/A     | $36494912.00       | $163404.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                               | 2055-03-20      | 5.0000%  | N/A     | $21840448.00       | $21589462.21       | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                               | 2055-03-20      | 2.0970%  | N/A     | $100000000.00      | $4669940.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62L                                               | 2055-04-20      | 2.7470%  | N/A     | $50000000.00       | $3705173.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-79A                                               | 2053-11-20      | 1.4970%  | N/A     | $50000000.00       | $1448120.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7H                                                | 2055-01-20      | 2.7470%  | N/A     | $84612480.00       | $5842593.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 1.4470%  | N/A     | $30000000.00       | $1226070.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 5.0000%  | N/A     | $74454144.00       | $74069642.49       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83E                                               | 2055-05-20      | 1.3970%  | N/A     | $135000000.00      | $3768520.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83K                                               | 2055-05-20      | 0.4970%  | N/A     | $200000000.00      | $2013628.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98D                                               | 2053-01-20      | 1.3970%  | N/A     | $42105680.00       | $1133728.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                               | 2055-06-20      | 0.0500%  | N/A     | $25665536.00       | $23567.95          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                               | 2055-05-20      | 2.0970%  | N/A     | $32891328.00       | $1726726.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98P                                               | 2065-06-20      | 1.4970%  | N/A     | $55000000.00       | $1301770.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-21                                                | 2068-01-16      | 0.0000%  | N/A     | $150000000.00      | $11845350.00       | Agency Collateralized Mortgage Obligation |
| GNMA_26-21                                                | 2068-01-16      | 0.0000%  | N/A     | $4276999.00        | $3944445.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5C                                                | 2056-01-20      | 1.8216%  | N/A     | $70142592.00       | $4681807.40        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5D                                                | 2056-01-20      | 0.5116%  | N/A     | $100000000.00      | $2614810.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5G                                                | 2056-01-20      | 4.5000%  | N/A     | $2696324.00        | $2269628.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5H                                                | 2055-12-20      | 5.5000%  | N/A     | $87399040.00       | $87104378.99       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5H                                                | 2056-01-20      | 5.5000%  | N/A     | $5227112.00        | $5209483.86        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5K                                                | 2056-01-20      | 4.0000%  | N/A     | $12896512.00       | $12682922.84       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                                | 2055-12-20      | 1.9933%  | N/A     | $49000000.00       | $3291560.30        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                                | 2055-12-20      | 4.5000%  | N/A     | $19900576.00       | $19705789.16       | Agency Collateralized Mortgage Obligation |
| GNMA_41-97K                                               | 2054-12-20      | 2.3470%  | N/A     | $100000000.00      | $5616692.82        | Agency Collateralized Mortgage Obligation |
| GNR_21-19                                                 | 2051-01-20      | 0.0000%  | N/A     | $8691216.00        | $100924.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2058-05-16      | 0.7963%  | N/A     | $85872384.00       | $705777.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2060-04-16      | 0.6577%  | N/A     | $90340096.00       | $988650.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2057-01-16      | 0.5948%  | N/A     | $21924000.00       | $103159.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.5970%  | N/A     | $114434080.00      | $1147789.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.6908%  | N/A     | $117551616.00      | $1236768.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-07-16      | 0.7055%  | N/A     | $120451200.00      | $1047074.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNR_16-35         | 2058-03-16      | 0.7393%  | N/A     | $55340544.00       | $278617.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-109      | 2043-11-16      | 0.0000%  | N/A     | $212992000.00      | $17844.55          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75       | 2033-09-20      | 5.5000%  | N/A     | $9000000.00        | $1987695.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-106      | 2040-08-20      | 4.7500%  | N/A     | $51993088.00       | $8628629.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-115      | 2040-09-20      | 1.6102%  | N/A     | $106421600.00      | $360946.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-132      | 2052-11-16      | 0.4050%  | N/A     | $151298048.00      | $92383.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-51       | 2041-04-20      | 2.8102%  | N/A     | $25000000.00       | $87917.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79       | 2053-03-16      | 0.3970%  | N/A     | $5758976.00        | $5696.82           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-78       | 2054-10-16      | 0.2846%  | N/A     | $109549056.00      | $257133.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-96       | 2054-10-16      | 0.0509%  | N/A     | $158089216.00      | $38362.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6        | 2044-04-20      | 1.7602%  | N/A     | $18889000.00       | $124926.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-138      | 2059-10-16      | 0.6384%  | N/A     | $88723072.00       | $1163759.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-119      | 2060-05-16      | 0.6833%  | N/A     | $25344320.00       | $215102.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-7        | 2048-01-20      | 1.9102%  | N/A     | $15961824.00       | $418767.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173      | 2050-11-20      | 2.5000%  | N/A     | $64143200.00       | $5353334.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-5        | 2056-01-20      | 5.5000%  | N/A     | $32000000.00       | $31898001.78       | Agency Collateralized Mortgage Obligation |
| SLST_SL-203                                               | 2060-04-26      | 6.5000%  | N/A     | $100425088.00      | $84957426.35       | Agency Collateralized Mortgage Obligation |

### Security 148: 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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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? 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 | 2031-11-15      | 0.0000%  | N/A     | $285900.80         | $227243.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $200.00            | $67.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $9.41              | $4.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $150000000.00      | $151663102.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $124576600.00      | $203294763.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $67454500.00       | $68551203.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $256561200.00      | $258079461.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $200.00            | $78.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $1.76              | $1.32              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $4932100.00        | $6684037.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $49.92             | $32.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $13.93             | $3.73              | U.S. Treasuries (including strips) |

### 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: BYDY74LU2
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 SF MB0148 M | 2055-01-20      | 6.0000%  | N/A     | $258409001.00      | $173400000.02      | Agency Mortgage-Backed Securities |

### Security 150: 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: BYDY74LV0
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2027-08-31      | 0.5000%  | N/A     | $224073500.00      | $214200025.60      | U.S. Treasuries (including strips) |

### 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: BYDY74LX6
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 7/8 TRIN A 29 | 2029-01-15      | 0.8750%  | N/A     | $900.00            | $1149.70           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31 | 2031-07-31      | 4.1250%  | N/A     | $77007900.00       | $79558856.58       | U.S. Treasuries (including strips) |

