# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-25-165010
**Filing Date:** 2025-7
**Character Count:** 2713525
**Document Hash:** cdb6233b8740493ce75948ac7e2078be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-165010.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001752724-25-165010

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan U.S. Government Money Market Fund (Series ID: S000003909)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010940 | Institutional Class | IJGXX           |
| C000010941 | Capital             | OGVXX           |
| C000010942 | Morgan              | MJGXX           |
| C000010943 | Premier             | OGSXX           |
| C000010944 | Reserve             | RJGXX           |
| C000010945 | Agency              | OGAXX           |
| C000010946 | Service             | SJGXX           |
| C000078417 | Investor            | JGMXX           |
| C000115393 | IM                  | MGMXX           |
| C000212348 | Academy             | JGAXX           |
| C000225258 | Empower             | EJGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000763852

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

**Name of Series:** JPMorgan U.S. Government Money Market Fund

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

**Total number of share classes in the series:** 11

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-95973

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 50 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $283427694756.29

- **Amortized Cost of Portfolio Securities:** $283418031150.92

- **Cash:** $16847184716.99

- **Total Other Assets:** $961209787.16

- **Total Liabilities:** $4128267103.11

- **Net Assets of Series:** $297098158551.96

- **Number of Shares Outstanding (Series):** 297163790546.7100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $179413530719.09          | $226913530719.09           | 59.5200%                  | 75.2800%                   |
| 2025-06-03 | $183202767823.22          | $226902767823.22           | 60.7800%                  | 75.2800%                   |
| 2025-06-04 | $188201262406.47          | $229001262406.47           | 62.0100%                  | 75.4500%                   |
| 2025-06-05 | $189420592336.20          | $227420592336.20           | 62.7300%                  | 75.3200%                   |
| 2025-06-06 | $183810113805.33          | $229006228416.48           | 60.5500%                  | 75.4400%                   |
| 2025-06-09 | $191164429051.45          | $234664429051.45           | 61.8200%                  | 75.8900%                   |
| 2025-06-10 | $188940975429.09          | $231790886887.84           | 61.6600%                  | 75.6500%                   |
| 2025-06-11 | $187860722153.18          | $230810651320.18           | 61.1200%                  | 75.0900%                   |
| 2025-06-12 | $187416278251.60          | $228516225126.85           | 61.6200%                  | 75.1400%                   |
| 2025-06-13 | $180464871174.35          | $227913555063.25           | 59.4500%                  | 75.0800%                   |
| 2025-06-16 | $183088991589.99          | $229538991589.99           | 59.9900%                  | 75.2100%                   |
| 2025-06-17 | $175185078319.03          | $225871306458.67           | 58.1100%                  | 74.9200%                   |
| 2025-06-18 | $184046093878.40          | $226610934735.31           | 60.9100%                  | 74.9900%                   |
| 2025-06-20 | $181475112160.66          | $228639952767.60           | 59.7100%                  | 75.2200%                   |
| 2025-06-23 | $184502964734.54          | $231302964609.52           | 60.4600%                  | 75.8000%                   |
| 2025-06-24 | $181429590235.66          | $226229590152.36           | 60.3500%                  | 75.2500%                   |
| 2025-06-25 | $178518787674.31          | $229318787632.66           | 58.8500%                  | 75.5900%                   |
| 2025-06-26 | $179378574342.15          | $223828574342.15           | 60.2100%                  | 75.1300%                   |
| 2025-06-27 | $178662743520.58          | $224062743520.58           | 60.3200%                  | 75.6500%                   |
| 2025-06-30 | $181616467080.33          | $229116467080.33           | 60.2900%                  | 76.0600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3700%             |
| 2025-06-03 | 4.3700%             |
| 2025-06-04 | 4.3600%             |
| 2025-06-05 | 4.3600%             |
| 2025-06-06 | 4.3500%             |
| 2025-06-09 | 4.3400%             |
| 2025-06-10 | 4.3300%             |
| 2025-06-11 | 4.3300%             |
| 2025-06-12 | 4.3300%             |
| 2025-06-13 | 4.3300%             |
| 2025-06-16 | 4.3300%             |
| 2025-06-17 | 4.3300%             |
| 2025-06-18 | 4.3400%             |
| 2025-06-20 | 4.3400%             |
| 2025-06-23 | 4.3400%             |
| 2025-06-24 | 4.3400%             |
| 2025-06-25 | 4.3400%             |
| 2025-06-26 | 4.3500%             |
| 2025-06-27 | 4.3500%             |
| 2025-06-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9997                      |
|  |  |
| 2025-06-03 | 0.9997                      |
|  |  |
| 2025-06-04 | 0.9998                      |
|  |  |
| 2025-06-05 | 0.9998                      |
|  |  |
| 2025-06-06 | 0.9998                      |
|  |  |
| 2025-06-09 | 0.9997                      |
|  |  |
| 2025-06-10 | 0.9997                      |
|  |  |
| 2025-06-11 | 0.9997                      |
|  |  |
| 2025-06-12 | 0.9998                      |
|  |  |
| 2025-06-13 | 0.9998                      |
|  |  |
| 2025-06-16 | 0.9997                      |
|  |  |
| 2025-06-17 | 0.9997                      |
|  |  |
| 2025-06-18 | 0.9998                      |
|  |  |
| 2025-06-20 | 0.9998                      |
|  |  |
| 2025-06-23 | 0.9998                      |
|  |  |
| 2025-06-24 | 0.9998                      |
|  |  |
| 2025-06-25 | 0.9998                      |
|  |  |
| 2025-06-26 | 0.9998                      |
|  |  |
| 2025-06-27 | 0.9999                      |
|  |  |
| 2025-06-30 | 0.9998                      |
|  |  |

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

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $169182789.81

- **Number of Shares Outstanding:** 169220164.0200

- **Expense Reimbursement/Waiver:** 230.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $570134.00                | $334366.10              |
| 2025-06-03 | $215833.61                | $1929995.55             |
| 2025-06-04 | $14705.20                 | $187065.87              |
| 2025-06-05 | $15318.00                 | $1357925.32             |
| 2025-06-06 | $24887.79                 | $578553.04              |
| 2025-06-09 | $86294.64                 | $100662.25              |
| 2025-06-10 | $57249.55                 | $521650.28              |
| 2025-06-11 | $42893.55                 | $89745.59               |
| 2025-06-12 | $10642.46                 | $80850.98               |
| 2025-06-13 | $141553.99                | $107994.62              |
| 2025-06-16 | $61752.18                 | $250669.10              |
| 2025-06-17 | $30627.10                 | $89217.40               |
| 2025-06-18 | $163591.23                | $21320.71               |
| 2025-06-20 | $288826.61                | $453280.85              |
| 2025-06-23 | $128888.29                | $58159.84               |
| 2025-06-24 | $55365.55                 | $89008.41               |
| 2025-06-25 | $26246.12                 | $234465.47              |
| 2025-06-26 | $1856263.07               | $383824.02              |
| 2025-06-27 | $91003.42                 | $124970.04              |
| 2025-06-30 | $239012.56                | $236277.41              |

**Total Gross Subscriptions (Month):** $4121088.92

**Total Gross Redemptions (Month):** $7230002.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.3500%           |
| 2025-06-03 | 3.3500%           |
| 2025-06-04 | 3.3500%           |
| 2025-06-05 | 3.3400%           |
| 2025-06-06 | 3.3400%           |
| 2025-06-09 | 3.3200%           |
| 2025-06-10 | 3.3200%           |
| 2025-06-11 | 3.3200%           |
| 2025-06-12 | 3.3200%           |
| 2025-06-13 | 3.3200%           |
| 2025-06-16 | 3.3200%           |
| 2025-06-17 | 3.3200%           |
| 2025-06-18 | 3.3200%           |
| 2025-06-20 | 3.3200%           |
| 2025-06-23 | 3.3200%           |
| 2025-06-24 | 3.3200%           |
| 2025-06-25 | 3.3300%           |
| 2025-06-26 | 3.3300%           |
| 2025-06-27 | 3.3400%           |
| 2025-06-30 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 47.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 39.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.0100%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $16640113129.64

- **Number of Shares Outstanding:** 16643789100.7000

- **Expense Reimbursement/Waiver:** 23484.71

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $684904389.76             | $836414906.36           |
| 2025-06-03 | $543072591.21             | $1098110347.68          |
| 2025-06-04 | $674557629.96             | $590329458.07           |
| 2025-06-05 | $675109827.65             | $783139563.87           |
| 2025-06-06 | $831251629.92             | $533580466.25           |
| 2025-06-09 | $629789327.50             | $639022656.23           |
| 2025-06-10 | $753506581.42             | $449362458.29           |
| 2025-06-11 | $526121044.56             | $740049451.51           |
| 2025-06-12 | $739775229.09             | $620233104.98           |
| 2025-06-13 | $705525279.79             | $869965659.49           |
| 2025-06-16 | $829656603.33             | $803395583.23           |
| 2025-06-17 | $749670930.15             | $572702533.90           |
| 2025-06-18 | $769039768.86             | $785491576.53           |
| 2025-06-20 | $818109178.99             | $1042345392.50          |
| 2025-06-23 | $889879464.05             | $623392609.78           |
| 2025-06-24 | $1134348665.00            | $830700085.55           |
| 2025-06-25 | $849518715.65             | $1053407072.27          |
| 2025-06-26 | $1327914380.21            | $1075232683.23          |
| 2025-06-27 | $1053362414.06            | $1423345352.58          |
| 2025-06-30 | $782506559.45             | $1449180424.12          |

**Total Gross Subscriptions (Month):** $15967620210.61

**Total Gross Redemptions (Month):** $16819401386.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9500%           |
| 2025-06-03 | 3.9500%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9400%           |
| 2025-06-06 | 3.9400%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9200%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9200%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9300%           |
| 2025-06-27 | 3.9400%           |
| 2025-06-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.7900%          | 0.0000%              |
| Broker-dealer                                       |  | 9.8900%          | 0.0000%              |
| Broker-dealer                                       |  | 44.4300%         | 0.0000%              |
| Broker-dealer                                       |  | 7.7300%          | 0.0000%              |
| Broker-dealer                                       |  | 23.9200%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3449262011.88

- **Number of Shares Outstanding:** 3450023988.8500

- **Expense Reimbursement/Waiver:** 4824.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $90602723.91              | $17895.31               |
| 2025-06-03 | $17972.16                 | $81854796.84            |
| 2025-06-04 | $0.00                     | $15817892.65            |
| 2025-06-05 | $14506902.96              | $3696.50                |
| 2025-06-06 | $8443.69                  | $25224012.64            |
| 2025-06-09 | $12322656.15              | $0.00                   |
| 2025-06-10 | $38730161.82              | $17780.09               |
| 2025-06-11 | $6234.89                  | $37350738.77            |
| 2025-06-12 | $9390669.28               | $0.00                   |
| 2025-06-13 | $2700.94                  | $19448759.91            |
| 2025-06-16 | $4472.43                  | $11669870.27            |
| 2025-06-17 | $1805.96                  | $16098300.40            |
| 2025-06-18 | $0.00                     | $25729658.15            |
| 2025-06-20 | $133863584.93             | $18024.99               |
| 2025-06-23 | $12312.45                 | $76544905.19            |
| 2025-06-24 | $7490.87                  | $53724094.00            |
| 2025-06-25 | $11645.60                 | $21099366.45            |
| 2025-06-26 | $13407319.49              | $11412.46               |
| 2025-06-27 | $4045.81                  | $33422783.03            |
| 2025-06-30 | $5324000.37               | $0.00                   |

**Total Gross Subscriptions (Month):** $318225143.71

**Total Gross Redemptions (Month):** $418053987.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9000%           |
| 2025-06-03 | 3.9000%           |
| 2025-06-04 | 3.9000%           |
| 2025-06-05 | 3.8900%           |
| 2025-06-06 | 3.8900%           |
| 2025-06-09 | 3.8700%           |
| 2025-06-10 | 3.8700%           |
| 2025-06-11 | 3.8700%           |
| 2025-06-12 | 3.8700%           |
| 2025-06-13 | 3.8700%           |
| 2025-06-16 | 3.8700%           |
| 2025-06-17 | 3.8700%           |
| 2025-06-18 | 3.8700%           |
| 2025-06-20 | 3.8700%           |
| 2025-06-23 | 3.8800%           |
| 2025-06-24 | 3.8700%           |
| 2025-06-25 | 3.8800%           |
| 2025-06-26 | 3.8800%           |
| 2025-06-27 | 3.8900%           |
| 2025-06-30 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $11068743793.91

- **Number of Shares Outstanding:** 11071188991.5800

- **Expense Reimbursement/Waiver:** 14067.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $286241358.15             | $740782174.86           |
| 2025-06-03 | $607952369.82             | $402613771.51           |
| 2025-06-04 | $255375245.39             | $1023249899.45          |
| 2025-06-05 | $524577001.92             | $310983015.57           |
| 2025-06-06 | $150350867.08             | $143918487.32           |
| 2025-06-09 | $375166912.49             | $283840455.13           |
| 2025-06-10 | $98973219.50              | $511925333.08           |
| 2025-06-11 | $433821805.87             | $259042492.41           |
| 2025-06-12 | $158697581.22             | $172761422.46           |
| 2025-06-13 | $100486792.10             | $357650675.75           |
| 2025-06-16 | $178142491.14             | $142215856.75           |
| 2025-06-17 | $75447473.80              | $345932569.62           |
| 2025-06-18 | $297641175.20             | $274007056.21           |
| 2025-06-20 | $308015351.78             | $91792447.08            |
| 2025-06-23 | $705988846.47             | $98959825.78            |
| 2025-06-24 | $131389403.29             | $169735112.44           |
| 2025-06-25 | $782392097.46             | $64940896.38            |
| 2025-06-26 | $577125334.32             | $652541945.39           |
| 2025-06-27 | $258732500.28             | $135424736.01           |
| 2025-06-30 | $146047645.76             | $213787851.93           |

**Total Gross Subscriptions (Month):** $6452565473.04

**Total Gross Redemptions (Month):** $6396106025.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2500%           |
| 2025-06-03 | 4.2500%           |
| 2025-06-04 | 4.2500%           |
| 2025-06-05 | 4.2400%           |
| 2025-06-06 | 4.2400%           |
| 2025-06-09 | 4.2200%           |
| 2025-06-10 | 4.2200%           |
| 2025-06-11 | 4.2200%           |
| 2025-06-12 | 4.2200%           |
| 2025-06-13 | 4.2200%           |
| 2025-06-16 | 4.2200%           |
| 2025-06-17 | 4.2200%           |
| 2025-06-18 | 4.2200%           |
| 2025-06-20 | 4.2200%           |
| 2025-06-23 | 4.2300%           |
| 2025-06-24 | 4.2200%           |
| 2025-06-25 | 4.2300%           |
| 2025-06-26 | 4.2300%           |
| 2025-06-27 | 4.2400%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.3000%          | 0.0000%              |
| Non-financial corporation                           |  | 32.9200%         | 0.0000%              |
| Depository institution or other banking institution |  | 49.0500%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16757359782.44