### Security 152: 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: BYDY74LZ1
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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     | $99999800.00       | $146796.62         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 2.3102%  | N/A     | $67574912.00       | $1714664.88        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662848.00       | $3417999.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4327137.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3609912.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080352.00       | $262455.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $8893002.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6714443.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6064949.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213278.00       | $120948.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3052031.66        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130976.00       | $1170153.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333312.00       | $2749195.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864960.00       | $1598338.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156C                                         | 2051-09-20      | 2.5102%  | N/A     | $74307200.00       | $4440839.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516352.00       | $4967581.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014688.00       | $2012421.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2614856.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1957214.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876736.00       | $4276853.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381600.00       | $1497339.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4626157.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2222614.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $26745200.00       | $2264269.01        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2580725.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1688656.25        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $4912066.90        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                         | 2052-08-20      | 2.2970%  | N/A     | $40000000.00       | $2686290.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 2.3470%  | N/A     | $30008128.00       | $1335109.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-204F                                         | 2052-04-20      | 3.5000%  | N/A     | $70346368.00       | $7412429.45        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927295.00       | $4553563.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                          | 2053-04-20      | 2.4970%  | N/A     | $56262272.00       | $3867727.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $49999994.00       | $7745353.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 2.3470%  | N/A     | $14105888.00       | $1067442.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.8970%  | N/A     | $14883072.00       | $1295985.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 2.9470%  | N/A     | $30100000.00       | $2945939.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                         | 2054-08-20      | 2.2970%  | N/A     | $62421376.00       | $4239710.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 2.9470%  | N/A     | $25100000.00       | $2312598.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 2.9470%  | N/A     | $40000000.00       | $4256843.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.4970%  | N/A     | $70476160.00       | $4140404.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.4970%  | N/A     | $40000000.00       | $2739413.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146G                                         | 2054-09-20      | 1.6270%  | N/A     | $18500000.00       | $785817.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.9970%  | N/A     | $37500000.00       | $3290520.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                         | 2054-09-20      | 2.4470%  | N/A     | $53191488.00       | $3217041.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 2.3370%  | N/A     | $65671840.00       | $3831903.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                           | 2054-01-20      | 2.0970%  | N/A     | $90448512.00       | $2292749.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 2.3470%  | N/A     | $64600000.00       | $4791759.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 1.6170%  | N/A     | $75000000.00       | $1820314.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 2.9470%  | N/A     | $118750000.00      | $9015990.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 1.5970%  | N/A     | $50000000.00       | $1844447.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 2.1470%  | N/A     | $24679500.00       | $1051616.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 3.4470%  | N/A     | $60000000.00       | $2260076.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 2.1970%  | N/A     | $25000000.00       | $1119774.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 1.4470%  | N/A     | $50000000.00       | $1167028.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 3.5470%  | N/A     | $42086464.00       | $3113991.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 2.1970%  | N/A     | $76237056.00       | $4125757.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                         | 2055-09-20      | 2.3470%  | N/A     | $50000000.00       | $4232764.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 2.2170%  | N/A     | $70000000.00       | $6292933.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 2.2670%  | N/A     | $40790400.00       | $2496332.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.2570%  | N/A     | $27259840.00       | $2802592.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 2.2470%  | N/A     | $112615040.00      | $8705034.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.2470%  | N/A     | $26019712.00       | $2285407.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.2470%  | N/A     | $41952576.00       | $4161309.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.8970%  | N/A     | $8719664.00        | $535605.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 2.0970%  | N/A     | $18000000.00       | $1213930.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84G                                          | 2055-05-20      | 1.3970%  | N/A     | $70000000.00       | $3134678.38        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10J                                          | 2056-01-20      | 5.5000%  | N/A     | $27619552.00       | $4262761.76        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                           | 2056-01-20      | 6.0000%  | N/A     | $19214272.00       | $2584441.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4C                                           | 2056-01-20      | 1.9449%  | N/A     | $76280576.00       | $4996853.63        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4K                                           | 2056-01-20      | 1.3970%  | N/A     | $100000000.00      | $3788805.56        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8H                                           | 2056-01-20      | 1.9970%  | N/A     | $62788880.00       | $3488093.21        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 2.2970%  | N/A     | $75000000.00       | $5480985.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148499989.00      | $230562.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3625679.01        | Agency Collateralized Mortgage Obligation |

### Security 153: 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: BYDY74M07
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2028-09-30      | 4.6250%  | N/A     | $400.00            | $416.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $10631700.00       | $10015532.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $592100.00         | $580298.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $7189500.00        | $7265951.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $26943600.00       | $24907800.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $1000000.00        | $1011270.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $510900.00         | $515790.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | N/A     | $12452000.00       | $12366454.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $268200.00         | $266179.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $71679800.00       | $74349597.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $19000000.00       | $25089013.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | N/A     | $9974000.00        | $9642464.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $6780300.00        | $6879367.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $4280800.00        | $4316098.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $6368200.00        | $6318349.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $3061100.00        | $3135458.78        | U.S. Treasuries (including strips) |

### Security 154: 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:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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? 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      | 0.4155%  | N/A     | $68497124.00       | $152914.71         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.1547%  | N/A     | $76718426.00       | $387799.13         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.3130%  | N/A     | $143846917.00      | $349472.38         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 2.2082%  | N/A     | $2000000.00        | $554.15            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.2782%  | N/A     | $21428571.00       | $343044.51         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.6282%  | N/A     | $5000000.00        | $1656.49           | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.7282%  | N/A     | $22372053.00       | $458372.09         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.3282%  | N/A     | $20500000.00       | $522388.20         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.2782%  | N/A     | $77000000.00       | $505717.14         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.3782%  | N/A     | $50000000.00       | $279437.97         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.5852%  | N/A     | $22473927.00       | $63568.63          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.1782%  | N/A     | $26456473.00       | $70839.66          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.6782%  | N/A     | $4814646.00        | $34729.94          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.1282%  | N/A     | $50000000.00       | $266835.62         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.1282%  | N/A     | $103816691.00      | $500230.94         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.3282%  | N/A     | $21176438.00       | $360145.59         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $11710.65          | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7153.07           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $58769.23          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $41571.12          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $102085.71         | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2579.37           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12757.44          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $16430.19          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 1.7426%  | N/A     | $14260417.00       | $1219288.30        | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $23571.57          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 2.1782%  | N/A     | $58554444.00       | $4924957.37        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $38852.00          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5597%  | N/A     | $2624331.00        | $359385.19         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $308610.55         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $275467.77         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $759003.93         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $56812.51          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $25054.71          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $531948.03         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $470733.50         | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $569997.54         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1969464.26        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $659517.32         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $571301.00         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $200337.65         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $255949.45         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $241065.91         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3244008.06        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4555%  | N/A     | $7800000.00        | $1928617.31        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0968%  | N/A     | $23700000.00       | $3706198.51        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 4.0266%  | N/A     | $30000000.00       | $10635141.28       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8914%  | N/A     | $25000000.00       | $1607716.55        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7347%  | N/A     | $10500000.00       | $1081037.13        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2561044.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 2.9643%  | N/A     | $24717000.00       | $3784.88           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1066%  | N/A     | $1916000.00        | $17035.09          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0418%  | N/A     | $13000000.00       | $479567.57         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-076       A-2    20280425 3.90000 | 2028-04-25      | 3.9000%  | N/A     | $11675000.00       | $11721707.79       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-084       A-2    20281025 FLT     | 2028-10-25      | 3.7800%  | N/A     | $15500000.00       | $15508974.50       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-087       A-2    20281225 3.77100 | 2028-12-25      | 3.7710%  | N/A     | $14000000.00       | $13590558.71       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.90300 | 2029-06-25      | 2.9030%  | N/A     | $41717000.00       | $40479028.33       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0186%  | N/A     | $17926832.00       | $1175893.78        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9184%  | N/A     | $34625000.00       | $2550699.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5842%  | N/A     | $65000000.00       | $3461243.17        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3826%  | N/A     | $20000000.00       | $2510097.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3742%  | N/A     | $9600000.00        | $1214592.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9752%  | N/A     | $108643404.00      | $12751118.67       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6296%  | N/A     | $9700000.00        | $1045546.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7803%  | N/A     | $13400000.00       | $1622789.66        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0962%  | N/A     | $13487621.00       | $1942880.56        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9466%  | N/A     | $20902000.00       | $2876671.92        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9796%  | N/A     | $4493000.00        | $655597.21         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1396%  | N/A     | $7000000.00        | $1113449.10        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1462%  | N/A     | $5300000.00        | $1176011.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4351%  | N/A     | $15000000.00       | $3577001.04        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3342%  | N/A     | $9800000.00        | $2326827.92        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT     | 2033-01-25      | 4.3500%  | N/A     | $34085000.00       | $34325407.16       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1035%  | N/A     | $12000000.00       | $3409573.85        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5445453.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6736%  | N/A     | $15000000.00       | $5626401.30        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       A-2    20341225 FLT     | 2034-12-25      | 4.6600%  | N/A     | $49800000.00       | $50852168.82       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-174       A-2    20351025 FLT     | 2035-10-25      | 4.5300%  | N/A     | $49825000.00       | $50157091.95       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-175       A-2    20351025 FLT     | 2035-10-25      | 4.4200%  | N/A     | $1000000.00        | $997744.56         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-545       A-2    20300725 FLT     | 2030-07-25      | 4.2900%  | N/A     | $28000000.00       | $28346831.32       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-553       A-2    20301225 FLT     | 2030-12-25      | 4.0700%  | N/A     | $50000000.00       | $50127080.55       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9532%  | N/A     | $9500000.00        | $604151.88         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6911%  | N/A     | $14432000.00       | $1016789.57        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6147%  | N/A     | $5000000.00        | $1293009.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 3.9866%  | N/A     | $30000000.00       | $8319870.23        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F107      AS     20280327 FLT     | 2028-03-27      | 4.0366%  | N/A     | $17350000.00       | $8154468.03        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9650%  | N/A     | $7733000.00        | $826646.19         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6115%  | N/A     | $1625000.00        | $174776.42         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $41314000.00       | $41045005.70       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.4432%  | N/A     | $19940000.00       | $399949.63         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3572%  | N/A     | $324636000.00      | $9964553.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4373%  | N/A     | $373283616.00      | $11720261.17       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9424%  | N/A     | $500000.00         | $463128.45         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3607.20           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1011000.00        | $194289.74         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $193295.24         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        A-2    20281025 FLT     | 2028-10-25      | 4.0600%  | N/A     | $31500000.00       | $31743984.98       | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3141%  | N/A     | $4265750.00        | $255437.79         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $44556370.00       | $5591811.71        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $987207.86         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0485%  | N/A     | $124273360.00      | $2927130.08        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $269700.12         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.6146%  | N/A     | $6098639.00        | $766597.60         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.3227%  | N/A     | $63668669.00       | $3220089.21        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $65313.88          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $242527.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 2.4086%  | N/A     | $85000000.00       | $2673765.24        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.7623%  | N/A     | $18391622.00       | $3418793.72        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $579.30            | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.7623%  | N/A     | $7025000.00        | $1852666.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.6382%  | N/A     | $13150872.00       | $218524.25         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $15285.47          | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.3527%  | N/A     | $200000000.00      | $4581596.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.2882%  | N/A     | $120580856.00      | $1735191.25        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.3227%  | N/A     | $50000000.00       | $2571735.02        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $8654.11           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.3827%  | N/A     | $30000000.00       | $1311232.67        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.8118%  | N/A     | $7000000.00        | $5081.88           | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 2.0982%  | N/A     | $41331973.00       | $740995.44         | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.6027%  | N/A     | $30000000.00       | $1473591.30        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $54315.15          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1739.12           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.7682%  | N/A     | $104663303.00      | $1080649.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $965028.19         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.4382%  | N/A     | $58135875.00       | $1131839.19        | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10332.62          | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $70123.30          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.2382%  | N/A     | $14507222.00       | $679923.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $29060.05          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.1882%  | N/A     | $10012996.00       | $619051.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 2.3382%  | N/A     | $19429077.00       | $1572835.15        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.8027%  | N/A     | $97987347.00       | $7379402.07        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8637.86           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.2882%  | N/A     | $176880174.00      | $2904041.16        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.2027%  | N/A     | $50000000.00       | $2948877.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.4527%  | N/A     | $100000000.00      | $3468797.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.3882%  | N/A     | $39003748.00       | $767838.63         | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $122296.69         | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.2552%  | N/A     | $49800000.00       | $722302.33         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.2882%  | N/A     | $48519741.00       | $1631157.31        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $422822.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $71346.51          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.2382%  | N/A     | $82285920.00       | $1078864.73        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SM R25F105                                   | 2055-12-25      | 1.2027%  | N/A     | $104372465.00      | $2723392.97        | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 2.3027%  | N/A     | $26210120.00       | $1567457.05        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $1785.69           | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 1.5527%  | N/A     | $172071737.00      | $3779469.20        | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.8527%  | N/A     | $153656187.00      | $7971871.39        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 11.9374% | N/A     | $18305750.00       | $629684.25         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.6382%  | N/A     | $135801587.00      | $3078.84           | Agency Collateralized Mortgage Obligation |
| FNRM CL004EZ R25F004                                   | 2050-11-25      | 2.5000%  | N/A     | $1375000.00        | $917121.14         | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5864276.71        | Agency Collateralized Mortgage Obligation |