- **Number of Shares Outstanding:** 16761061653.3600

- **Expense Reimbursement/Waiver:** 116101.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $8261038327.36            | $8024341561.25          |
| 2025-06-03 | $8724435817.73            | $7990230183.52          |
| 2025-06-04 | $8473001997.35            | $8578757785.02          |
| 2025-06-05 | $8613410220.40            | $8699553454.13          |
| 2025-06-06 | $9305132059.01            | $8558910274.63          |
| 2025-06-09 | $8677923933.57            | $9243917836.68          |
| 2025-06-10 | $9478147255.64            | $8641190443.91          |
| 2025-06-11 | $9271772670.96            | $9465229577.50          |
| 2025-06-12 | $8845820675.00            | $9283448382.90          |
| 2025-06-13 | $9823834389.99            | $9079349042.50          |
| 2025-06-16 | $9460441280.99            | $9554329260.01          |
| 2025-06-17 | $9248485944.11            | $9409988348.61          |
| 2025-06-18 | $9044156222.02            | $9359618720.54          |
| 2025-06-20 | $9254284487.39            | $9263164392.77          |
| 2025-06-23 | $9064130480.83            | $9216530575.97          |
| 2025-06-24 | $7972512180.57            | $9120426396.07          |
| 2025-06-25 | $7995225614.52            | $8198489565.31          |
| 2025-06-26 | $7393463098.19            | $8115983214.09          |
| 2025-06-27 | $8360793674.85            | $7376111269.08          |
| 2025-06-30 | $8102085045.82            | $8365868381.24          |

**Total Gross Subscriptions (Month):** $175370095376.30

**Total Gross Redemptions (Month):** $175545438665.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1100%           |
| 2025-06-03 | 4.1100%           |
| 2025-06-04 | 4.1100%           |
| 2025-06-05 | 4.1000%           |
| 2025-06-06 | 4.0900%           |
| 2025-06-09 | 4.0800%           |
| 2025-06-10 | 4.0700%           |
| 2025-06-11 | 4.0700%           |
| 2025-06-12 | 4.0700%           |
| 2025-06-13 | 4.0700%           |
| 2025-06-16 | 4.0700%           |
| 2025-06-17 | 4.0800%           |
| 2025-06-18 | 4.0800%           |
| 2025-06-20 | 4.0800%           |
| 2025-06-23 | 4.0800%           |
| 2025-06-24 | 4.0800%           |
| 2025-06-25 | 4.0800%           |
| 2025-06-26 | 4.0900%           |
| 2025-06-27 | 4.1000%           |
| 2025-06-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 23.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.6300%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $179068838964.71

- **Number of Shares Outstanding:** 179108397085.5800

- **Expense Reimbursement/Waiver:** 245576.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $10707984459.84           | $8898726779.15          |
| 2025-06-03 | $6980241581.50            | $6555969535.88          |
| 2025-06-04 | $6314579521.16            | $7485549034.71          |
| 2025-06-05 | $5086143547.72            | $5917340838.98          |
| 2025-06-06 | $6288479148.91            | $6763812101.21          |
| 2025-06-09 | $10743082985.30           | $5496716843.39          |
| 2025-06-10 | $7040022346.20            | $11463382091.45         |
| 2025-06-11 | $7589489753.47            | $7910540259.44          |
| 2025-06-12 | $7525955514.54            | $5776277505.76          |
| 2025-06-13 | $5207197698.52            | $6850206150.73          |
| 2025-06-16 | $8853958027.57            | $7328530865.81          |
| 2025-06-17 | $5974191163.91            | $5771757093.44          |
| 2025-06-18 | $5405567823.35            | $6904547881.93          |
| 2025-06-20 | $10495004984.95           | $6270801604.75          |
| 2025-06-23 | $6394933825.53            | $9940425525.33          |
| 2025-06-24 | $6175277730.47            | $6092739309.95          |
| 2025-06-25 | $9992947179.36            | $7697242573.76          |
| 2025-06-26 | $6553113045.35            | $8843629481.47          |
| 2025-06-27 | $6901410371.40            | $9266344396.95          |
| 2025-06-30 | $11802803187.33           | $10152482416.62         |

**Total Gross Subscriptions (Month):** $152032383896.38

**Total Gross Redemptions (Month):** $151387022290.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1700%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.3600%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.4400%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $15411601583.10

- **Number of Shares Outstanding:** 15415006161.6200

- **Expense Reimbursement/Waiver:** 20494.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $11598149360.08           | $11554851377.73         |
| 2025-06-03 | $11534456330.59           | $11560782690.37         |
| 2025-06-04 | $11342598640.90           | $11522241696.39         |
| 2025-06-05 | $11825851133.22           | $11338470040.63         |
| 2025-06-06 | $11852396148.42           | $11823298202.85         |
| 2025-06-09 | $11888850447.80           | $11850105464.85         |
| 2025-06-10 | $11896020434.88           | $11902223324.87         |
| 2025-06-11 | $11895347203.51           | $11898886119.90         |
| 2025-06-12 | $11903604842.95           | $11892552581.42         |
| 2025-06-13 | $11808730945.82           | $11877546619.03         |
| 2025-06-16 | $11296179137.71           | $11807593143.86         |
| 2025-06-17 | $11097260810.81           | $11290833473.88         |
| 2025-06-18 | $11064810861.52           | $11092445064.78         |
| 2025-06-20 | $10949778183.34           | $11053807446.38         |
| 2025-06-23 | $11047754270.44           | $10974746671.64         |
| 2025-06-24 | $10958245589.79           | $11064552266.94         |
| 2025-06-25 | $10947020892.48           | $11005266115.75         |
| 2025-06-26 | $10995110224.84           | $10939141559.15         |
| 2025-06-27 | $11101291296.49           | $10991457819.54         |
| 2025-06-30 | $11892094901.93           | $11109433900.10         |

**Total Gross Subscriptions (Month):** $228895551657.52

**Total Gross Redemptions (Month):** $228550235580.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8000%           |
| 2025-06-03 | 3.8000%           |
| 2025-06-04 | 3.8000%           |
| 2025-06-05 | 3.7900%           |
| 2025-06-06 | 3.7900%           |
| 2025-06-09 | 3.7700%           |
| 2025-06-10 | 3.7700%           |
| 2025-06-11 | 3.7700%           |
| 2025-06-12 | 3.7700%           |
| 2025-06-13 | 3.7700%           |
| 2025-06-16 | 3.7700%           |
| 2025-06-17 | 3.7700%           |
| 2025-06-18 | 3.7700%           |
| 2025-06-20 | 3.7700%           |
| 2025-06-23 | 3.7700%           |
| 2025-06-24 | 3.7700%           |
| 2025-06-25 | 3.7800%           |
| 2025-06-26 | 3.7800%           |
| 2025-06-27 | 3.7900%           |
| 2025-06-30 | 3.8100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 19.3600%         | 0.0000%              |
| Broker-dealer                                       |  | 16.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.1400%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4800%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.4100%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $36572165.57

- **Number of Shares Outstanding:** 36580244.7400

- **Expense Reimbursement/Waiver:** 47.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $117720.97                | $45897.50               |
| 2025-06-03 | $4467.53                  | $248243.08              |
| 2025-06-04 | $3339.13                  | $30453.51               |
| 2025-06-05 | $4540.25                  | $146763.54              |
| 2025-06-06 | $10240.10                 | $8348.12                |
| 2025-06-09 | $12636.44                 | $200.04                 |
| 2025-06-10 | $5853.20                  | $4568.26                |
| 2025-06-11 | $1091.06                  | $1809.09                |
| 2025-06-12 | $2315.66                  | $11921.60               |
| 2025-06-13 | $54663.14                 | $70168.34               |
| 2025-06-16 | $10239.98                 | $2799.37                |
| 2025-06-17 | $8923.42                  | $5292.73                |
| 2025-06-18 | $9460.29                  | $2135.10                |
| 2025-06-20 | $2542.16                  | $48587.97               |
| 2025-06-23 | $13628.27                 | $309862.96              |
| 2025-06-24 | $7837.27                  | $946.91                 |
| 2025-06-25 | $837.40                   | $111.00                 |
| 2025-06-26 | $2852559.64               | $1966.53                |
| 2025-06-27 | $17433.96                 | $150.62                 |
| 2025-06-30 | $5491.72                  | $5924.71                |

**Total Gross Subscriptions (Month):** $3145821.59

**Total Gross Redemptions (Month):** $946150.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7000%           |
| 2025-06-03 | 3.7000%           |
| 2025-06-04 | 3.7000%           |
| 2025-06-05 | 3.6900%           |
| 2025-06-06 | 3.6900%           |
| 2025-06-09 | 3.6700%           |
| 2025-06-10 | 3.6700%           |
| 2025-06-11 | 3.6700%           |
| 2025-06-12 | 3.6700%           |
| 2025-06-13 | 3.6700%           |
| 2025-06-16 | 3.6700%           |
| 2025-06-17 | 3.6700%           |
| 2025-06-18 | 3.6700%           |
| 2025-06-20 | 3.6800%           |
| 2025-06-23 | 3.6800%           |
| 2025-06-24 | 3.6700%           |
| 2025-06-25 | 3.6800%           |
| 2025-06-26 | 3.6800%           |
| 2025-06-27 | 3.6900%           |
| 2025-06-30 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.1400%          | 0.0000%              |
| Retail investor                                     |  | 17.5700%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.7900%          | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $40867784750.32

- **Number of Shares Outstanding:** 40876812857.8300

- **Expense Reimbursement/Waiver:** 258670.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2264138547.09            | $2633871123.43          |
| 2025-06-03 | $1853185488.12            | $2834662973.73          |
| 2025-06-04 | $1562029876.07            | $2257700084.53          |
| 2025-06-05 | $1899090934.57            | $1754861781.28          |
| 2025-06-06 | $2010760335.51            | $1646983501.85          |
| 2025-06-09 | $2030392067.04            | $2181161058.56          |
| 2025-06-10 | $2189875185.93            | $1758742701.17          |
| 2025-06-11 | $1577378745.61            | $1976074380.64          |
| 2025-06-12 | $1869666485.55            | $2357081348.00          |
| 2025-06-13 | $2816607579.14            | $1744544369.37          |
| 2025-06-16 | $2173120420.62            | $2855222958.87          |
| 2025-06-17 | $2001413955.83            | $2292614775.69          |
| 2025-06-18 | $1550452768.23            | $2049430529.92          |
| 2025-06-20 | $2121140205.82            | $2125526776.77          |
| 2025-06-23 | $3011614299.95            | $1795081808.94          |
| 2025-06-24 | $1915429379.95            | $2359599665.69          |
| 2025-06-25 | $2388865129.70            | $2574945084.33          |
| 2025-06-26 | $1913620456.81            | $2382600165.49          |
| 2025-06-27 | $2518336562.03            | $1959837720.08          |
| 2025-06-30 | $3238346173.64            | $2475875775.88          |

**Total Gross Subscriptions (Month):** $42905464597.21

**Total Gross Redemptions (Month):** $44016418584.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1600%           |
| 2025-06-03 | 4.1600%           |
| 2025-06-04 | 4.1600%           |
| 2025-06-05 | 4.1500%           |
| 2025-06-06 | 4.1400%           |
| 2025-06-09 | 4.1300%           |
| 2025-06-10 | 4.1200%           |
| 2025-06-11 | 4.1200%           |
| 2025-06-12 | 4.1200%           |
| 2025-06-13 | 4.1200%           |
| 2025-06-16 | 4.1200%           |
| 2025-06-17 | 4.1300%           |
| 2025-06-18 | 4.1300%           |
| 2025-06-20 | 4.1300%           |
| 2025-06-23 | 4.1300%           |
| 2025-06-24 | 4.1300%           |
| 2025-06-25 | 4.1300%           |
| 2025-06-26 | 4.1400%           |
| 2025-06-27 | 4.1500%           |
| 2025-06-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.1200%         | 0.0000%              |
| Broker-dealer                                       |  | 15.2000%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3593317934.81

- **Number of Shares Outstanding:** 3594111735.1500

- **Expense Reimbursement/Waiver:** 5101.40

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $95965716.95              | $228014424.33           |
| 2025-06-03 | $262592867.00             | $246599820.81           |
| 2025-06-04 | $32208176.82              | $96125008.94            |
| 2025-06-05 | $769145.94                | $116680697.04           |
| 2025-06-06 | $2230989.45               | $29614424.16            |
| 2025-06-09 | $57467892.97              | $35259980.08            |
| 2025-06-10 | $32509119.69              | $101927984.00           |
| 2025-06-11 | $12834235.83              | $30044839.00            |
| 2025-06-12 | $58192352.65              | $11587488.68            |
| 2025-06-13 | $85987239.25              | $279890493.34           |
| 2025-06-16 | $158553533.19             | $838330.21              |
| 2025-06-17 | $1574903.28               | $15434241.00            |
| 2025-06-18 | $63862492.73              | $14319392.55            |
| 2025-06-20 | $85258258.22              | $4830621.91             |
| 2025-06-23 | $5125289.57               | $103760795.63           |
| 2025-06-24 | $5576143.39               | $10759099.29            |
| 2025-06-25 | $124370746.95             | $4133888.34             |
| 2025-06-26 | $5174724.74               | $178970594.76           |
| 2025-06-27 | $7260382.74               | $108441138.61           |
| 2025-06-30 | $93709304.82              | $45592847.29            |

**Total Gross Subscriptions (Month):** $1191223516.18

**Total Gross Redemptions (Month):** $1662826109.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1700%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 9.3900%          | 0.0000%              |
| Non-financial corporation                                                   |  | 8.4300%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 35.5300%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $10035381645.77

- **Number of Shares Outstanding:** 10037598563.2800

- **Expense Reimbursement/Waiver:** 13860.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $259127855.91             | $392734609.19           |
| 2025-06-03 | $413584537.21             | $296205445.51           |
| 2025-06-04 | $294833579.58             | $499386454.07           |
| 2025-06-05 | $494146772.26             | $359997621.39           |
| 2025-06-06 | $384846155.96             | $290521645.21           |
| 2025-06-09 | $384916100.17             | $325576949.36           |
| 2025-06-10 | $369300091.82             | $501529454.00           |
| 2025-06-11 | $315446169.99             | $278095483.41           |
| 2025-06-12 | $380964420.60             | $299675597.68           |
| 2025-06-13 | $330760492.91             | $427156058.00           |
| 2025-06-16 | $637592233.48             | $387048158.01           |
| 2025-06-17 | $370028345.07             | $543680389.43           |
| 2025-06-18 | $437564877.15             | $336061232.14           |
| 2025-06-20 | $427742635.76             | $303867647.32           |
| 2025-06-23 | $434488406.48             | $518441471.02           |
| 2025-06-24 | $274278227.77             | $552204579.00           |
| 2025-06-25 | $375652803.25             | $292077431.00           |
| 2025-06-26 | $551899864.48             | $439988583.14           |
| 2025-06-27 | $252007363.58             | $456944174.18           |
| 2025-06-30 | $350354374.68             | $328818131.98           |