| FNRM CL009KZ R06F009                                   | 2036-03-25      | 6.0000%  | N/A     | $5000000.00        | $489719.22         | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $698015.14         | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2490104.12        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $198242.54         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $208066.67         | Agency Collateralized Mortgage Obligation |
| FNRM CL045GZ R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $220000.00         | $95868.05          | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4410.06           | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $188004.15         | Agency Collateralized Mortgage Obligation |
| FNRM CL081UE R25F081                                   | 2055-10-25      | 5.0000%  | N/A     | $5104783.00        | $4288171.09        | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $658264.90         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $176519.85         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $231295.24         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $159504.56         | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7245363.28        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5564662.32        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $698241.81         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $10251750.37       | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1278580.93        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $69297.92          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $3810771.15        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2735626.36        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $35945000.00       | $6606392.26        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $26018759.95       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5501345.38        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.0473%  | N/A     | $20250000.00       | $16438368.98       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.1973% | N/A     | $12000000.00       | $13526328.37       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.4473% | N/A     | $11000000.00       | $12379100.90       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 9.9011%  | N/A     | $58664060.00       | $28299558.15       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.0366%  | N/A     | $70480000.00       | $52478961.88       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54410031.33       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4365354.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $77243320.83       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 9.9011%  | N/A     | $75693532.00       | $13173532.97       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 9.9011%  | N/A     | $62395000.00       | $28739215.22       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13936743.55       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 12.9011% | N/A     | $75910000.00       | $15314382.79       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 12.9011% | N/A     | $67165464.00       | $14774362.02       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 8.9011%  | N/A     | $19798253.00       | $5899828.21        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.0366% | N/A     | $76047000.00       | $13549504.68       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.0866%  | N/A     | $8048000.00        | $6960835.78        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1524%  | N/A     | $242892125.00      | $4864578.31        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.2736%  | N/A     | $44262383.00       | $27613482.98       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 2.0052%  | N/A     | $155000000.00      | $1603306.59        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.5697%  | N/A     | $145462875.00      | $3046591.52        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5600%  | N/A     | $72000000.00       | $1655365.43        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5532%  | N/A     | $101474124.00      | $2212673.51        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $208360.26         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 11.7149% | N/A     | $5886000.00        | $1902932.64        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $54855.77          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.5321%  | N/A     | $66534907.00       | $59523.75          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2970%  | N/A     | $243903642.00      | $408375.67         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.1400%  | N/A     | $168448788.00      | $386487.39         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.2320%  | N/A     | $79334227.00       | $386961.88         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $240610.01         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.7149% | N/A     | $33961065.00       | $15006098.55       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $148083821.00      | $250721.45         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $86737.60          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $256952913.00      | $285561.12         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $506026.01         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.4817%  | N/A     | $251299455.00      | $436162.75         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9443%  | N/A     | $62248000.00       | $23113615.93       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.6739%  | N/A     | $271423788.00      | $1922962.98        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.0984%  | N/A     | $623416713.00      | $8168059.63        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6810280.71        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 10.0863% | N/A     | $41272141.00       | $23937469.88       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9215%  | N/A     | $299054265.00      | $14669460.81       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12751017.41       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $1076135.34        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0000%  | N/A     | $89500000.00       | $2944555.87        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.3729%  | N/A     | $150000000.00      | $3740319.86        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6233%  | N/A     | $209249861.00      | $4579672.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 2.3081%  | N/A     | $128571429.00      | $322416.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.5602%  | N/A     | $142784000.00      | $430718.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.5902%  | N/A     | $2855000.00        | $7640.34           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.2902%  | N/A     | $167610000.00      | $459457.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SH                                       | 2042-07-16      | 2.2581%  | N/A     | $83772143.00       | $2591714.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ                                       | 2042-01-20      | 2.9602%  | N/A     | $22004881.00       | $1538.51           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.2102%  | N/A     | $132412992.00      | $183788.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.2102%  | N/A     | $41202319.00       | $101534.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.3081%  | N/A     | $57270053.00       | $728197.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.9581%  | N/A     | $30000000.00       | $271542.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.8102%  | N/A     | $57578855.00       | $546697.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3335%  | N/A     | $6195173.00        | $669308.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.8602%  | N/A     | $30081589.00       | $315740.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS                                        | 2049-03-20      | 2.2602%  | N/A     | $38282717.00       | $434286.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $111620.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.4102%  | N/A     | $75209809.00       | $4280701.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.4102%  | N/A     | $3328000.00        | $146804.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $557632.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $86211949.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $62131131.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $179551530.63      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.7030%  | N/A     | $20000000.00       | $13561194.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $3212.15           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FD                                       | 2053-06-20      | 4.6530%  | N/A     | $57620647.00       | $33285398.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $57694.50          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $5663.53           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 VS                                       | 2053-12-20      | 2.2470%  | N/A     | $53507514.00       | $1854619.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.0030%  | N/A     | $100000000.00      | $43751261.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.5102%  | N/A     | $132338141.00      | $15286933.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $297173.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 KS                                       | 2054-02-20      | 2.1470%  | N/A     | $30000000.00       | $1289107.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $41727.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 2.2602%  | N/A     | $32705658.00       | $2603286.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $927450.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $257.00            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $60796.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $148287.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22971.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.8970%  | N/A     | $50000000.00       | $1604813.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $42613.91          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.6470%  | N/A     | $67567336.00       | $2279985.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.8970%  | N/A     | $90000000.00       | $4876293.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $17280.16          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $30379.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $109170.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S                                        | 2054-08-20      | 2.2370%  | N/A     | $224379061.00      | $9106344.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2119.40           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS                                       | 2053-10-20      | 1.7670%  | N/A     | $250000000.00      | $5746382.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 4.8630%  | N/A     | $200000000.00      | $105177901.96      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.9470%  | N/A     | $80000000.00       | $5022128.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 2.9970%  | N/A     | $103667052.00      | $14275091.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.7470%  | N/A     | $50000000.00       | $2329162.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $24611.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IB                                       | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $12602.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $66630.87          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.2470%  | N/A     | $83109805.00       | $2967063.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $193543.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XC                                       | 2065-02-20      | 2.2470%  | N/A     | $300000000.00      | $7070352.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.4530%  | N/A     | $100000000.00      | $65515942.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.4330%  | N/A     | $100000000.00      | $65497346.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $31153.37          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $17691.03          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 1.6270%  | N/A     | $115000000.00      | $4324801.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 2.2470%  | N/A     | $33000000.00       | $1786870.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.2602%  | N/A     | $83969990.00       | $9483440.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 1.4470%  | N/A     | $150000000.00      | $4409591.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.5470%  | N/A     | $80000000.00       | $2510261.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 2.0470%  | N/A     | $20000000.00       | $1147060.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.5770%  | N/A     | $100000000.00      | $884519.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SA                                       | 2055-05-20      | 1.4970%  | N/A     | $50000000.00       | $1987866.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.4470%  | N/A     | $163449087.00      | $5122431.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.5770%  | N/A     | $200000000.00      | $1968943.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 2.1470%  | N/A     | $50000000.00       | $3002532.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.1730%  | N/A     | $100000000.00      | $98623171.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.4970%  | N/A     | $81770684.00       | $2176855.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.2170%  | N/A     | $100000000.00      | $6005320.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.2970%  | N/A     | $207707392.00      | $8552581.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC                                       | 2055-09-20      | 2.9470%  | N/A     | $57046000.00       | $4768978.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $21730010.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.6970%  | N/A     | $50000000.00       | $3015519.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP                                       | 2055-10-20      | 3.4970%  | N/A     | $46942333.00       | $5285198.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $24037318.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 FP                                       | 2055-12-20      | 4.4530%  | N/A     | $35328500.00       | $35317188.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SA                                       | 2055-12-20      | 0.4970%  | N/A     | $100000000.00      | $1758612.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SD                                       | 2055-06-20      | 0.5470%  | N/A     | $195824390.00      | $1740469.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TB                                       | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $179684.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TD                                       | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $108296.99         | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $17834.17          | Agency Collateralized Mortgage Obligation |

### Security 155: 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: BYDY74M15
- **C.18 - Value (incl. sponsor support):** $474000000.00
- **C.18.a - Value (excl. sponsor support):** $474000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | N/A     | $300.00            | $287.06            | U.S. Treasuries (including strips)        |
| 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | N/A     | $13111500.00       | $13018347.84       | U.S. Treasuries (including strips)        |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | N/A     | $5738200.00        | $5741228.25        | U.S. Treasuries (including strips)        |
| FERA 4899SB 09/25/44 | 2044-09-25      | 2.2882%  | N/A     | $42418596.00       | $1142002.53        | Agency Collateralized Mortgage Obligation |
| FERA 4950TA 03/25/48 | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $15733.04          | Agency Collateralized Mortgage Obligation |
| FERA 4950TB 09/25/48 | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $4887.37           | Agency Collateralized Mortgage Obligation |
| FERA 5097SD 04/25/51 | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $256685.78         | Agency Collateralized Mortgage Obligation |
| FERA 5098SD 04/25/51 | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $1855.72           | Agency Collateralized Mortgage Obligation |
| FERA 5138TA 09/25/47 | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16024.63          | Agency Collateralized Mortgage Obligation |
| FERA 5138TB 07/25/47 | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $18679.82          | Agency Collateralized Mortgage Obligation |
| FERA 5215SA 04/25/52 | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $53300.48          | Agency Collateralized Mortgage Obligation |
| FERA 5331SA 07/25/53 | 2053-07-25      | 2.3027%  | N/A     | $100000000.00      | $3694451.71        | Agency Collateralized Mortgage Obligation |
| FERA 5337IC 09/25/53 | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $21150.37          | Agency Collateralized Mortgage Obligation |
| FERA 5338SA 09/25/53 | 2053-09-25      | 2.2327%  | N/A     | $100000000.00      | $4021305.12        | Agency Collateralized Mortgage Obligation |
| FERA 5358BS 11/25/53 | 2053-11-25      | 2.7027%  | N/A     | $26923076.00       | $1175674.39        | Agency Collateralized Mortgage Obligation |
| FERA 5380IC 02/25/54 | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $148037.76         | Agency Collateralized Mortgage Obligation |
| FERA 5394SA 03/25/54 | 2054-03-25      | 3.3027%  | N/A     | $78809211.00       | $3233963.35        | Agency Collateralized Mortgage Obligation |
| FERA 5409DZ 05/25/54 | 2054-05-25      | 6.0000%  | N/A     | $10000000.00       | $11569781.22       | Agency Collateralized Mortgage Obligation |
| FERA 5412SA 05/25/54 | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $10906.71          | Agency Collateralized Mortgage Obligation |
| FERA 5422ST 10/25/49 | 2049-10-25      | 2.2382%  | N/A     | $30403981.00       | $2986464.39        | Agency Collateralized Mortgage Obligation |
| FERA 5436SB 07/25/54 | 2054-07-25      | 3.3527%  | N/A     | $87500000.00       | $4524610.95        | Agency Collateralized Mortgage Obligation |
| FERA 5444SC 08/25/54 | 2054-08-25      | 2.1827%  | N/A     | $110180020.00      | $4357463.85        | Agency Collateralized Mortgage Obligation |
| FERA 5489CZ 03/25/51 | 2051-03-25      | 1.2500%  | N/A     | $19580512.00       | $12394933.35       | Agency Collateralized Mortgage Obligation |
| FERA 5504IB 02/25/55 | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $50855.64          | Agency Collateralized Mortgage Obligation |
| FERA 5504SE 02/25/54 | 2054-02-25      | 2.7027%  | N/A     | $109076657.00      | $4690618.50        | Agency Collateralized Mortgage Obligation |
| FERA 5551SA 06/25/55 | 2055-06-25      | 2.7527%  | N/A     | $50000000.00       | $3773252.82        | Agency Collateralized Mortgage Obligation |
| FERA 5581TA 04/25/54 | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $52605.59          | Agency Collateralized Mortgage Obligation |
| FERA 5591SB 10/25/55 | 2055-10-25      | 2.3527%  | N/A     | $60000000.00       | $4086300.00        | Agency Collateralized Mortgage Obligation |
| FERM 4989MI 07/25/50 | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1506377.09        | Agency Collateralized Mortgage Obligation |
| FERM 5007IC 08/25/50 | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4445644.00        | Agency Collateralized Mortgage Obligation |
| FERM 5018IN 10/25/50 | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1519624.74        | Agency Collateralized Mortgage Obligation |
| FERM 5069ID 02/25/41 | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $700662.47         | Agency Collateralized Mortgage Obligation |
| FERM 5132PI 08/25/51 | 2051-08-25      | 3.0000%  | N/A     | $50000000.00       | $3789452.37        | Agency Collateralized Mortgage Obligation |
| FERM 5136IJ 02/25/51 | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3610757.93        | Agency Collateralized Mortgage Obligation |
| FERM 5138IB 02/25/50 | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3773889.03        | Agency Collateralized Mortgage Obligation |
| FERM 5171DI 12/25/51 | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3657451.37        | Agency Collateralized Mortgage Obligation |
| FERM 5171EI 12/25/51 | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5595654.05        | Agency Collateralized Mortgage Obligation |
| FERM 5181IL 01/25/52 | 2052-01-25      | 3.0000%  | N/A     | $47182927.00       | $4787074.66        | Agency Collateralized Mortgage Obligation |
| FERM 5192AI 11/25/51 | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2539018.68        | Agency Collateralized Mortgage Obligation |
| FERM 5297DI 03/25/53 | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1004976.49        | Agency Collateralized Mortgage Obligation |
| FERM 5352PO 11/25/53 | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $2834501.80        | Agency Collateralized Mortgage Obligation |
| FERM 5395PI 03/25/54 | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1735063.96        | Agency Collateralized Mortgage Obligation |
| FERM 5591PO 10/25/55 | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $17415582.23       | Agency Collateralized Mortgage Obligation |
| FERM 5602NI 11/25/52 | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1697110.46        | Agency Collateralized Mortgage Obligation |
| FERM 5630NI 06/25/55 | 2055-06-25      | 6.5000%  | N/A     | $7380270.00        | $1654605.69        | Agency Collateralized Mortgage Obligation |
| FTRA 5008IB 12/15/46 | 2046-12-15      | 2.1361%  | N/A     | $28367228.00       | $855809.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2003-41 DS      | 2033-05-20      | 3.9102%  | N/A     | $25000000.00       | $855.18            | Agency Collateralized Mortgage Obligation |
| GNRA 2010-026 QS     | 2040-02-20      | 2.4602%  | N/A     | $100000.00         | $388.76            | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS     | 2040-09-20      | 2.8202%  | N/A     | $43058548.00       | $650747.33         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA     | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1304.42           | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IB     | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2357.08           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-066 SB     | 2044-05-16      | 1.8081%  | N/A     | $90187500.00       | $350738.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-37 HS      | 2044-03-20      | 1.8202%  | N/A     | $90727657.00       | $508232.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-94 MI      | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $4564.75           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-001 S      | 2045-01-20      | 1.8102%  | N/A     | $65131833.00       | $590704.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-152 SI     | 2045-08-20      | 0.2102%  | N/A     | $26566916.00       | $22591.32          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-01 LS      | 2046-01-20      | 2.4102%  | N/A     | $64912745.00       | $1207208.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-33 DS      | 2046-03-20      | 2.3102%  | N/A     | $86172451.00       | $1981273.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-42 SI      | 2045-11-20      | 0.1860%  | N/A     | $32147304.00       | $248359.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-162 SK     | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $392072.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-153 BS     | 2049-12-20      | 2.2602%  | N/A     | $11185079.00       | $466493.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-001 SA     | 2050-01-20      | 2.2602%  | N/A     | $19880943.00       | $1556392.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-086 KT     | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $566585.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 IT     | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $234107.41         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 SL     | 2051-12-20      | 0.0470%  | N/A     | $33039521.00       | $659278.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 ST     | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $22117.43          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 CS     | 2053-06-20      | 2.2970%  | N/A     | $70000000.00       | $1917884.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-122 CI     | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $13558.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 IO     | 2048-06-20      | 1.4784%  | N/A     | $9914899.00        | $707984.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-168 IB     | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $3997.66           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 VS     | 2053-12-20      | 2.2470%  | N/A     | $21492486.00       | $744949.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 ES     | 2043-02-16      | 0.7081%  | N/A     | $9801437.00        | $6703410.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IB     | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $6306.09           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IT     | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $71219.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 JS     | 2054-02-20      | 2.1470%  | N/A     | $31000000.00       | $1332077.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AS     | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $348570.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AT     | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $61729.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IA     | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $12320.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IB     | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $48950.85          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 SA     | 2054-03-20      | 1.5570%  | N/A     | $80000000.00       | $2389768.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TA     | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $144237.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 BS     | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22971.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA     | 2054-05-20      | 3.4970%  | N/A     | $68104006.00       | $4614799.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-092 AS     | 2054-05-20      | 1.5470%  | N/A     | $70000000.00       | $1814871.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 CS     | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4092.04           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IG     | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $72047.68          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IH     | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $201433.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 BS     | 2053-10-20      | 1.7170%  | N/A     | $250000000.00      | $5615482.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 ES     | 2054-09-20      | 1.7170%  | N/A     | $100000000.00      | $2543714.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 IB     | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $2974.48           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SC     | 2054-09-20      | 1.6370%  | N/A     | $135000000.00      | $2919220.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SH     | 2054-09-20      | 2.2770%  | N/A     | $100000000.00      | $3559188.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 SB     | 2054-10-20      | 1.7170%  | N/A     | $125000000.00      | $3392739.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 SE     | 2054-11-20      | 2.2370%  | N/A     | $100000000.00      | $4683047.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 BS     | 2054-12-20      | 2.3970%  | N/A     | $50000000.00       | $2465065.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 ES     | 2053-08-20      | 2.2470%  | N/A     | $146894968.00      | $5903952.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 S      | 2055-01-20      | 1.5470%  | N/A     | $77306893.00       | $2485517.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SB     | 2055-01-20      | 2.2970%  | N/A     | $50000000.00       | $2492749.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TA     | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $58042.22          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC     | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $9778.73           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB     | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $17691.03          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 ST     | 2050-06-20      | 2.2102%  | N/A     | $39175563.00       | $3933612.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 BI     | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $91238.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 CS     | 2055-03-20      | 2.3470%  | N/A     | $37500000.00       | $2984475.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SA     | 2055-03-20      | 1.6470%  | N/A     | $50000000.00       | $1298847.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SB     | 2055-04-20      | 1.4470%  | N/A     | $125000000.00      | $4290757.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 IB     | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $20791.74          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 S      | 2055-05-20      | 2.1970%  | N/A     | $50000000.00       | $2813046.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SA     | 2055-06-20      | 1.4970%  | N/A     | $80000000.00       | $1903042.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 S      | 2055-07-20      | 2.7970%  | N/A     | $84318800.00       | $6330670.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SB     | 2055-07-20      | 2.7970%  | N/A     | $53342121.00       | $3437446.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 ES     | 2065-07-20      | 2.2270%  | N/A     | $145000000.00      | $4522213.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SA     | 2055-09-20      | 1.6470%  | N/A     | $50000000.00       | $1920895.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 CS     | 2055-10-20      | 3.4970%  | N/A     | $45903667.00       | $4618840.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZA     | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $24475483.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SB     | 2055-07-20      | 0.7470%  | N/A     | $196186019.00      | $2222650.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SM     | 2055-12-20      | 3.5470%  | N/A     | $67128333.00       | $7197035.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SP     | 2055-12-20      | 3.5470%  | N/A     | $35328500.00       | $4468680.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 ZM     | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $25686801.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 SP     | 2056-01-20      | 3.7000%  | N/A     | $24636571.00       | $3219403.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 ZA     | 2056-01-20      | 5.5000%  | N/A     | $1022000.00        | $1018930.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-076 IO     | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1149819.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-100 PO     | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $151188.79         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-165 ZE     | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7792719.59        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-75 IO      | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $296286.35         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-57 IO      | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $538706.94         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-22 IO      | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2017164.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-10 PI      | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3343263.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-140 EI     | 2049-11-20      | 5.5000%  | N/A     | $13439144.00       | $412057.75         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-079 GI     | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5140010.44        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 IN     | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6491528.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-058 IY     | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9612.07           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-078 IP     | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $10048.14          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-091 MI     | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $4961317.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 LI     | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8645.78           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-114 MI     | 2051-06-20      | 3.0000%  | N/A     | $40000000.00       | $3131186.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-116 IQ     | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3596697.22        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-177 LI     | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6427049.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-187 ZM     | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $878.52            | Agency Collateralized Mortgage Obligation |
| GNRM 2021-193 JI     | 2048-03-20      | 2.5000%  | N/A     | $6609621.00        | $625316.69         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-078 IO     | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7629444.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-085 IK     | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11231.81          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-175 GI     | 2052-08-20      | 5.0000%  | N/A     | $15971107.00       | $2012313.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-022 AI     | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $584910.98         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-141 LZ     | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9567522.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 IO     | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5349273.47        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 DI     | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8730581.26        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 EI     | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17296195.04       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 ID     | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $4726844.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 IE     | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6474741.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 CI     | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5250061.78        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 IO     | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $242342.39         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 OI     | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7307826.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 IO     | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17171616.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 IO     | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $22986435.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DI     | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $918223.70         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 AI     | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3009640.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 BI     | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1953543.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IA     | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $919674.26         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IB     | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1588047.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 AI     | 2051-04-20      | 5.5000%  | N/A     | $7500000.00        | $733858.23         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 IP     | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $497083.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 PI     | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $105489.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-155 NI     | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $883933.12         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 PI     | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $324896.30         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 QI     | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $622521.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 BI     | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1733208.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 CI     | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $598833.18         | Agency Collateralized Mortgage Obligation |
| MNRA CL006X1 R22M006 | 2028-10-25      | 1.1076%  | N/A     | $210926000.00      | $4322271.27        | Agency Collateralized Mortgage Obligation |