**Total Gross Subscriptions (Month):** $7739535308.11

**Total Gross Redemptions (Month):** $7830011115.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 6.0700%          | 0.0000%              |
| Non-financial corporation                           |  | 9.4100%          | 0.0000%              |
| Non-financial corporation                           |  | 5.9800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3800%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250002120.00
- **C.18.a - Value (excl. sponsor support):** $250002120.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15Y17
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $31685700.00       | $12272315.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $199000.00         | $145651.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $4549700.00        | $1588409.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $20955810.00       | $14802157.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $3103900.00        | $1386710.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $27810900.00       | $8987370.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $249300.00         | $76301.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $715100.00         | $517113.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $3535000.00        | $1130917.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $95571400.00       | $45383130.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $4016200.00        | $1601142.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $52613606.00       | $40475699.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $6534242.00        | $3873707.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $60519919.00       | $35385330.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2294700.00        | $729076.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $33776786.00       | $17245683.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $2113800.00        | $1257142.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $29691833.00       | $12159280.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $16644463.00       | $10705868.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $14732474.00       | $7431177.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $15534400.00       | $8846281.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1287000.00        | $607408.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $10459132.00       | $4816649.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $18142300.00       | $5366310.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $3355903.00        | $1100152.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $20574033.00       | $6164741.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $25372837.00       | $9938337.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $14697581.00       | $6473549.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $357605867.00      | $295068825.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $880000.00         | $375795.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $2286000.00        | $1017112.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $14019200.00       | $4950263.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $3163200.00        | $2684911.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $215000.00         | $180446.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1200.00           | $1028.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $18373100.00       | $6000360.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $55070400.00       | $28105453.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $6558556.00        | $2843783.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1408700.00        | $1385577.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $107229700.00      | $55617150.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $104256470.00      | $83089278.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $32851100.00       | $15737286.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $26858100.00       | $15016336.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $11946400.00       | $5103967.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $106469316.00      | $60468076.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $4136190.00        | $1597785.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $3553000.00        | $2141190.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $14555117.00       | $4165951.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $5778271.00        | $2148130.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $80060296.00       | $49468536.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $78692714.00       | $24823537.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $649400.00         | $217467.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $3413900.00        | $1342072.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $2850700.00        | $981826.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1232000.00        | $1023097.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $8054000.00        | $5543028.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $5470100.00        | $2554213.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $8887100.00        | $2701011.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $42228254.00       | $30968681.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $28002200.00       | $19004169.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $4843206.00        | $1630227.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $914200.00         | $336073.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $983500.00         | $402853.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $10760224.00       | $8380191.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1280367.00        | $606246.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $27809400.00       | $12617764.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $14948300.00       | $5712821.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $40949067.00       | $13599635.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $83.00             | $70.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $14235600.00       | $8198040.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $351000.00         | $269136.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $18795464.00       | $11298160.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $5305700.00        | $2205393.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $980000.00         | $442345.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $82308600.00       | $28704877.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $7164667.00        | $2562364.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $2422000.00        | $1196618.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $31395179.00       | $24737391.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $18917300.00       | $9380597.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $28680400.00       | $17975325.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $17808200.00       | $5882048.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $6329800.00        | $4034918.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $1263900.00        | $391539.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $978000.00         | $306632.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $8669149.00        | $3936209.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $45232929.00       | $32768543.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $60867708.00       | $40196486.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $35934099.00       | $13191012.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $1.00              | $0.86              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $1645830.00        | $1102153.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $44423450.00       | $37067326.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $2446400.00        | $1196553.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $399200.00         | $184297.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $234079343.00      | $97278225.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $20240500.00       | $6511429.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $27381267.00       | $11526116.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $464200.00         | $140506.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $25781366.00       | $9348142.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $34757594.00       | $28044373.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $722000.00         | $281026.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $14690600.00       | $4401568.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $14519900.00       | $7670413.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $171000.00         | $140405.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $13292800.00       | $3937221.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $20196600.00       | $6211221.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $8228300.00        | $4434123.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $18144478.00       | $7318865.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $61500.00          | $52668.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $235800.00         | $96990.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $50274890.00       | $34559110.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $27950800.00       | $15188883.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $20865449.00       | $9341002.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $12525733.00       | $6114248.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $9664000.00        | $3600052.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $11586498.00       | $4422392.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $2605300.00        | $1588545.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $3347367.00        | $1155102.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $136000.00         | $97223.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $162388806.00      | $136934035.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $8728800.00        | $3123993.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $2901000.00        | $2049092.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $75766900.00       | $32822448.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1248266.00        | $496098.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $10314263.00       | $5359456.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $22248500.00       | $12547731.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $36765359.00       | $23342363.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $5736000.00        | $4261348.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $240000.00         | $104022.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $418800.00         | $284776.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $3387300.00        | $1586076.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $20223000.00       | $7344811.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $74097500.00       | $32613866.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $308400.00         | $124677.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $207615175.00      | $169450938.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $1620000.00        | $1256483.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $4682911.00        | $3351381.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $260000.00         | $206566.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $52526696.00       | $39925856.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $1452000.00        | $1077379.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $1839000.00        | $1494514.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $23471081.00       | $11272902.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $6546583.00        | $2233124.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $742400.00         | $345997.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $18269100.00       | $6457396.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $46649731.00       | $25017224.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $18908978.00       | $13180578.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $6797900.00        | $3424367.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $11714800.00       | $4936663.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $2465200.00        | $836321.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $29599367.00       | $11145641.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $55550577.00       | $30593091.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $31215500.00       | $9719102.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $12819203.00       | $3705890.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $6273200.00        | $5209064.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $7784431.00        | $5850739.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $26660600.00       | $14065252.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $57222848.00       | $37294476.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $4705500.00        | $1776848.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $265100.00         | $212906.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1237000.00        | $601134.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1960200.00        | $973823.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $16264500.00       | $12323562.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $3293000.00        | $2296301.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $43792700.00       | $12846194.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $8787300.00        | $4231840.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $6380000.00        | $2923858.30        | U.S. Treasuries (including strips) |

### Security 3: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1384546544.20
- **C.18.a - Value (excl. sponsor support):** $1384546544.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004HX1
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2035-07-25      | 4.7196%  | N/A     | $300000.00         | $9727.01           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.7200%  | N/A     | $10000000.00       | $9878251.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 5.1260%  | N/A     | $56250000.00       | $5977162.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $79.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 5.1260%  | N/A     | $24529000.00       | $6444645.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $4142731.00        | $3858079.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-16      | 3.0000%  | N/A     | $245000.00         | $31354.27          | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2030-05-01      | 0.0000%  | N/A     | $856000.00         | $703848.57         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-11-15      | 4.0000%  | N/A     | $1000.00           | $1477.59           | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2028-02-14      | 3.8750%  | N/A     | $245000.00         | $248992.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $202.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 1.5000%  | N/A     | $7930333.00        | $2878315.94        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-06-20      | 3.0000%  | N/A     | $6750000.00        | $117569.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $139000.00         | $135395.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $125151000.00      | $62302408.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-15      | 6.5000%  | N/A     | $4850000.00        | $1851329.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-12-16      | 2.6000%  | N/A     | $150000.00         | $23193.45          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $167898485.48      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4397423.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-25      | 3.0000%  | N/A     | $350000.00         | $32475.29          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.95             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $25000.00          | $12.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $6000.00           | $5.40              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-16      | 1.5000%  | N/A     | $125000.00         | $89115.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $925000.00         | $876169.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $20000000.00       | $15811918.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $156.38            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $173802000.00      | $86410691.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $9.70              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $3000.00           | $36.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24568140.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $4.62              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.8386%  | N/A     | $56784359.00       | $3615504.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.6790%  | N/A     | $5245000.00        | $2744074.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 2.0000%  | N/A     | $76804000.00       | $3845579.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $25000.00          | $4.19              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-25      | 2.2290%  | N/A     | $10000000.00       | $6043069.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $19765000.00       | $3380607.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.8616%  | N/A     | $9000000.00        | $6868523.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2039-09-20      | 5.5000%  | N/A     | $400000.00         | $400087.11         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2060-05-20      | 5.4363%  | N/A     | $190000.00         | $7338.47           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 0.7500%  | N/A     | $135000000.00      | $60542913.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $69856180.93       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2027-10-25      | 1.0700%  | N/A     | $67111000.00       | $62512550.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 2.0000%  | N/A     | $3000000.00        | $224965.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $1000.00           | $5.42              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $264333.00         | $249699.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-16      | 1.7670%  | N/A     | $250000.00         | $16271.12          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2032-04-21      | 4.7500%  | N/A     | $200000.00         | $200107.23         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-04-25      | 2.0000%  | N/A     | $30000.00          | $5395.19           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2025-09-01      | 7.5000%  | N/A     | $5000.00           | $0.02              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $454000.00         | $448393.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $97270349.00       | $70925787.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-25      | 4.5000%  | N/A     | $40000000.00       | $40050480.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.9460%  | N/A     | $26150000.00       | $3960342.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-11-25      | 2.9044%  | N/A     | $150000.00         | $106219.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $58213753.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-16      | 2.4500%  | N/A     | $110000.00         | $26533.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-09-16      | 2.3000%  | N/A     | $75000.00          | $18137.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.9116%  | N/A     | $31000000.00       | $30892856.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 8.0000%  | N/A     | $5000.00           | $1.51              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $124798000.00      | $57336795.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-25      | 4.8080%  | N/A     | $50000000.00       | $50408355.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14000.00          | $13426.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $7030004.00        | $6886174.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2035-05-21      | 5.4000%  | N/A     | $100000.00         | $100281.70         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $396341723.00      | $307451081.23      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-25      | 2.2500%  | N/A     | $10000000.00       | $5070009.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $25000.00          | $16.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 2.0000%  | N/A     | $68000.00          | $29750.17          | Agency Debentures and Agency Strips       |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 5.1260%  | N/A     | $21185000.00       | $6878672.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-16      | 2.5000%  | N/A     | $340000.00         | $14819.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 1.0000%  | N/A     | $25000000.00       | $11593542.64       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-05-20      | 2.0000%  | N/A     | $70187000.00       | $3434560.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2771163.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $422394209.00      | $328238714.99      | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 5.1260%  | N/A     | $42562000.00       | $6983280.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.8616%  | N/A     | $50000000.00       | $50019724.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 5.0915%  | N/A     | $13000000.00       | $11056324.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | 4.9850%  | N/A     | $6660000.00        | $6834529.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-16      | 2.6500%  | N/A     | $400000.00         | $20745.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $63240000.00       | $62886941.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-11-16      | 1.5000%  | N/A     | $80000.00          | $55053.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.0000%  | N/A     | $5750000.00        | $4340305.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 1.5000%  | N/A     | $30854.00          | $14414.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $78862325.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-12-16      | 2.3000%  | N/A     | $300000.00         | $60415.35          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $139952831.00      | $78005367.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.0000%  | N/A     | $34545291.00       | $5205873.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $8000.00           | $19.72             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.6250%  | N/A     | $5000000.00        | $315113.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-04-16      | 1.5000%  | N/A     | $250000.00         | $127037.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $72226181.30       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $80151637.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-07-25      | 2.5000%  | N/A     | $50000.00          | $1181.12           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-16      | 1.7500%  | N/A     | $100000.00         | $68621.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 1.2500%  | N/A     | $15000.00          | $4584.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 4.9160%  | N/A     | $30301000.00       | $5582604.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2026-06-15      | 4.2500%  | N/A     | $270000.00         | $269774.88         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 1.5000%  | N/A     | $30000.00          | $6658.48           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.1230%  | N/A     | $12483000.00       | $11518747.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $22461637.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $4802.00           | $4.64              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-15      | 3.0000%  | N/A     | $10243444.00       | $6671622.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-16      | 2.0000%  | N/A     | $100000.00         | $74293.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.1870%  | N/A     | $4500000.00        | $4343356.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $37126.00          | $34.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | 2.0008%  | N/A     | $2888346.00        | $2280361.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $98000.00          | $60019.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-25      | 3.0873%  | N/A     | $48163027.00       | $29909630.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $4000.00           | $2.41              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 3.5908%  | N/A     | $14500000.00       | $9319745.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.7000%  | N/A     | $20000000.00       | $9220574.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | 2.0000%  | N/A     | $9606823.00        | $296899.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $82216000.00       | $78716332.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 5.1260%  | N/A     | $17500000.00       | $5160162.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $28065552.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 1.2500%  | N/A     | $12000.00          | $3524.83           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $54864043.26       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-03-20      | 2.0000%  | N/A     | $32377744.00       | $3494757.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.8960%  | N/A     | $17250000.00       | $8998860.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $18762916.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-20      | 2.5000%  | N/A     | $2000000.00        | $70140.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-25      | 2.0000%  | N/A     | $160000.00         | $82423.79          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.7960%  | N/A     | $15950000.00       | $8438792.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 5.1260%  | N/A     | $61074000.00       | $13136167.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 5.1516%  | N/A     | $17000000.00       | $16544603.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2040-05-21      | 5.8700%  | N/A     | $15000.00          | $15108.53          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $65295348.47       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2035-09-25      | 5.3100%  | N/A     | $551000.00         | $554412.62         | Agency Debentures and Agency Strips       |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 5.1260%  | N/A     | $28250000.00       | $10304404.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $201669525.00      | $3053684.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $4000.00           | $4.80              | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 5.1260%  | N/A     | $30000000.00       | $7604410.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-07-25      | 2.0000%  | N/A     | $13515000.00       | $5079260.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-12-15      | 4.0000%  | N/A     | $1000.00           | $1468.90           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $3000.00           | $3.29              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 4.9260%  | N/A     | $69991267.00       | $15945442.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.9360%  | N/A     | $23950000.00       | $6362852.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 4.9000%  | N/A     | $77000000.00       | $79094340.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30205656.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.0000%  | N/A     | $70000.00          | $34565.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $13475000.00       | $8074559.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $5488984.00        | $4229259.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.7417%  | N/A     | $14410979.00       | $3134701.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-05-20      | 0.0000%  | N/A     | $27000000.00       | $27469476.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $10181522.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2029-06-29      | 4.2700%  | N/A     | $500000.00         | $496469.31         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 4.5830%  | N/A     | $5000000.00        | $4968669.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 5.1750%  | N/A     | $1000.00           | $21.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $3000.00           | $393.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-25      | 3.5000%  | N/A     | $14000.00          | $7110.62           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-06-20      | 2.5000%  | N/A     | $23000.00          | $6000.54           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.7886%  | N/A     | $29100210.00       | $2990690.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-25      | 6.7945%  | N/A     | $197000000.00      | $3983030.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.0000%  | N/A     | $102000.00         | $96887.43          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 5.1260%  | N/A     | $21375887.00       | $7101547.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4283%  | N/A     | $90000.00          | $71834.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2026-11-30      | 0.7000%  | N/A     | $460000.00         | $439111.09         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-06-26      | 4.2000%  | N/A     | $35000.00          | $34949.94          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2064-11-16      | 3.2500%  | N/A     | $5000.00           | $3962.49           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $10000.00          | $4990.27           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-15      | 2.6300%  | N/A     | $183416.00         | $139781.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 5.0280%  | N/A     | $12950000.00       | $12372434.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4800%  | N/A     | $7500000.00        | $4153944.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $20000.00          | $18044.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.8560%  | N/A     | $51247000.00       | $4408100.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1400000.00        | $7638.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $6000.00           | $5.96              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-06-15      | 1.2500%  | N/A     | $10000.00          | $4755.20           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $46941176.00       | $41370032.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.7907%  | N/A     | $104967927.00      | $85230802.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-10-25      | 1.5000%  | N/A     | $92762334.00       | $33895885.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-12-15      | 5.5000%  | N/A     | $25000.00          | $1140.08           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-02-16      | 2.5000%  | N/A     | $150000.00         | $67930.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2026-03-30      | 4.3750%  | N/A     | $100000.00         | $101212.75         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $500000.00         | $14459.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-11-01      | 4.0000%  | N/A     | $1800.00           | $0.51              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-25      | 3.0015%  | N/A     | $52567783.00       | $44601200.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $58390000.00       | $58200268.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $10443.00          | $10083.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $47647957.00       | $3982579.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 2.5000%  | N/A     | $36000.00          | $23359.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2038-05-24      | 5.8900%  | N/A     | $35000.00          | $35076.37          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.5000%  | N/A     | $2000.00           | $0.77              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.7635%  | N/A     | $10000000.00       | $7081967.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-12-25      | 3.1848%  | N/A     | $10000000.00       | $9608025.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-25      | 4.9196%  | N/A     | $275000.00         | $71732.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $150000.00         | $96860.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 4.5415%  | N/A     | $44110000.00       | $12782924.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 5.1260%  | N/A     | $32140000.00       | $7097465.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-04-29      | 0.8000%  | N/A     | $295000.00         | $278812.04         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $38209221.00       | $3189590.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-11-20      | 5.3000%  | N/A     | $75000.00          | $75554.92          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 5.1260%  | N/A     | $48750000.00       | $5618122.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-03-16      | 3.5000%  | N/A     | $125000.00         | $114040.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-02-16      | 3.0000%  | N/A     | $250000.00         | $79384.62          | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 5.1260%  | N/A     | $103145000.00      | $48273780.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 5.0460%  | N/A     | $18500000.00       | $2729886.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $20000.00          | $9544.18           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | 2.2500%  | N/A     | $74127000.00       | $3408378.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 7.0000%  | N/A     | $5000.00           | $3.67              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $48000.00          | $47739.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-07-25      | 3.0045%  | N/A     | $5000000.00        | $4901318.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.3552%  | N/A     | $115000.00         | $110678.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $4000.00           | $8.00              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $9536406.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.9260%  | N/A     | $66451000.00       | $66401800.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $54489796.00       | $54982468.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $58363000.00       | $58473105.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.5000%  | N/A     | $5000000.00        | $190891.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.9460%  | N/A     | $36275000.00       | $4032558.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $12000.00          | $9444.97           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 3.0000%  | N/A     | $50000.00          | $21990.35          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8500%  | N/A     | $52700000.00       | $52524213.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $177711000.00      | $86580656.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $44000000.00       | $39084302.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $2964.52           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-05-16      | 1.5000%  | N/A     | $25000.00          | $16930.69          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | 1.0000%  | N/A     | $53672000.00       | $3724740.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $25000.00          | $62.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.2500%  | N/A     | $80000.00          | $78749.45          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-07-20      | 1.5000%  | N/A     | $25000.00          | $12719.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-04-20      | 3.9725%  | N/A     | $3255000.00        | $70212.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $68172.50          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $11000.00          | $10442.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $24220981.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.9460%  | N/A     | $57250000.00       | $17266448.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $73000.00          | $72332.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-05-25      | 2.5800%  | N/A     | $20822000.00       | $18619476.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $697000.00         | $661797.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 7.5000%  | N/A     | $5000.00           | $2.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 5.1260%  | N/A     | $36000000.00       | $11879717.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.7115%  | N/A     | $63440000.00       | $7851381.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $9356751.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $25216.00          | $36.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 0.9370%  | N/A     | $60766000.00       | $56747654.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 5.0000%  | N/A     | $3000.00           | $16.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $51792.95          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2058-02-16      | 2.4000%  | N/A     | $300000.00         | $67979.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.91             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 3.0000%  | N/A     | $33500.00          | $27887.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $346828.00         | $345623.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.0000%  | N/A     | $3000.00           | $21.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2029-04-02      | 5.0000%  | N/A     | $50000.00          | $50776.46          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4018%  | N/A     | $153000.00         | $143153.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-06-20      | 0.0000%  | N/A     | $36138627.00       | $35375487.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 5.0360%  | N/A     | $20509000.00       | $8835784.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.2500%  | N/A     | $222000.00         | $218098.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.7860%  | N/A     | $80387000.00       | $36745610.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 7.0000%  | N/A     | $5000.00           | $3.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-15      | 1.7500%  | N/A     | $20000000.00       | $9235745.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-16      | 2.5500%  | N/A     | $550000.00         | $62416.42          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 1.5000%  | N/A     | $138000.00         | $53794.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-03-29      | 2.3750%  | N/A     | $490000.00         | $479365.27         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $2000.00           | $1.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-25      | 3.5000%  | N/A     | $50000.00          | $24417.48          | Agency Collateralized Mortgage Obligation |