### Security 156: 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: BYDY74M23
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $58329400.00       | $59340185.10       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $86030300.00       | $88074354.21       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $499395000.00      | $503512842.87      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $27099000.00       | $27064454.67       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $52292800.00       | $53100339.51       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $29738600.00       | $30410160.02       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $420000.00         | $425833.58         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $3000000.00        | $3071854.65        | U.S. Treasuries (including strips) |

### Security 157: 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: BYDY74M56
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2052-10-01      | 5.0000%  | N/A     | $1065.00           | $798.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $7255616.00        | $5479540.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | N/A     | $6515010.00        | $6408936.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.0000%  | N/A     | $206706994.00      | $35310324.84       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | N/A     | $93232381.00       | $70955971.02       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $3004770.00        | $2975184.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $9898600.00        | $8548817.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $1121.00           | $700.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | N/A     | $46424854.00       | $8532365.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $35468315.00       | $27260607.38       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.5000%  | N/A     | $97839485.00       | $13424108.66       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $21210593.00       | $16424975.08       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 3.5000%  | N/A     | $2172.00           | $299.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | N/A     | $6471299.00        | $6337378.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 3.5000%  | N/A     | $1002.00           | $922.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 3.7900%  | N/A     | $1022.00           | $954.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 3.8600%  | N/A     | $2594.00           | $2544.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 3.6900%  | N/A     | $1308.00           | $1251.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | N/A     | $5989.00           | $1001.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $2111.00           | $647.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 4.3200%  | N/A     | $1533555.00        | $1488028.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 4.5900%  | N/A     | $1000.00           | $1021.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 3.7500%  | N/A     | $1060.00           | $1048.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 4.9450%  | N/A     | $58427643.00       | $60496710.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $4064646.00        | $4199567.02        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2028-04-15      | 3.6250%  | N/A     | $100.00            | $213.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2041-08-15      | 3.7500%  | N/A     | $300.00            | $275.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-05-15      | 2.3750%  | N/A     | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2054-05-15      | 4.6250%  | N/A     | $8970900.00        | $8728954.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2049-11-15      | 2.3750%  | N/A     | $2000.00           | $1297.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-03-31      | 1.2500%  | N/A     | $24486800.00       | $23412798.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-09-30      | 1.2500%  | N/A     | $200.00            | $188.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2031-07-31      | 4.1250%  | N/A     | $100.00            | $103.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-03-15      | 3.8750%  | N/A     | $90956800.00       | $92866443.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $70.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2031-05-31      | 4.6250%  | N/A     | $18746500.00       | $19585812.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $70.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2047-02-15      | 3.0000%  | N/A     | $300.00            | $230.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-02-28      | 1.1250%  | N/A     | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-11-30      | 3.5000%  | N/A     | $16999300.00       | $16878526.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-12-15      | 4.0000%  | N/A     | $19940800.00       | $20200527.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2041-05-15      | 4.3750%  | N/A     | $200.00            | $196.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2043-08-15      | 4.3750%  | N/A     | $700.00            | $682.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2033-08-15      | 3.8750%  | N/A     | $423600.00         | $425982.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-05-31      | 3.6250%  | N/A     | $716300.00         | $721315.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2032-11-15      | 4.1250%  | N/A     | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2031-03-31      | 4.1250%  | N/A     | $47070900.00       | $48364904.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-11-30      | 3.8750%  | N/A     | $36118300.00       | $36552832.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2051-08-15      | 2.0000%  | N/A     | $300.00            | $175.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-05-15      | 3.6250%  | N/A     | $41875100.00       | $42182442.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2044-11-15      | 3.0000%  | N/A     | $5074400.00        | $3961707.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2053-05-15      | 3.6250%  | N/A     | $1000.00           | $817.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-06-30      | 3.2500%  | N/A     | $69110500.00       | $69007827.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-07-31      | 2.6250%  | N/A     | $5091000.00        | $4983099.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2054-08-15      | 4.2500%  | N/A     | $12881000.00       | $11906193.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2054-11-15      | 4.5000%  | N/A     | $800.00            | $762.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2055-11-15      | 4.6250%  | N/A     | $3100.00           | $3018.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2052-08-15      | 3.0000%  | N/A     | $3982800.00        | $2912158.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-11-15      | 0.8750%  | N/A     | $60144000.00       | $52619204.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2040-11-15      | 4.2500%  | N/A     | $300.00            | $291.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $176.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-11-30      | 4.1250%  | N/A     | $17810900.00       | $18194239.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-01-31      | 3.5000%  | N/A     | $19999900.00       | $20328396.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-04-30      | 2.7500%  | N/A     | $3173100.00        | $3163888.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2054-02-15      | 2.1250%  | N/A     | $48729500.00       | $47049109.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-10-31      | 1.1250%  | N/A     | $6797800.00        | $6690299.85        | U.S. Treasuries (including strips) |

### Security 158: 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: BYDY74M72
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2026-06-30      | 1.8750%  | N/A     | $900.00            | $894.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $100.00            | $83.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $2054600.00        | $2036364.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $100.00            | $108.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $1000.00           | $836.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | N/A     | $1600.00           | $1593.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $72.44             | U.S. Treasuries (including strips) |

### Security 159: 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: BYDY74M64
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2052-05-15      | 0.0000%  | N/A     | $5443586.38        | $1436197.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $373800.00         | $481744.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $2018000.00        | $2054932.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 0.0000%  | N/A     | $181631.04         | $46855.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $175500.00         | $183333.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $574500.00         | $674785.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $286100.00         | $235700.43         | U.S. Treasuries (including strips) |

### Security 160: 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: BYDY74M80
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-07-15      | 4.0000%  | N/A     | $1000.00           | $631.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $13623000.00       | $13934377.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | N/A     | $999900.00         | $746735.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-06-15      | 4.5000%  | N/A     | $47300.00          | $34244.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-02-15      | 5.0900%  | N/A     | $30728900.00       | $31234890.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $49800.00          | $28747.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | N/A     | $127431900.00      | $93043525.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1619400.00        | $1454214.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | N/A     | $377600.00         | $284026.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $1668500.00        | $1659536.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | N/A     | $75000000.00       | $40640051.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 3.0000%  | N/A     | $74100.00          | $63515.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $1504500.00        | $1541909.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $5000000.00        | $4586813.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $253900.00         | $251736.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | N/A     | $30906200.00       | $30841348.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $24000.00          | $20910.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.0000%  | N/A     | $28927300.00       | $26096537.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 7.5000%  | N/A     | $4224100.00        | $3483643.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $214200.00         | $152589.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | N/A     | $689000.00         | $639021.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.0000%  | N/A     | $1000.00           | $994.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-10-20      | 5.5000%  | N/A     | $182000.00         | $180879.15         | Agency Mortgage-Backed Securities |

### Security 161: 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: BYDY74MB3
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $36666855.00       | $36720000.43       | Agency Mortgage-Backed Securities |

### Security 162: 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: BYDY74MC1
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2029-03-31      | 4.1250%  | N/A     | $2480600.00        | $2550070.57        | U.S. Treasuries (including strips) |

### Security 163: 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):** $531095406.97
- **C.18.a - Value (excl. sponsor support):** $531095406.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.2400%
- **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 164: 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):** $718683680.77
- **C.18.a - Value (excl. sponsor support):** $718683680.77
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 165: 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):** $2942974800.08
- **C.18.a - Value (excl. sponsor support):** $2942974800.08
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 2.8100%
- **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 166: 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):** $38526881.34
- **C.18.a - Value (excl. sponsor support):** $38526881.34
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **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 167: 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):** $1961238633.56
- **C.18.a - Value (excl. sponsor support):** $1961238633.56
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 168: 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):** $554494347.56
- **C.18.a - Value (excl. sponsor support):** $554494347.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 169: 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):** $596479525.03
- **C.18.a - Value (excl. sponsor support):** $596479525.03
- **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 170: 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):** $605886295.57
- **C.18.a - Value (excl. sponsor support):** $605886295.57
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 171: 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):** $164711733.02
- **C.18.a - Value (excl. sponsor support):** $164711733.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 172: 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):** $1040815352.14
- **C.18.a - Value (excl. sponsor support):** $1040815352.14
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **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 173: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $762615544.88
- **C.18.a - Value (excl. sponsor support):** $762615544.88
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 174: 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):** $3008643153.19
- **C.18.a - Value (excl. sponsor support):** $3008643153.19
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **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 175: 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):** $866915745.71
- **C.18.a - Value (excl. sponsor support):** $866915745.71
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 176: 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):** $1260698216.14
- **C.18.a - Value (excl. sponsor support):** $1260698216.14
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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 177: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3011623545.38
- **C.18.a - Value (excl. sponsor support):** $3011623545.38
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **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 178: 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):** $2610359587.40
- **C.18.a - Value (excl. sponsor support):** $2610359587.40
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 179: 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):** $195390876.00
- **C.18.a - Value (excl. sponsor support):** $195390876.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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):** $2839247095.21
- **C.18.a - Value (excl. sponsor support):** $2839247095.21
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2233070543.90
- **C.18.a - Value (excl. sponsor support):** $2233070543.90
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **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 182: 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):** $1844094650.34
- **C.18.a - Value (excl. sponsor support):** $1844094650.34
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 183: 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):** $225633227.59
- **C.18.a - Value (excl. sponsor support):** $225633227.59
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 184: 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):** $894154098.73
- **C.18.a - Value (excl. sponsor support):** $894154098.73
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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 185: 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):** $161227813.36
- **C.18.a - Value (excl. sponsor support):** $161227813.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 186: 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):** $249062587.79
- **C.18.a - Value (excl. sponsor support):** $249062587.79
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 187: 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):** $1090407879.41
- **C.18.a - Value (excl. sponsor support):** $1090407879.41
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 188: 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):** $2960594798.80
- **C.18.a - Value (excl. sponsor support):** $2960594798.80
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 189: 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):** $2803771805.34
- **C.18.a - Value (excl. sponsor support):** $2803771805.34
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 190: 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):** $4068776964.49
- **C.18.a - Value (excl. sponsor support):** $4068776964.49
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 191: 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):** $173502682.33
- **C.18.a - Value (excl. sponsor support):** $173502682.33
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 192: 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):** $2476781254.43
- **C.18.a - Value (excl. sponsor support):** $2476781254.43
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 193: 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):** $2237722011.16
- **C.18.a - Value (excl. sponsor support):** $2237722011.16
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **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 194: 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):** $584370170.42
- **C.18.a - Value (excl. sponsor support):** $584370170.42
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **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 195: 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):** $1243218332.34
- **C.18.a - Value (excl. sponsor support):** $1243218332.34
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.2700%
- **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 196: 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):** $3095886830.14
- **C.18.a - Value (excl. sponsor support):** $3095886830.14
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 197: 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):** $3347045388.10
- **C.18.a - Value (excl. sponsor support):** $3347045388.10
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 198: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1002131253.98
- **C.18.a - Value (excl. sponsor support):** $1002131253.98
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** 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 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):** $3291658336.06
- **C.18.a - Value (excl. sponsor support):** $3291658336.06
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 200: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268164767.07
- **C.18.a - Value (excl. sponsor support):** $268164767.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-30
- **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 201: 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):** $136479619.41
- **C.18.a - Value (excl. sponsor support):** $136479619.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 202: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1030189738.96
- **C.18.a - Value (excl. sponsor support):** $1030189738.96
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-30
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 203: 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):** $300332811.00
- **C.18.a - Value (excl. sponsor support):** $300332811.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 204: 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):** $264396375.39
- **C.18.a - Value (excl. sponsor support):** $264396375.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 205: 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):** $1862525418.17
- **C.18.a - Value (excl. sponsor support):** $1862525418.17
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 206: 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):** $1472295181.50
- **C.18.a - Value (excl. sponsor support):** $1472295181.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 207: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $617180051.25
- **C.18.a - Value (excl. sponsor support):** $617180051.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: 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):** $2057269825.11
- **C.18.a - Value (excl. sponsor support):** $2057269825.11
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 209: 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):** $83911457.50
- **C.18.a - Value (excl. sponsor support):** $83911457.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 210: 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):** $8010029.04
- **C.18.a - Value (excl. sponsor support):** $8010029.04
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130973930.36
- **C.18.a - Value (excl. sponsor support):** $130973930.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 212: 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):** $826011422.41
- **C.18.a - Value (excl. sponsor support):** $826011422.41
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181907009.21
- **C.18.a - Value (excl. sponsor support):** $181907009.21
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 214: 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):** $100059058.04
- **C.18.a - Value (excl. sponsor support):** $100059058.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 215: 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):** $3116704809.76
- **C.18.a - Value (excl. sponsor support):** $3116704809.76
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 216: 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):** $2941494332.16
- **C.18.a - Value (excl. sponsor support):** $2941494332.16
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 217: 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):** $365718168.30
- **C.18.a - Value (excl. sponsor support):** $365718168.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **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 218: 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):** $1502047791.50
- **C.18.a - Value (excl. sponsor support):** $1502047791.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 219: 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):** $1360777308.51
- **C.18.a - Value (excl. sponsor support):** $1360777308.51
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 220: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188468396.88
- **C.18.a - Value (excl. sponsor support):** $188468396.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **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 221: 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: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $760400.00         | $766287.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $536800.00         | $531433.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $13109800.00       | $13233585.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $3186100.00        | $3180371.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $66840100.00       | $67266705.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $110147800.00      | $112044649.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $113986900.00      | $116695194.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $61577200.00       | $62583732.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $5608400.00        | $5701205.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $27388700.00       | $28096503.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $344100.00         | $352149.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $290730400.00      | $302701332.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $327891600.00      | $332123122.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $179454700.00      | $180651256.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $47668200.00       | $49072567.34       | U.S. Treasuries (including strips) |