### Security 5: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010SH3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $28.80             | $22.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $1000.00           | $977.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1347960.00        | $552011.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $5846053.21        | $2119737.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $5509900.00        | $2812005.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $200.00            | $53.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $179600.00         | $182903.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $15259100.00       | $4377973.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $185.76            | $92.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $7543000.00        | $1917860.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $14288700.00       | $14408205.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $14088800.00       | $7097078.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $11374000.00       | $11275228.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $244800.00         | $88909.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $9562621.46        | $4823462.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $98483600.00       | $102338785.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $100.00            | $85.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $3.84              | $2.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $444917.17         | $256220.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $12.80             | $8.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $290001600.00      | $298613349.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $200.00            | $74.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $100.00            | $48.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $52628000.00       | $68134086.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $387000.00         | $378142.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $35547600.00       | $15180247.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $300.00            | $75.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $716.80            | $617.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $400000.00         | $390439.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $0.64              | $0.53              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $138.98            | $85.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $200.00            | $56.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $300.00            | $309.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $7010300.00        | $3482703.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $1820500.00        | $1160474.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $11254700.00       | $3151991.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $8568800.00        | $2869476.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $239821900.00      | $226206204.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $51.31             | $32.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $100.00            | $39.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $6551296.62        | $4446148.82        | U.S. Treasuries (including strips) |

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GN5, C.4 - ISIN: US3130B4GN57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649996223.50
- **C.18.a - Value (excl. sponsor support):** $649996223.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2954610146.00
- **C.18.a - Value (excl. sponsor support):** $2954610146.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005Q05
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Moody's Long Rating: A1; Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4167234.00        | $3814289.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $4714793.00        | $4339016.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $10289490.00       | $9840781.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3333783.57        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4370136.00        | $4453281.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-25      | 3.0873%  | N/A     | $8599000.00        | $5340048.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-07-15      | 6.0000%  | N/A     | $3000000.00        | $667844.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $5592201.00        | $4209222.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $206709000.00      | $36105116.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.0000%  | N/A     | $2500000.00        | $1632241.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-10-15      | 4.0000%  | N/A     | $2764000.00        | $2595219.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.5000%  | N/A     | $55000000.00       | $32669698.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $175458648.00      | $28444150.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $1904000.00        | $1278057.47        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $3362609.00        | $2096569.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3706191.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-02-25      | 2.9610%  | N/A     | $16000000.00       | $12131887.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5903269.76        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $1000000.00        | $999768.00         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 3.0000%  | N/A     | $1614454.00        | $1164931.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5777635.00        | $5885339.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $2602000.00        | $1628526.34        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $1306802.00        | $676944.49         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $13069797.00       | $8297627.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.0000%  | N/A     | $4975000.00        | $4100905.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-11-15      | 4.0000%  | N/A     | $5561245.00        | $3999005.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $7169565.00        | $7338245.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.0000%  | N/A     | $1390000.00        | $1139119.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $6241608.00        | $6486243.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $48298208.00       | $14767577.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $37923248.00       | $12924439.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4249499.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $6121097.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 3.5000%  | N/A     | $2224314.00        | $2088998.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $87300000.00       | $15392274.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $6000000.00        | $5603259.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $4297759.00        | $2749118.05        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $7000000.00        | $6364026.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1380193.00        | $1088873.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $6604235.00        | $2876057.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3391795.00        | $3459951.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $50488923.00       | $6694100.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3930%  | N/A     | $1188879.00        | $1086704.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.0000%  | N/A     | $1581428.00        | $745482.75         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $11748797.00       | $6826331.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-25      | 3.1089%  | N/A     | $14134983.00       | $7333109.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | 3.5000%  | N/A     | $1295951.00        | $957903.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2256451.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $23377675.00       | $18073052.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8012607.00        | $6350443.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3793873.00        | $3866391.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3483451.00        | $3550004.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3797783.00        | $3895706.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4726219.00        | $4851977.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $2000000.00        | $1317302.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.5000%  | N/A     | $2220000.00        | $1369377.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | 4.6489%  | N/A     | $8000000.00        | $1840204.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $16565915.00       | $16896095.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-25      | 3.0000%  | N/A     | $5500000.00        | $4316563.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $11632415.00       | $9506635.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-25      | 3.0000%  | N/A     | $2000000.00        | $1578163.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5414464.00        | $5544758.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $35865696.00       | $31647401.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $1000000.00        | $758365.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $30790000.00       | $4547043.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $533000.00         | $422052.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $112453000.00      | $22478506.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.1529%  | N/A     | $11000000.00       | $8481485.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $3156348.00        | $3377984.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $14626782.00       | $3706437.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.0000%  | N/A     | $2255145.00        | $1150812.53        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.5000%  | N/A     | $4753517.00        | $5237361.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $2610474.00        | $1527037.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $3523175.00        | $1917612.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $38850647.00       | $6799396.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.0000%  | N/A     | $1500000.00        | $1331773.98        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.7500%  | N/A     | $1847000.00        | $1739132.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-12-15      | 3.5000%  | N/A     | $1007353.00        | $1084892.49        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $402800.00         | $403615.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $16999900.00       | $17669066.05       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $5076174.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $140742000.00      | $24529460.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | 3.5000%  | N/A     | $5000000.00        | $4562377.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4725146.00        | $4856483.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4047300.00        | $4149066.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $760301.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3316809.00        | $2748619.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $30576714.00       | $29890817.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.5000%  | N/A     | $1750028.00        | $1011464.52        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $2000000.00        | $855594.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.4052%  | N/A     | $35000000.00       | $32370009.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $27500000.00       | $21575744.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $2821080.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $165904000.00      | $31234921.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.0000%  | N/A     | $2000000.00        | $1475426.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 3.0000%  | N/A     | $993000.00         | $660516.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.5000%  | N/A     | $44749820.00       | $7461277.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4192155.00        | $4082674.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3711463.00        | $3778859.36        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $25000000.00       | $24763550.00       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $18843000.00       | $1820235.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $7572120.00        | $7766248.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $132607226.00      | $32868150.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-15      | 3.5000%  | N/A     | $5509000.00        | $4834800.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 3.0000%  | N/A     | $11159000.00       | $7270462.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-07-15      | 6.0000%  | N/A     | $1380595.00        | $152041.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $4000000.00        | $1608023.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3370955.00        | $3455718.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $28098733.00       | $23995633.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3763956.00        | $3865215.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $20000000.00       | $22560528.38       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.5000%  | N/A     | $2920359.00        | $1801129.71        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-01-25      | 3.5000%  | N/A     | $4000000.00        | $3394032.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $7047607.00        | $5455437.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-15      | 5.7500%  | N/A     | $5000000.00        | $2079388.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $28646295.00       | $19322493.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $5050349.00        | $5010630.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3905259.00        | $3989866.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $26664000.00       | $4271321.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3467359.00        | $3560524.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-25      | 2.5000%  | N/A     | $1500000.00        | $1382645.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $8525898.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $9797315.00        | $6000492.99        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $188980326.00      | $35822296.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $6114418.00        | $5369949.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3376254.00        | $3532152.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 6.5000%  | N/A     | $32563079.00       | $1714833.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $3000000.00        | $706961.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $4523284.00        | $4057426.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-15      | 6.0000%  | N/A     | $28000000.00       | $473279.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $4807456.00        | $3842031.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1461217.00        | $773306.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-07-15      | 4.5000%  | N/A     | $5000000.00        | $1221340.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.1418%  | N/A     | $30000000.00       | $29982261.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 6.3052%  | N/A     | $25000000.00       | $15769203.96       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $1500000.00        | $1383718.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $15967187.00       | $16293402.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4633951.00        | $4739151.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-25      | 4.5000%  | N/A     | $9900000.00        | $1310075.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.5000%  | N/A     | $2938016.00        | $2841421.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-25      | 3.5000%  | N/A     | $3095000.00        | $1288101.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $16410203.00       | $11386625.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $5000000.00        | $1118420.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $3181397.00        | $2981605.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-09-15      | 6.0000%  | N/A     | $5099000.00        | $1091417.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $1642538.00        | $912707.67         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $24999900.00       | $25208321.29       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $4485052.00        | $2238603.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $8931345.00        | $9116753.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1207240.00        | $699901.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-25      | 3.0000%  | N/A     | $7997000.00        | $2292671.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 2.5000%  | N/A     | $4000000.00        | $2600195.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $5170000.00        | $2996803.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $4931173.00        | $3766660.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $3432937.00        | $1908755.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5877809.00        | $5874906.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $41430068.00       | $37115790.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95775299.00       | $28709964.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $5442395.00        | $3064536.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $1747770.00        | $1930771.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $97839485.00       | $14954046.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $132000000.00      | $32997726.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $3211000.00        | $1681543.26        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $4999900.00        | $5063791.54        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3447000.00        | $2135712.31        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4532494.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4480685.00        | $4531709.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $59611090.00       | $16410314.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $19440159.00       | $19567331.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-25      | 3.5000%  | N/A     | $8500000.00        | $2503166.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $1922844.00        | $1245617.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $3004007.00        | $1668319.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4053212.00        | $4134396.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-25      | 5.5000%  | N/A     | $3716000.00        | $627760.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3733833.00        | $3827714.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $548947.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.5000%  | N/A     | $1776000.00        | $1232297.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $7201459.00        | $5797915.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $22651145.00       | $18625160.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-25      | 3.0000%  | N/A     | $2056000.00        | $1115679.78        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $100.00            | $89.13             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4057173.00        | $4153442.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $34500000.00       | $24376769.19       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $100.00            | $100.90            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1549912.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.4052%  | N/A     | $50000000.00       | $48611291.22       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $9215798.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.5000%  | N/A     | $14238271.00       | $11887451.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $4264370.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4063557.00        | $4246450.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 5.5000%  | N/A     | $4155000.00        | $775266.92         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $4999900.00        | $5235656.87        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3601171.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $6874508.00        | $7028352.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4786700.00        | $4892311.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5530617.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $200.00            | $185.77            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $17509717.00       | $17873207.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 2.5000%  | N/A     | $1864788.00        | $1114627.71        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3583264.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.0000%  | N/A     | $3000000.00        | $1910692.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $6381020.00        | $6466294.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $11348520.00       | $11584107.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $500000.00         | $274777.56         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $7667094.00        | $8573674.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $26600000.00       | $21327551.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $29165624.00       | $28757993.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $3004737.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $22007323.00       | $17540165.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $25048186.00       | $24064124.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 3.0000%  | N/A     | $2000000.00        | $1889131.58        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $1856326.00        | $1501848.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.0000%  | N/A     | $42877058.00       | $5034568.09        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $14999900.00       | $15475681.08       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $59116460.00       | $13574240.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $5231685.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 6.0000%  | N/A     | $26900000.00       | $24313179.07       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4006963.00        | $4086430.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.0000%  | N/A     | $4000000.00        | $1713944.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $6820899.00        | $5409126.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $43347890.00       | $38237159.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-25      | 3.0000%  | N/A     | $1673507.00        | $1345299.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $135396819.00      | $14146892.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3770242.00        | $3850068.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $37587729.00       | $10034478.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $4000000.00        | $1223276.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3696582.00        | $3789526.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $5708475.00        | $5670135.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $22489181.00       | $19425809.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $6419467.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $30280582.00       | $28968649.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $12169060.00       | $6656307.37        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-09-25      | 2.0000%  | N/A     | $1301000.00        | $1054748.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6052%  | N/A     | $105000000.00      | $99314645.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-07-25      | 3.0000%  | N/A     | $5317338.00        | $2145860.34        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $187900.00         | $174598.05         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-12-25      | 6.0000%  | N/A     | $50000000.00       | $46084518.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 6.0000%  | N/A     | $50000000.00       | $46161821.11       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $100.00            | $105.29            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4577216.00        | $4697250.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $5884937.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4520910.40        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $4358480.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $35468315.00       | $27403884.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $49743193.00       | $4330480.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2549553.74        | Agency Collateralized Mortgage Obligation |

### Security 9: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02DV2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $50000000.00       | $35178215.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $35242304.00       | $35339516.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $1160021179.00     | $748596956.27      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $25176384.00       | $25271188.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.5000%  | N/A     | $99541000.00       | $93435179.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $20861632.00       | $6651631.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000.00         | $92326.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2036-10-06      | 2.0800%  | N/A     | $10954000.00       | $8435821.45        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $15423392.00       | $6213899.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $30000000.00       | $25914623.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $29105400.00       | $29872328.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $50157568.00       | $50278386.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $26000000.00       | $26659017.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $31725408.00       | $30471626.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $208976403.00      | $208534174.47      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $6220773.00        | $4740058.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $3430784.00        | $3567950.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $48182336.00       | $42156133.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3026664.00        | $3214735.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1379004.00        | $1051317.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $50000000.00       | $46855412.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $90387040.00       | $71990297.29       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $43.52             | $24.72             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $16470600.00       | $14686296.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $24946688.00       | $25464165.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $88432000.00       | $89685333.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $30493560.00       | $31126555.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.7019%  | N/A     | $50000000.00       | $20836008.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 5.0000%  | N/A     | $34524200.00       | $32626236.24       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $13467500.00       | $13038172.93       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $2005933.00        | $1187193.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8018%  | N/A     | $16739400.00       | $7419252.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-01-01      | 6.5000%  | N/A     | $117846.00         | $439.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $87757184.00       | $74788767.94       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2037-09-08      | 4.0000%  | N/A     | $6716000.00        | $6318623.98        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $414810375.00      | $295477757.52      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $79995008.00       | $62638292.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $96279296.00       | $91762438.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $30661024.00       | $26591963.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $27508352.00       | $27593123.03       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2032-04-12      | 2.9000%  | N/A     | $1559000.00        | $1451311.04        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1501719.00        | $1211955.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $132786688.00      | $128890796.56      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $140300000.00      | $121965002.15      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $241728.00         | $247806.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $120352768.00      | $122849887.31      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $7788713.00        | $6246583.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 3.5000%  | N/A     | $34514000.00       | $28349428.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.3518%  | N/A     | $8000.00           | $7959.41           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2058-08-01      | 3.5000%  | N/A     | $4924812.00        | $1505677.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $50947968.00       | $44438995.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $12973100.00       | $8232457.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $163879168.00      | $157400385.04      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $8978930.00        | $9165227.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $51175500.00       | $52034699.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $52341568.00       | $53428144.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $17138.00          | $10500.04          | Agency Collateralized Mortgage Obligation |

### Security 10: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1921100095.58
- **C.18.a - Value (excl. sponsor support):** $1921100095.58
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56Q6, C.4 - ISIN: US3130B56Q66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998581930.00
- **C.18.a - Value (excl. sponsor support):** $998581930.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MV0, C.4 - ISIN: US3130B4MV00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1465029300.00
- **C.18.a - Value (excl. sponsor support):** $1465029300.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JR0, C.4 - ISIN: US3130B5JR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999158.00
- **C.18.a - Value (excl. sponsor support):** $99999158.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001S59
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A-; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1303534.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9926092.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $4257844.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999900.00       | $565091.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224997300.00      | $18253193.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $80000000.00       | $63542672.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $62648000.00       | $54678789.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $100000000.00      | $12002182.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2645412.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $27658768.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $2082989.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $2096068.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $884421.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3490620.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1964393.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $31748397.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $150000000.00      | $25304628.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $62580735.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6695325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $57752722.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $149999900.00      | $7485650.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $6189700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1566030.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $4195112.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $656007.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $309999000.00      | $85942492.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $50000000.00       | $14958536.00       | Agency Mortgage-Backed Securities |

### Security 15: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135064818.90
- **C.18.a - Value (excl. sponsor support):** $135064818.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $511651561.20
- **C.18.a - Value (excl. sponsor support):** $511651561.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02DW0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BAN | 2039-03-11      | 5.0000%  | N/A     | $15100000.00       | $15623213.32       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $813925.89         | $809887.19         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2042-08-16      | 4.6762%  | N/A     | $1099.00           | $46.36             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-01-01      | 6.5000%  | N/A     | $258736.00         | $965.71            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $100.00            | $42.14             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $1692210.00        | $1747851.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $57011812.00       | $49987907.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $2319347.00        | $2392438.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 2.5000%  | N/A     | $1375000.00        | $92306.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $10326.00          | $10350.70          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $9750973.00        | $9431300.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $745000.00         | $715557.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $13932000.00       | $308454.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 5.5000%  | N/A     | $7013.00           | $26.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $10001.00          | $10266.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $11264.00          | $508.60            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $30000000.00       | $28745474.43       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $943547.00         | $974571.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $8603307.00        | $8849441.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $13913.00          | $4436.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $17876821.00       | $18404904.22       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $75000000.00       | $77328276.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $15400.00          | $15233.28          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $21846493.00       | $17631106.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $13206.00          | $12702.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $200.00            | $65.32             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2044-10-20      | 3.0000%  | N/A     | $4809574.00        | $4193167.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $61196.00          | $50847.09          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $140.90            | $91.83             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $4239402.00        | $4360688.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4478232.00        | $4756500.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $100000.00         | $68097.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $3926812.00        | $4039155.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.0000%  | N/A     | $2607517.00        | $2562975.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1139870.00        | $1191125.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $16405101.00       | $17779774.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $12094.00          | $12845.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $9926254.00        | $6385186.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $30622939.00       | $601081.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $32940826.00       | $34891702.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1536577.00        | $1577413.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2327604.00        | $2472236.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1970707.00        | $1849999.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $8442968.00        | $8705234.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1013237.00        | $1040168.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $4276684.00        | $4399037.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1742524.00        | $1825152.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 4.2500%  | N/A     | $845162.00         | $837203.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $5930258.00        | $6099918.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $8933789.00        | $8153558.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $1004.00           | $1035.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $8696.00           | $6554.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $2768983.00        | $2109889.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-15      | 5.6250%  | N/A     | $7750000.00        | $8661099.69        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $10000.00          | $10328.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2293831.00        | $2425111.79        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $24999900.00       | $28830100.43       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 0.0000%  | N/A     | $18753000.00       | $13818129.30       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.6018%  | N/A     | $1300.00           | $929.89            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $13243455.00       | $13642656.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4162860.00        | $4350051.79        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $3000000.00        | $1778026.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3061133.00        | $3251346.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2013069.00        | $2070661.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4666430.00        | $4922052.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $438908.00         | $441173.01         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-10-06      | 2.0800%  | N/A     | $127000.00         | $97804.39          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2282304.00        | $2339693.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $10954576.00       | $11282263.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $3754948.00        | $3203508.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2226417.00        | $2326530.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $10000000.00       | $10195333.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $57323091.00       | $58512449.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $35500244.00       | $876211.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $6456.00           | $4921.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-29      | 1.5000%  | N/A     | $10000000.00       | $8228196.67        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $12698.00          | $1832.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $7038576.00        | $3919190.16        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $99998400.00       | $102182183.12      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $3000.00           | $2119.05           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1657442.00        | $1701490.36        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $39255500.00       | $37376682.42       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $10002.00          | $10267.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $38070975.00       | $34074251.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $11003.00          | $2067.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $560115003.00      | $67213961.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1005973.00        | $1054602.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $3454814.00        | $3503832.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $3771500.00        | $3455482.24        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $2244000.00        | $908638.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $547687.00         | $330678.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $10000.00          | $10265.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1494376.00        | $1521967.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1016.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $124679.00         | $126004.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-08-01      | 3.5000%  | N/A     | $2499620.00        | $764216.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $124660719.00      | $112062597.87      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $147273754.00      | $106844924.56      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $4384577.00        | $3210920.94        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2032-04-12      | 2.9000%  | N/A     | $5967000.00        | $5554825.50        | Agency Debentures and Agency Strips       |

### Security 18: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08IX5
- **C.18 - Value (incl. sponsor support):** $34768211.84
- **C.18.a - Value (excl. sponsor support):** $34768211.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $180.79            | $143.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $329101.99         | $332688.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $13.91             | $9.96              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | 0.0000%  | N/A     | $2155531.78        | $2130656.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $41.72             | $40.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $50845.03          | $43844.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $180.79            | $169.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $13.91             | $10.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $196190.07         | $215634.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $27.81             | $27.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $13.91             | $12.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $3832680.79        | $6258257.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $27.81             | $21.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $106209.93         | $214401.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $10291.39          | $10145.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $258786.75         | $262598.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $1472739.73        | $1411153.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $13.91             | $13.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $13.91             | $17.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $7259.60           | $7303.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $13.91             | $13.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $27.81             | $23.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $13.91             | $12.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $13.91             | $13.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $111.26            | $85.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $118058.94         | $121833.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $287282.78         | $289871.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $13.91             | $11.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $69.54             | $44.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 3.1250%  | N/A     | $27.81             | $28.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $13.91             | $13.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $27.81             | $28.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $13.91             | $13.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $13.91             | $11.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $13.91             | $13.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-11      | 0.0000%  | N/A     | $959.60            | $951.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $2100.00           | $2138.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $83.44             | $84.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $97.35             | $129.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $13.91             | $13.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $13.91             | $13.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $44600.66          | $44856.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $278.15            | $191.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $278.15            | $220.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $27.81             | $26.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $55.63             | $55.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $13.91             | $14.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $417.22            | $419.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $41.72             | $39.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $1182.12           | $1232.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $8441.72           | $8403.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $556.29            | $568.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $411697.35         | $421818.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $417.22            | $299.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $69661.59          | $74056.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $300828.48         | $304963.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $1684366.88        | $2074519.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $27.81             | $27.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $13.91             | $13.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $41.72             | $31.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $13.91             | $13.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $13.91             | $14.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $838192.05         | $847553.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $13.91             | $14.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $1376.82           | $1350.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $474892.05         | $696940.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $13.91             | $14.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $13.91             | $13.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $66768.87          | $68077.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $116000.66         | $116590.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $8344.37           | $8526.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $13.91             | $14.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $13.91             | $14.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $375.50            | $268.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $154579.47         | $158997.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $13.91             | $13.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $667.55            | $662.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $125.17            | $127.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $845549.00         | $1793230.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $69.54             | $71.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $83.44             | $64.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 2.2500%  | N/A     | $13.91             | $13.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $41.72             | $42.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $611.92            | $605.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $116529.14         | $117189.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $556.29            | $572.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $590781.46         | $359568.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $13.91             | $12.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $2089805.96        | $2130949.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $412490.07         | $428032.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $3608147.67        | $5631354.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $451972.85         | $459347.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $185022.52         | $178234.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $13.91             | $14.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $83.44             | $112.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $27.81             | $30.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $261929.80         | $253042.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $55643.05          | $59426.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $13.91             | $14.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-12      | 0.0000%  | N/A     | $45129.14          | $44897.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $530465.56         | $535077.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $681.46            | $1069.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $41.72             | $40.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $305.96            | $212.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $2367979.46        | $2441490.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $4805356.28        | $4815087.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $13.91             | $13.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $1877.48           | $1635.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $27.81             | $25.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $73583.44          | $75768.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-16      | 0.0000%  | N/A     | $2545.03           | $2521.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $556.29            | $349.83            | U.S. Treasuries (including strips) |

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGP7, C.4 - ISIN: US3130AXGP76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $925303474.00
- **C.18.a - Value (excl. sponsor support):** $925303474.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC001WV3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $800.00            | $504.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $400.00            | $315.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-08      | 0.0000%  | N/A     | $47032300.00       | $46989500.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $600.00            | $597.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $222400.00         | $218278.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.0000%  | N/A     | $300.00            | $296.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $900.00            | $802.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-13      | 0.0000%  | N/A     | $1000800.00        | $985195.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-10      | 0.0000%  | N/A     | $600.00            | $599.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-12      | 0.0000%  | N/A     | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $400.00            | $282.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $68873400.00       | $61990832.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $600.00            | $644.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-28      | 0.0000%  | N/A     | $300.00            | $297.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $48343300.00       | $34203585.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-01      | 0.0000%  | N/A     | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $9000500.00        | $5660107.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $500.00            | $435.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-26      | 0.0000%  | N/A     | $800.00            | $794.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-21      | 0.0000%  | N/A     | $300.00            | $298.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $200.00            | $164.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $10043000.00       | $7192882.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $700.00            | $690.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-03      | 0.0000%  | N/A     | $400.00            | $399.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-16      | 0.0000%  | N/A     | $32300.00          | $31892.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $356300.00         | $348226.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-16      | 0.0000%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $81096200.00       | $82527171.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $400.00            | $323.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | 0.0000%  | N/A     | $800.00            | $785.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $3952000.00        | $2420706.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-11      | 0.0000%  | N/A     | $900.00            | $892.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $24600.00          | $18574.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $500.00            | $463.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $600.00            | $582.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-05      | 0.0000%  | N/A     | $600.00            | $597.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $44852400.00       | $32034245.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $300.00            | $206.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $500.00            | $370.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $400.00            | $245.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $500.00            | $507.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $12810800.00       | $12883386.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-24      | 0.0000%  | N/A     | $500.00            | $498.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $300.00            | $205.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-22      | 0.0000%  | N/A     | $500.00            | $498.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $58760900.00       | $60266471.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-29      | 0.0000%  | N/A     | $500.00            | $498.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $52400.00          | $48458.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $800.00            | $759.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-18      | 0.0000%  | N/A     | $200.00            | $198.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $500.00            | $493.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $200.00            | $198.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $1100.00           | $1012.55           | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $148834743.00      | $102772410.56      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-08-14      | 0.0000%  | N/A     | $700.00            | $696.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $79.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $200.00            | $199.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $500.00            | $308.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $200.00            | $153.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-26      | 0.0000%  | N/A     | $190000.00         | $186124.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $500.00            | $319.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-20      | 0.0000%  | N/A     | $300.00            | $295.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-28      | 0.0000%  | N/A     | $400.00            | $393.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $145636500.00      | $140695053.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-02      | 0.0000%  | N/A     | $200.00            | $197.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $700.00            | $674.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $8822000.00        | $8017450.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $500.00            | $347.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100000.00         | $99077.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $700.00            | $393.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-23      | 0.0000%  | N/A     | $700.00            | $693.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $600.00            | $602.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $600.00            | $346.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $200.00            | $193.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $900.00            | $877.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-17      | 0.0000%  | N/A     | $800.00            | $798.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $166100.00         | $161409.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $58994900.00       | $34705789.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-09      | 0.0000%  | N/A     | $500.00            | $494.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $166000200.00      | $125409872.60      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $5175293.00        | $5202000.39        | Agency Mortgage-Backed Securities  |

### Security 21: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155067575.35
- **C.18.a - Value (excl. sponsor support):** $155067575.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92, C.4 - ISIN: US3130B5Q927, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XD5, C.4 - ISIN: US3130B5XD57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249988362.50
- **C.18.a - Value (excl. sponsor support):** $1249988362.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2091399506.56
- **C.18.a - Value (excl. sponsor support):** $2091399506.56
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2858121780.51
- **C.18.a - Value (excl. sponsor support):** $2858121780.51
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08U94
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Moody's Long Rating: A1; Fitch Long Rating: A; Standard & Poor's Long Rating: A; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2530%  | N/A     | $35285000.00       | $18005.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $746985.00         | $116527.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $199027.00         | $91509.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.0000%  | N/A     | $4104.00           | $1655.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $162649.00         | $164248.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $66.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $2047948.00        | $345438.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1325816.00        | $1317664.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $1000.00           | $823.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.5000%  | N/A     | $1000.00           | $87.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.5000%  | N/A     | $115900635.00      | $8098240.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 5.0000%  | N/A     | $64644.00          | $31886.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1348004.00        | $1393602.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1176544.00        | $1124168.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-20      | 3.0000%  | N/A     | $499000.00         | $41669.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $2089208.00        | $1073898.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $1000.00           | $80.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $1024.00           | $599.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $5042220.00        | $5186479.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $435000.00         | $306823.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $8080.00           | $71.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $4815248.00        | $5218453.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1000.00           | $476.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.0000%  | N/A     | $49242167.00       | $35210915.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $113000.00         | $43447.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $1000.00           | $93.59             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 4.0000%  | N/A     | $1672365.00        | $566033.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $16000.00          | $11115.86          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $21164400.00       | $20721497.89       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $913.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.5000%  | N/A     | $1793888.00        | $127553.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $4969427.00        | $378420.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.5000%  | N/A     | $1081668.00        | $28603.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1059532.00        | $951972.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1011.00           | $164.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $93732.00          | $10495.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1025.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $33619620.00       | $23381.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 4.8750%  | N/A     | $239056718.00      | $52536.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $2000.00           | $170.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $373385807.00      | $29554792.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $344337300.00      | $316962294.58      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $7540.00           | $486.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $200000.00         | $180372.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1979127.00        | $1846878.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $973000.00         | $137339.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $5096.00           | $491.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1159159.00        | $1164036.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $109000.00         | $54810.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $158011.00         | $20882.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $8946680.00        | $8146081.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $1000.00           | $553.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-20      | 2.5000%  | N/A     | $457623.00         | $168034.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.5000%  | N/A     | $585882.00         | $74273.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.5000%  | N/A     | $57669251.00       | $3841701.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2366821.00        | $2436858.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1095029.00        | $1014925.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $6500000.00        | $3401281.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $699000.00         | $412481.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1365211.00        | $1242189.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-01-20      | 5.6250%  | N/A     | $50000000.00       | $2165.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2082753.00        | $1869307.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1691840.00        | $1299648.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $6743810.00        | $4721252.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $6003.00           | $6267.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 2.0000%  | N/A     | $91000.00          | $41634.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.0000%  | N/A     | $1661110.00        | $103963.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1060356.00        | $919569.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1050.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1394652.00        | $290948.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $550710.00         | $576405.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-15      | 5.3500%  | N/A     | $1000.00           | $1046.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1006360.00        | $1058406.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $509502.00         | $67493.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1020503.00        | $1066427.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1000.00           | $792.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 3.0000%  | N/A     | $747000.00         | $43518.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1000.00           | $1000.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $446578596.00      | $30993825.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1351150.00        | $1389537.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.0000%  | N/A     | $278234873.00      | $16355488.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $3719745.00        | $3494388.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $12629.00          | $12662.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $1000.00           | $40.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1045248.00        | $914753.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $1000.00           | $129.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1052.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-03-15      | 5.6600%  | N/A     | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-16      | 4.6762%  | N/A     | $30792322.00       | $301472.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.3600%  | N/A     | $1000.00           | $1020.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $287104121.00      | $19107203.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $144350.00         | $61482.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-20      | 2.5000%  | N/A     | $2000.00           | $79.97             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $159000.00         | $39268.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $98172.00          | $11929.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1641083.00        | $1284168.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $98000.00          | $69807.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1874042.00        | $1613675.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1993664.00        | $2071370.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2980331.00        | $2996070.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $26484330.00       | $2681751.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1281.00           | $451.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $1000.00           | $767.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.5000%  | N/A     | $7957.00           | $459.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.5000%  | N/A     | $1000.00           | $73.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1247063.00        | $1139027.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.5000%  | N/A     | $140450.00         | $141183.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.0000%  | N/A     | $1000.00           | $79.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $249730.00         | $260960.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-15      | 6.0000%  | N/A     | $1000.00           | $900.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1539693.00        | $1192308.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | 4.8750%  | N/A     | $64424673.00       | $60793.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1008.00           | $1036.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $48996.00          | $4650.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.5000%  | N/A     | $2087971.00        | $184678.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2244000.00        | $1826110.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $1024.00           | $523.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-04-20      | 4.8750%  | N/A     | $108719717.00      | $16687.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $108714242.00      | $56661022.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-11-07      | 0.5000%  | N/A     | $4818000.00        | $4757081.74        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1000.00           | $1010.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $26422541.00       | $15354897.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 4.5000%  | N/A     | $1008.00           | $730.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $1000.00           | $15.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $46893762.00       | $17851020.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $4847532.00        | $4567732.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $485733.00         | $344769.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1984436.00        | $1414388.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1128118.00        | $729734.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | 4.6250%  | N/A     | $189825324.00      | $54076.64          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-07-28      | 4.8750%  | N/A     | $1000000.00        | $1020922.33        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $116000000.00      | $114930190.00      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1182603.00        | $1169816.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.1540%  | N/A     | $67563765.00       | $26596.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1541571.00        | $1497648.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-16      | 4.6762%  | N/A     | $20556114.00       | $123882.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1515307.00        | $1512731.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 5.5000%  | N/A     | $1000.00           | $70.13             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.9400%  | N/A     | $1000.00           | $1067.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $1000.00           | $717.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $51000000.00       | $13650282.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1043530.00        | $1043425.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $12313.00          | $12329.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1623445.00        | $1566756.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1284754.00        | $1281800.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $2625040.00        | $215224.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1812637.00        | $1916708.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $1000.00           | $250.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 6.0000%  | N/A     | $3616736.00        | $46479.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1000.00           | $814.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1047.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $32000000.00       | $4716.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $891000.00         | $106920.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $236000.00         | $80171.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.0000%  | N/A     | $80000.00          | $52919.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $2609239.00        | $2565524.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1001.00           | $1017.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $115.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.7200%  | N/A     | $1000.00           | $1061.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.5000%  | N/A     | $4553543.00        | $294940.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $26110075.00       | $21161942.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $9019.00           | $8879.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2013559.00        | $1556938.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.0000%  | N/A     | $79000.00          | $41355.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-04-20      | 4.8750%  | N/A     | $47042709.00       | $6702.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1178908.00        | $1234970.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $1810000.00        | $48325.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1857297.00        | $1700390.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.9300%  | N/A     | $13785124.00       | $200804.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $2691000.00        | $981761.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $1198163.00        | $597392.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.5000%  | N/A     | $4639713.00        | $443745.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-15      | 2.5000%  | N/A     | $1000.00           | $21.64             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | 3.0000%  | N/A     | $1000.00           | $130.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 2.5000%  | N/A     | $1406804.00        | $27557.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.5000%  | N/A     | $1066.00           | $82.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $50000.00          | $30660.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $4998.00           | $5017.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1093425.00        | $1017705.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | 4.6250%  | N/A     | $69768735.00       | $20116.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.0000%  | N/A     | $4011.00           | $1471.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2104192.00        | $2089327.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1078940.00        | $1127207.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $12915245.00       | $7054389.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $2500000.00        | $238370.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 4.6250%  | N/A     | $50000000.00       | $13013.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $3457.00           | $1986.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | 4.7321%  | N/A     | $4977.00           | $69.19             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $1000.00           | $1014.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $1000.00           | $9.46              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1186464.00        | $1221457.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.0000%  | N/A     | $25000.00          | $2798.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $7144.00           | $4730.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.7600%  | N/A     | $1008.00           | $983.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | 5.6250%  | N/A     | $68458137.00       | $35412.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $408926.00         | $37408.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $852609.00         | $110424.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | 4.7500%  | N/A     | $47749998.00       | $15432.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $1000.00           | $194.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 5.0000%  | N/A     | $1000.00           | $33.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.8200%  | N/A     | $613760.00         | $599836.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-15      | 5.6700%  | N/A     | $1004.00           | $986.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $146000.00         | $106926.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1052930.00        | $1083347.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $101522666.00      | $10938254.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.0000%  | N/A     | $451688.00         | $337981.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.0000%  | N/A     | $1000.00           | $154.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1048.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $23903502.00       | $2126650.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1634951.00        | $1555148.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $7792286.00        | $609852.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.5000%  | N/A     | $1000.00           | $150.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $51719008.00       | $4817596.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1029.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.5000%  | N/A     | $293637266.00      | $21720601.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $999000.00         | $55134.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1057479.00        | $1052004.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $1000.00           | $1039.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1033.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1288021.00        | $1299007.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | 6.2700%  | N/A     | $1000.00           | $1073.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1019035.00        | $1023121.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-20      | 3.0000%  | N/A     | $1000.00           | $56.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4037720.00        | $4193734.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $54000.00          | $5228.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1029229.00        | $773028.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 5.6250%  | N/A     | $20000000.00       | $15856.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1033331.00        | $1061772.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1000.00           | $1038.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 4.0000%  | N/A     | $599000.00         | $134065.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.5000%  | N/A     | $1000.00           | $13.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.0000%  | N/A     | $6126.00           | $2090.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $986473.00         | $79256.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $3422944.00        | $3380352.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1322555.00        | $1165684.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1005407.00        | $1050954.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1005.00           | $1033.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1592422.00        | $1623334.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1486900.00        | $1545416.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-15      | 5.5600%  | N/A     | $1000.00           | $1021.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-16      | 4.6262%  | N/A     | $38010486.00       | $32583.68          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-20      | 4.7500%  | N/A     | $67788747.00       | $21935.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $1000.00           | $110.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $46000.00          | $7936.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1055.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2055238.00        | $2101415.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $478000.00         | $53055.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $97000.00          | $45882.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.5300%  | N/A     | $1000.00           | $1040.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $1000.00           | $208.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $1000.00           | $54.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $616851514.00      | $76068525.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 4.7500%  | N/A     | $51500000.00       | $11383.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 2.5000%  | N/A     | $1000.00           | $110.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 6.4500%  | N/A     | $1000.00           | $1097.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-15      | 3.5000%  | N/A     | $599000.00         | $184937.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1228858.00        | $1246511.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $18838.00          | $1707.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $5014.00           | $5233.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 2.5000%  | N/A     | $174000.00         | $113044.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $210000.00         | $30772.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $114000.00         | $77940.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1092500.00        | $1128283.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1615857.00        | $1521000.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1457508.00        | $1483683.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 5.0000%  | N/A     | $2052566.00        | $282142.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2538596.00        | $2654254.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $95097861.00       | $43786.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | 2.5000%  | N/A     | $1000.00           | $398.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $119127024.00      | $69828836.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.7700%  | N/A     | $1000.00           | $1053.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-20      | 2.5000%  | N/A     | $1000.00           | $315.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $1024.00           | $351.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1002.00           | $1018.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $232713257.00      | $24109.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $1000.00           | $597.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $2040.00           | $227.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 3.0000%  | N/A     | $1000.00           | $139.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $106092.00         | $101736.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.0000%  | N/A     | $43568162.00       | $3635566.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 4.7500%  | N/A     | $260648891.00      | $96443.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $2817188.00        | $1337068.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1000.00           | $752.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $4930481.00        | $502056.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $3097111.00        | $2604244.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $1000.00           | $421.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1016169.00        | $940947.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 5.0000%  | N/A     | $1000.00           | $70.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1315776.00        | $1273297.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 5.4183%  | N/A     | $21250000.00       | $185290.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1008.00           | $1016.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.8400%  | N/A     | $1000000.00        | $1056838.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $297799.00         | $199631.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-08-20      | 5.5000%  | N/A     | $1000.00           | $488.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $27280228.00       | $14039488.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $1024.00           | $343.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 4.6250%  | N/A     | $150000000.00      | $13989.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.5000%  | N/A     | $1000.00           | $818.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 5.0000%  | N/A     | $16165.00          | $6754.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $61310203.00       | $49480103.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 3.0000%  | N/A     | $2634776.00        | $367031.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.5000%  | N/A     | $1000.00           | $73.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $3138174.00        | $1007396.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1656254.00        | $1661345.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3247780.00        | $3266060.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1731950.00        | $1492149.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $3080870.00        | $2872351.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $421730.00         | $213315.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $596999.00         | $36869.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 4.7500%  | N/A     | $16762014.00       | $7068.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $2598547.00        | $2686028.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1469100.00        | $1108632.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-01-15      | 5.5000%  | N/A     | $986881.00         | $999772.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $1000.00           | $976.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $1000.00           | $553.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $435000.00         | $288369.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 4.8750%  | N/A     | $58013355.00       | $22457.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $1024.00           | $9.31              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $19205176.00       | $1934915.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $288000.00         | $207214.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $448813.00         | $342035.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1056.00           | $1086.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $582924.00         | $48934.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $393162.00         | $237804.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $1996000.00        | $293371.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $23391503.00       | $18879588.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1001.00           | $1031.91           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-11-28      | 4.1250%  | N/A     | $3000000.00        | $3008117.00        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $41633254.00       | $22172718.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $1007.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1076739.00        | $1077376.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-25      | 5.1197%  | N/A     | $16895004.00       | $206836.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1161234.00        | $1112526.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3026258.00        | $2628139.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $13949168.00       | $1332566.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.5000%  | N/A     | $1000000.00        | $174789.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-03-15      | 5.5800%  | N/A     | $1000.00           | $1032.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $1000.00           | $1008.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1008.00           | $1039.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $76029960.00       | $7276062.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5821%  | N/A     | $30000000.00       | $350742.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $738610.00         | $774034.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $1005.00           | $83.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $1000.00           | $81.91             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $1000.00           | $77.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $1911244.00        | $292051.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2673700.00        | $2199359.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-20      | 2.5000%  | N/A     | $1000.00           | $363.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9200%  | N/A     | $1000.00           | $984.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $341747.00         | $32452.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1117494.00        | $1077032.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $2695341.00        | $2252387.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1033.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $17850119.00       | $9572779.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $419655.00         | $291726.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.5000%  | N/A     | $11001000.00       | $1454935.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | 4.7500%  | N/A     | $271118632.00      | $127536.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1176875.00        | $1224548.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.5000%  | N/A     | $6335073.00        | $6377220.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $8000000.00        | $6562919.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $1472004.00        | $180099.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-15      | 4.9800%  | N/A     | $6000.00           | $5935.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 4.1870%  | N/A     | $30000000.00       | $907.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $288298945.00      | $154770249.62      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.5000%  | N/A     | $1753620.00        | $321916.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1791362.00        | $1644090.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-20      | 1.5000%  | N/A     | $1481638.00        | $867382.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $127564782.00      | $194140.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1326192.00        | $1385678.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1210602.00        | $1256494.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $1000.00           | $69.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $27860275.00       | $2508031.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $4811.00           | $700.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1032748.00        | $1041816.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1120488.00        | $598377.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1002.00           | $1011.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $3815729.00        | $1396551.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2624320.00        | $1719238.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-15      | 5.6000%  | N/A     | $1175288.00        | $1212918.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $13734640.00       | $906827.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $116049564.00      | $8800664.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $217376.00         | $218995.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | 3.5000%  | N/A     | $2004.00           | $949.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $411000.00         | $271895.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $13303741.00       | $6615711.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $1000.00           | $182.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.0000%  | N/A     | $300000000.00      | $18644702.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $1015.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $988.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $1026.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $326007.00         | $32354.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $1000.00           | $969.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $664900.00         | $683156.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $3013415.00        | $2438731.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-11-15      | 4.7500%  | N/A     | $1000.00           | $974.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1103645.00        | $1136175.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $1062954.00        | $863760.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1306865.00        | $1368571.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $4484243.00        | $2016989.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $19752.00          | $2952.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $1000.00           | $216.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1347950.00        | $1157960.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 4.6250%  | N/A     | $50104293.00       | $4132.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1045.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | 4.8750%  | N/A     | $27116857.00       | $14330.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $506769.00         | $53507.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.2500%  | N/A     | $94430.00          | $34343.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 4.6250%  | N/A     | $40000000.00       | $6808.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2611717.00        | $2609448.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $1576506.00        | $1188080.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $242112458.00      | $196362170.94      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.5000%  | N/A     | $74077891.00       | $6563256.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3726696.00        | $3663339.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 3.0000%  | N/A     | $215961.00         | $86874.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1177568.00        | $568410.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $1489000.00        | $197447.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $1000.00           | $292.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $350000.00         | $47401.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-16      | 4.7262%  | N/A     | $2400.00           | $57.19             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.0000%  | N/A     | $4866543.00        | $4810137.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-16      | 4.6462%  | N/A     | $50000000.00       | $235762.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $41000000.00       | $39355539.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $61000.00          | $29574.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1008.00           | $1015.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 4.0000%  | N/A     | $40000.00          | $26094.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-15      | 5.6700%  | N/A     | $6000.00           | $5895.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $110866223.00      | $9012278.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $5169704.00        | $5344581.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $4323682.00        | $4358516.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $349995904.00      | $23344736.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $1000.00           | $671.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1021.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1954952.00        | $1947832.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $5488895.00        | $545195.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 2.0000%  | N/A     | $160000.00         | $109451.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.7321%  | N/A     | $28720000.00       | $120574.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $239810754.00      | $109133494.52      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $652862.00         | $52938.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $2017862.00        | $763558.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1003950.00        | $1046193.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 4.8750%  | N/A     | $100000000.00      | $28483.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 3.0000%  | N/A     | $1000.00           | $128.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $1024.00           | $778.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $216000.00         | $25610.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.0000%  | N/A     | $5372.00           | $2295.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-16      | 4.7262%  | N/A     | $43549533.00       | $101447.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.3500%  | N/A     | $1000.00           | $949.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1706350.00        | $1772149.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1654533.00        | $1679260.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $1000.00           | $49.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $49802000.00       | $5557.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $176300000.00      | $179743726.61      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1131170.00        | $1202918.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $123999.00         | $10647.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $6820570.00        | $6505659.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $2002.00           | $167.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.5300%  | N/A     | $1000.00           | $1040.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $1120.00           | $954.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2919654.00        | $3029728.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 3.0000%  | N/A     | $1000.00           | $121.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $1000.00           | $92.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1274665.00        | $1264903.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1583000.00        | $890605.57         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-07-22      | 4.8750%  | N/A     | $2530000.00        | $2584839.86        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1100000.00        | $181802.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1663400.00        | $1739454.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1538632.00        | $1464208.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $1000.00           | $3.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.4970%  | N/A     | $6383966.00        | $6359546.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1476641.00        | $1411031.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.5000%  | N/A     | $1000.00           | $387.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $7657177.00        | $5355111.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.3480%  | N/A     | $27000000.00       | $23622.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 5.6250%  | N/A     | $24828703.00       | $17582.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1220286.00        | $1073745.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $10960886.00       | $856183.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $4042890.00        | $271527.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 4.6321%  | N/A     | $22000000.00       | $289396.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $5452844.00        | $5508330.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $144378241.00      | $13143550.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $391998.00         | $86458.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1080100.00        | $774458.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $6118808.00        | $6293863.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1337575.00        | $1261669.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | 4.6250%  | N/A     | $21028840.00       | $8148.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 4.8750%  | N/A     | $11167003.00       | $5376.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1278156.00        | $1299444.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $233.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $123.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 5.6250%  | N/A     | $15131096.00       | $11634.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $1284978.00        | $247690.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $1000.00           | $193.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2631024.00        | $2659556.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $99259.00          | $23360.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $7000.00           | $6277.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1468090.00        | $1550736.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.8400%  | N/A     | $1000.00           | $1060.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1065782.00        | $588979.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1047373.00        | $1104661.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $226050356.00      | $191463345.94      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.5500%  | N/A     | $1000.00           | $37.46             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1024.00           | $689.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 2.5000%  | N/A     | $3139002.00        | $494863.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | 4.7321%  | N/A     | $21581990.00       | $209242.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-10-20      | 2.5000%  | N/A     | $1000.00           | $60.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.5000%  | N/A     | $391054522.00      | $26906064.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1709768.00        | $1518866.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.2100%  | N/A     | $1000.00           | $935.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1000.00           | $1009.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.5000%  | N/A     | $317571.00         | $36558.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 8.0000%  | N/A     | $98485.00          | $29877.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $3120867.00        | $1170554.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1000.00           | $1031.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $40000.00          | $31897.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $1007.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.1900%  | N/A     | $1000.00           | $931.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $481419.00         | $36316.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $25803391.00       | $2533946.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1489335.00        | $1384883.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $116959018.00      | $74166628.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1011.00           | $1039.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1854684.00        | $1907747.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $500000.00         | $37523.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.0000%  | N/A     | $279000.00         | $133649.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $6310500.00        | $30509.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2374728.00        | $2345470.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $1024.00           | $495.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $25000.00          | $1241.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1119890.00        | $994149.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $2366146.00        | $2288547.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $3698.00           | $246.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.0000%  | N/A     | $1010989.00        | $115525.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $1015.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.5000%  | N/A     | $16502206.00       | $1062029.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $720000.00         | $580084.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $2998000.00        | $140048.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1066942.00        | $1128792.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $762293.00         | $780052.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1471828.00        | $1538013.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1110765.00        | $1116874.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | 4.7500%  | N/A     | $30793970.00       | $14709.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $28976392.00       | $10837.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-12-11      | 0.0000%  | N/A     | $2000000.00        | $1961040.00        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $1000.00           | $111.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.5000%  | N/A     | $1000.00           | $10.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | 1.5000%  | N/A     | $466120.00         | $311940.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $100000000.00      | $22500.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | 4.6321%  | N/A     | $24519419.00       | $292770.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.5000%  | N/A     | $1155.00           | $79.91             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $635752.00         | $641569.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $6993016.00        | $53683.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.0000%  | N/A     | $2006704.00        | $1851323.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1922316.00        | $2036377.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-20      | 4.6250%  | N/A     | $192217675.00      | $80927.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.0000%  | N/A     | $1120.00           | $629.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.5000%  | N/A     | $1000.00           | $12.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $1000.00           | $122.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.5000%  | N/A     | $1000.00           | $174.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $104213.00         | $11425.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0990%  | N/A     | $13969629.00       | $14105938.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1491911.00        | $1431252.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1089.00           | $183.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2025-09-04      | 0.3750%  | N/A     | $2500000.00        | $2484995.83        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $1000.00           | $172.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.8750%  | N/A     | $67060895.00       | $5816.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $1349542.00        | $127538.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1043.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1657941.00        | $1467367.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $36083.00          | $3001.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.5000%  | N/A     | $365912789.00      | $23518751.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $3234164.00        | $242944.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $1019.00           | $124.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.5100%  | N/A     | $7769888.00        | $8072817.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1492579.00        | $1365389.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1933660.00        | $1845444.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $1000.00           | $104.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $657.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 3.0000%  | N/A     | $1000.00           | $128.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $499993855.00      | $30933909.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1066128.00        | $906235.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 4.0000%  | N/A     | $284839.00         | $29866.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1002.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1915512.00        | $1983333.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $2020.00           | $203.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.5000%  | N/A     | $701000.00         | $163173.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $1305000.00        | $144322.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $249384772.00      | $17396531.55       | Agency Mortgage-Backed Securities         |

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5L55, C.4 - ISIN: US3130B5L555, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1250001162.50
- **C.18.a - Value (excl. sponsor support):** $1250001162.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02DM2
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1930679.00        | $1981996.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2423037.00        | $2487441.59        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $720700.00         | $741379.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $44662700.00       | $47699187.16       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $13124708.00       | $13364099.28       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $400.00            | $407.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $144006000.00      | $85371364.99       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $74256587.00       | $75310164.18       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1004092.00        | $1049243.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $9614942.00        | $9802753.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $4236029.00        | $2371990.60        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $200.00            | $207.87            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $336164548.00      | $339738677.42      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $100.00            | $32.66             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $9547722.00        | $9948565.07        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2402540.00        | $2374518.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $1085345792.00     | $827003804.11      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $9999800.00        | $6637809.94        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1608503.00        | $1671419.24        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $88726900.00       | $78328675.44       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $3820539.00        | $3926322.51        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $200.00            | $176.34            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $12283080.00       | $10479225.51       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $5000000.00        | $5492927.40        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $42136000.00       | $650004.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $668948.00         | $671162.43         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $200.00            | $193.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $710837800.00      | $727329236.96      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $2019440.00        | $1217035.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $3228214.00        | $3274016.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $778784768.00      | $578415664.23      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3633800.00        | $3525907.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1421106.00        | $1458873.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2472310.00        | $2051480.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $6983719.00        | $7169319.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1005232.00        | $1065416.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1105000.00        | $678539.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $790251.00         | $811252.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $1000.00           | $1031.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $96.52             | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1519468.00        | $1559855.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $2097114.00        | $2126868.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $2804029.00        | $776896.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $18043584.00       | $18722215.44       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $200.00            | $190.43            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $2743383.00        | $2405395.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-05-20      | 7.0000%  | N/A     | $3473648.00        | $3587864.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1592657.00        | $1573587.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $23869.00          | $17479.79          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $400.00            | $376.81            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $979176448.00      | $750658005.50      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $6990675.00        | $4367282.04        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $1040.00           | $1054.76           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $37979100.00       | $34914469.50       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $15989000.00       | $16071512.13       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $20784304.00       | $18846034.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $73666887.00       | $25025234.68       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $8451000.00        | $8849484.23        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3505842.00        | $3593997.56        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $13000000.00       | $9310710.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $20000000.00       | $19912800.00       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1008906.00        | $953143.39         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $300.00            | $296.75            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1797.00           | $1899.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.0000%  | N/A     | $1004.00           | $986.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1691550.00        | $1618981.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $8260890.00        | $8406137.01        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $781900.00         | $711646.29         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $6629031.00        | $6927112.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-01-01      | 5.0000%  | N/A     | $60301556.00       | $57801641.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $6051736.00        | $6104631.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $34960576.00       | $31790849.25       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $95806943.00       | $30547584.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1276145.00        | $1262958.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $5940.00           | $5713.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1284922.00        | $1181499.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $13580.00          | $13476.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $1262798.00        | $1294888.18        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $885000.00         | $876838.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $1964900.00        | $1974532.11        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.5000%  | N/A     | $3947521.00        | $4213385.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1755798.00        | $1843366.86        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $264100.00         | $257729.58         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2054204.00        | $2108796.75        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $51891200.00       | $48003441.04       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $60927818.00       | $61950751.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4096969.00        | $3771647.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $3188603.00        | $3149564.23        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $27748500.00       | $28401271.97       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $40292736.00       | $1819332.51        | Agency Mortgage-Backed Securities  |

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4J85, C.4 - ISIN: US3130B4J859, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799102328.00
- **C.18.a - Value (excl. sponsor support):** $799102328.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2915705872.50
- **C.18.a - Value (excl. sponsor support):** $2915705872.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008FG7
- **C.18 - Value (incl. sponsor support):** $278145695.31
- **C.18.a - Value (excl. sponsor support):** $278145695.31
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $3416741.72        | $1254248.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $831377.48         | $309072.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $1557.62           | $2431.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $45754.97          | $14999.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $1913614.57        | $1960659.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 2.0000%  | N/A     | $295515.89         | $296728.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $334748.34         | $137116.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $68562.91          | $64990.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $4450.33           | $1875.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $278145.70         | $122425.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $10041.06          | $9301.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $12794.70          | $3789.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $51025.83          | $47449.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $7231.79           | $2090.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $83443.71          | $40185.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $94347.02          | $81800.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $12933.77          | $11704.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $474655.63         | $396056.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $9637.75           | $11308.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $14046.36          | $14022.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 0.0000%  | N/A     | $2086.09           | $2070.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $294417.22         | $261395.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $1208682.12        | $306211.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $46867.55          | $15775.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 3.0000%  | N/A     | $155121.85         | $155197.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $5423.84           | $1462.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $562188.08         | $1204563.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $2086.09           | $2120.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $638302.65         | $863865.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 3.1250%  | N/A     | $24880.13          | $25122.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $251888.74         | $257030.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $448162.25         | $594352.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1296715.23        | $1021728.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $1547602.65        | $438172.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $13490.07          | $4315.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $107781.46         | $42969.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $6188.74           | $7053.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $1821117.22        | $1758852.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $31722.52          | $35256.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $360601.99         | $361558.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $5562.91           | $2485.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $66754.97          | $18184.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $592033.11         | $461082.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $1326184.77        | $1268474.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $1724.50           | $1753.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $909258.28         | $1223370.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $296642.38         | $113223.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $1353039.73        | $562293.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $692721.85         | $166706.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 0.0000%  | N/A     | $12655.63          | $12539.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $5459902.65        | $3455696.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $198317.88         | $58219.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $1276132.45        | $913279.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $2666874.83        | $3284606.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $285210.60         | $575742.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $109172.19         | $36059.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $527572.85         | $542932.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $500.66            | $500.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $5354304.63        | $5273347.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $128433.77         | $127130.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-02      | 0.0000%  | N/A     | $27.81             | $27.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $1297271.52        | $880415.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $55768.21          | $22837.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $218580.79         | $223354.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $12321.85          | $26132.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $18886.09          | $23683.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $20860.93          | $11731.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $1462656.95        | $1345854.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $309464.90         | $318731.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $1537394.70        | $2510360.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $1372064.90        | $1424559.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $4853.64           | $5334.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $5924.50           | $6006.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $837218.54         | $794484.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $868370.86         | $265775.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $4506099.34        | $2416521.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $318796.69         | $325404.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $708019.87         | $306996.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $1959160.93        | $1937951.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $1102847.68        | $819319.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $5698509.93        | $1509780.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $41721.85          | $14747.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.2500%  | N/A     | $601629.14         | $600076.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $3682649.01        | $1829532.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $1314558.28        | $1433079.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $1989993.38        | $1296960.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $367152.32         | $138640.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $13.91             | $13.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $46450.33          | $16842.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $3183933.77        | $2420127.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $1807.95           | $1695.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $888814.57         | $213888.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $5326.49           | $5248.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $1668874.17        | $799472.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $3418410.60        | $1038940.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $12613.91          | $12958.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $984037.75         | $1606640.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.0000%  | N/A     | $6258.28           | $6193.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.0000%  | N/A     | $58410.60          | $57772.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.0000%  | N/A     | $8622.52           | $8497.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $842072.19         | $857559.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $12641.72          | $12755.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $277450.33         | $182324.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $4445602.65        | $2310006.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $4015728.48        | $2347952.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $50622.52          | $14364.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $100480.13         | $103555.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $85807.95          | $45329.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $1992913.91        | $1369935.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $111.26            | $95.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $49927.15          | $19556.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 0.0000%  | N/A     | $117099.34         | $116222.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $30039.74          | $17299.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $3115.23           | $2923.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $101523.18         | $37819.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $598110.60         | $877772.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $1221615.89        | $570422.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $4447410.60        | $1793934.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $1282251.66        | $728240.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $85947.02          | $39024.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $63973.51          | $25149.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $8219.21           | $5895.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $13907.28          | $6024.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $5958075.50        | $6085266.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $1570827.81        | $385364.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $117655.63         | $28106.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $762007.95         | $725537.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $1769423.84        | $1078881.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $1188933.77        | $1045221.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $468536.42         | $481980.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $3504635.76        | $1272852.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $700231.79         | $571513.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $222099.34         | $112028.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $740423.84         | $185690.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $17552245.03       | $16187136.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 4.5000%  | N/A     | $6689.40           | $6730.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $64807.95          | $40044.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $1232741.72        | $1105435.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $97017.22          | $28696.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $710662.25         | $194362.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $4638357.61        | $3360211.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $8045503.31        | $3197524.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $1669291.39        | $713186.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $60774.83          | $23538.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $13907.28          | $3645.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $267576.16         | $86469.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $216119.21         | $57500.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 2.7500%  | N/A     | $80801.32          | $81282.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $138377.48         | $48258.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $4457562.91        | $2679490.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $6172748.34        | $1557933.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $936168.87         | $877907.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $5982441.06        | $4519616.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $5706854.30        | $1398013.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $11306.62          | $11598.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $1571008.61        | $1615562.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $1661266.89        | $1591796.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $1029139.07        | $439483.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $6967.55           | $9020.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $247132.45         | $84300.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $286490.07         | $71307.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $66282.12          | $68891.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $29400.00          | $46135.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $358668.87         | $115384.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $598152.32         | $144920.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $3274887.42        | $2821751.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $1769701.99        | $1049135.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $1748743.71        | $1711937.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $8761.59           | $8747.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $594397.35         | $457270.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $4518615.89        | $2488514.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $2024066.22        | $520274.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $10931.13          | $10984.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $3254262.91        | $2386559.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $3304704.64        | $3408059.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $172033.11         | $167599.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $82331.13          | $75204.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $1474172.19        | $649299.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $220235.76         | $316043.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $134205.30         | $51289.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $22738.41          | $15093.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $5006.62           | $4843.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $107086.09         | $43291.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $171754.97         | $61426.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $2540082.12        | $2343629.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $91746.36          | $116063.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $4190445.69        | $3574630.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $2106814.57        | $1410857.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2592317.88        | $823636.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $47882.78          | $52603.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $828888.08         | $1086349.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $13.91             | $13.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $3497403.97        | $4056068.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $6847947.02        | $1917836.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 4.4000%  | N/A     | $43155570.19       | $43467575.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $924987.42         | $892621.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.0000%  | N/A     | $7788.08           | $7675.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $31708.61          | $30784.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $50775.50          | $50593.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $777695.36         | $187061.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 3.5000%  | N/A     | $5980.13           | $6031.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $4352201.32        | $1072782.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $46867.55          | $14592.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $55629.14          | $19642.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $1437874.17        | $1376590.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $128781.46         | $60977.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $85529.80          | $32206.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $8242847.68        | $2284192.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $179264.90         | $69248.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $200932.45         | $204566.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 6.8750%  | N/A     | $139.07            | $143.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $1288050.99        | $1413052.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $68980.13          | $25887.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $64807.95          | $29845.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $336973.51         | $161844.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $27.81             | $28.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $8618928.48        | $8041241.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $35463.58          | $11118.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $31291.39          | $7465.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $236423.84         | $67669.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $2144225.17        | $1165204.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $116264.90         | $48941.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $391072.85         | $364212.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $87615.89          | $25701.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2350331.13        | $597588.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $999697.35         | $1203083.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $124720.53         | $33771.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $65739.74          | $77237.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $86920.53          | $84260.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $12288476.82       | $9793547.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $262166.23         | $271024.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $22251.66          | $7548.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $821503.31         | $240387.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $2429143.71        | $2113889.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $909786.75         | $888042.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $671443.71         | $655181.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $647384.11         | $226017.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $2794947.02        | $964474.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $566443.71         | $532986.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $4742.38           | $4769.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $12697.35          | $12479.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $2070697.35        | $2152690.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $61192.05          | $14848.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $2948.34           | $2887.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $818582.78         | $526519.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $74821.19          | $46893.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $324874.17         | $107894.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $121688.74         | $36833.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $11556.95          | $13327.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $8622.52           | $3584.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $3075596.03        | $2172450.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $3296.03           | $3520.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $2141.72           | $2165.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $1883046.36        | $1052809.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $61887.42          | $16134.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $2988661.59        | $2903850.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $8831.13           | $10677.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $49370.86          | $14164.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 3.0000%  | N/A     | $13.91             | $14.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $4547.68           | $4759.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $187192.05         | $57568.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $4628761.59        | $2259460.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $186176.82         | $190556.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $3289768.21        | $823685.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $6981.46           | $6917.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $7078.81           | $7626.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $427315.23         | $545921.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $3119445.69        | $3167096.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $35602.65          | $17654.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $2020450.33        | $1951744.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $485642.38         | $489361.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $494821.19         | $127651.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $8533732.45        | $8900690.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $2549705.96        | $2548335.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $60649.67          | $51750.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $33377.48          | $11945.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $314360.26         | $191329.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $8511.26           | $8230.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $200125.83         | $170587.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $1059470.86        | $1055085.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $2551847.68        | $2539185.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $1910165.56        | $591744.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $222238.41         | $56174.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $577152.32         | $198780.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $53543.05          | $13948.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $1312152.32        | $866533.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $370768.21         | $278667.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $44405.96          | $36268.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $3198.68           | $1633.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 4.2500%  | N/A     | $98978.15          | $99817.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $6275384.10        | $5063331.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $132397.35         | $34947.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $155066.23         | $46460.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $719020.53         | $707846.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $3331629.14        | $1491497.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $409708.61         | $129242.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $3577092.71        | $1314992.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1138311.26        | $939246.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $1773067.55        | $1318222.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $106112.58         | $27262.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $4199624.50        | $2666345.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $2146867.55        | $1810341.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $53821.19          | $37516.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $695225.17         | $194381.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $275086.09         | $82425.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $1024132.45        | $282368.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $75099.34          | $24526.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $29900.66          | $8001.15           | U.S. Treasuries (including strips) |

### Security 32: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PG8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $612000.00         | $269265.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $69033975.97       | $68691429.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $63000.00          | $41296.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $131645800.00      | $80123921.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $26773831.67       | $19161013.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $345897600.00      | $341456793.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $576000.00         | $256280.26         | U.S. Treasuries (including strips) |

### Security 33: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005U78
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $254950100.00      | $255000070.22      | U.S. Treasuries (including strips) |

### Security 34: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VL6
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2028-04-11      | 4.6250%  | N/A     | $82840000.00       | $83645312.95       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.2500%  | N/A     | $2988978.00        | $382529.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 2.5000%  | N/A     | $219393.00         | $122870.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $367922.00         | $82341.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $1405118.00        | $854962.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $63685899.00       | $5040961.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $625678.00         | $59615.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $583000.00         | $97869.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $6675000.00        | $57994.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 4.5000%  | N/A     | $275200.00         | $69613.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.5000%  | N/A     | $3260473.00        | $819694.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 4.8000%  | N/A     | $10000000.00       | $10152700.00       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-10-15      | 5.0000%  | N/A     | $2469922.00        | $422144.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $10556487.00       | $118901.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 4.0000%  | N/A     | $12560925.00       | $697441.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2042-06-30      | 5.0000%  | N/A     | $5000000.00        | $4709760.00        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $1067500.00        | $492957.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $10732453.00       | $1173577.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $92846504.00       | $7204807.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 4.5000%  | N/A     | $3640000.00        | $292043.89         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-06-25      | 3.7500%  | N/A     | $1500000.00        | $1498882.25        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $2104672.00        | $251309.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.5000%  | N/A     | $1000000.00        | $100954.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.7500%  | N/A     | $9000208.00        | $101918.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25002459.00       | $194750.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.2200%  | N/A     | $19029000.00       | $13364796.14       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-10-15      | 5.0000%  | N/A     | $673143.00         | $51173.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $503643180.00      | $68973238.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 5.0000%  | N/A     | $1228427.00        | $313450.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $226904286.00      | $27981246.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $10000000.00       | $900217.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $1205052.00        | $254927.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $39877534.00       | $204549.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $48108003.00       | $5864960.89        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-12-01      | 2.7800%  | N/A     | $2593000.00        | $2125086.52        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $11333191.00       | $929195.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $40865124.00       | $4851528.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $10000000.00       | $104443.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $3209924.00        | $78246.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $1605292.00        | $90056.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2038-06-11      | 3.7500%  | N/A     | $950000.00         | $855361.16         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-03-17      | 4.6400%  | N/A     | $10000000.00       | $10131915.56       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-05-15      | 3.5000%  | N/A     | $5749336.00        | $598841.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $629000.00         | $78740.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 3.5000%  | N/A     | $2024000.00        | $141291.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 5.0000%  | N/A     | $19435999.00       | $1955620.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.5000%  | N/A     | $1153419.00        | $777180.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $295303602.00      | $24634688.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | 4.5000%  | N/A     