### Security 222: 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: BYDY74MD9
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2026-01-31      | 4.2500%  | N/A     | $28366643.00       | $28961704.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $104339609.00      | $109108566.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $221599294.00      | $227639135.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $188979318.00      | $195290642.50      | U.S. Treasuries (including strips) |

### Security 223: 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: BYDY74ME7
- **C.18 - Value (incl. sponsor support):** $1283000000.00
- **C.18.a - Value (excl. sponsor support):** $1283000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2026-08-15      | 4.3750%  | N/A     | $196959400.00      | $201632030.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $36734500.00       | $36627859.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $43071500.00       | $43358689.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $61000400.00       | $62685868.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $541900.00         | $553502.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $60102000.00       | $59892986.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $83708300.00       | $86826113.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $200219300.00      | $202545243.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $210124100.00      | $212862226.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $286883400.00      | $292941377.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $107461100.00      | $108734169.70      | U.S. Treasuries (including strips) |

### Security 224: 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: BYDY74MF4
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF 002658 M | 2028-10-20      | 6.5000%  | N/A     | $1084461.00        | $742.96            | Agency Mortgage-Backed Securities |
| GNII SF 005305 M | 2042-02-20      | 4.0000%  | N/A     | $134168.00         | $6278.64           | Agency Mortgage-Backed Securities |
| GNII SF 734374 C | 2041-04-20      | 4.5000%  | N/A     | $3278264.00        | $183494.00         | Agency Mortgage-Backed Securities |
| GNII SF BT6550 C | 2050-03-20      | 4.0000%  | N/A     | $2874513.00        | $596003.13         | Agency Mortgage-Backed Securities |
| GNII SF BT6791 C | 2050-05-20      | 3.0000%  | N/A     | $6341929.00        | $957260.07         | Agency Mortgage-Backed Securities |
| GNII SF CK9371 C | 2052-04-20      | 3.5000%  | N/A     | $81945.00          | $50702.02          | Agency Mortgage-Backed Securities |
| GNII SF CT4383 C | 2053-04-20      | 5.5000%  | N/A     | $6066355.00        | $5070901.72        | Agency Mortgage-Backed Securities |
| GNII SF DD7261 C | 2054-09-20      | 7.0000%  | N/A     | $1294870.00        | $579990.49         | Agency Mortgage-Backed Securities |
| GNII SF DF6497 C | 2055-02-20      | 6.5000%  | N/A     | $1530233.00        | $1605155.58        | Agency Mortgage-Backed Securities |
| GNII SF DH8874 C | 2055-01-20      | 5.5000%  | N/A     | $2001260.00        | $2030079.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ0712 C | 2055-05-20      | 7.0000%  | N/A     | $1351452.00        | $985275.14         | Agency Mortgage-Backed Securities |
| GNII SF DJ0728 C | 2055-05-20      | 6.0000%  | N/A     | $10338467.00       | $9992833.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ2224 C | 2055-06-20      | 5.5000%  | N/A     | $3117331.00        | $3177692.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ2988 C | 2055-07-20      | 7.0000%  | N/A     | $1416651.00        | $1481018.94        | Agency Mortgage-Backed Securities |
| GNII SF DO4469 C | 2055-11-20      | 7.0000%  | N/A     | $2552248.00        | $2666588.57        | Agency Mortgage-Backed Securities |
| GNII SF DO4937 C | 2056-01-20      | 6.0000%  | N/A     | $8197338.00        | $8567065.27        | Agency Mortgage-Backed Securities |
| GNII SF MA4456 M | 2037-10-20      | 6.0000%  | N/A     | $125000.00         | $14423.14          | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M | 2049-02-20      | 3.5000%  | N/A     | $161951705.00      | $16418634.09       | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | N/A     | $1179527429.00     | $166260164.80      | Agency Mortgage-Backed Securities |
| GNII SF MA6661 M | 2050-05-20      | 5.5000%  | N/A     | $50000.00          | $12835.34          | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M | 2050-12-20      | 2.5000%  | N/A     | $26958803.00       | $11036564.93       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | N/A     | $1470935.00        | $842241.54         | Agency Mortgage-Backed Securities |
| GNII SF MA7647 M | 2051-10-20      | 1.5000%  | N/A     | $106504400.00      | $61268192.18       | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M | 2051-05-20      | 3.0000%  | N/A     | $2523634.00        | $1728197.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9012 M | 2053-05-20      | 3.0000%  | N/A     | $3509804.00        | $2395160.43        | Agency Mortgage-Backed Securities |
| GNII SF MA9724 M | 2054-06-20      | 5.0000%  | N/A     | $739792.00         | $683009.46         | Agency Mortgage-Backed Securities |
| GNII SF MA9773 M | 2051-07-20      | 2.5000%  | N/A     | $1633693.00        | $1165653.01        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | N/A     | $205587533.00      | $208183841.99      | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-02-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer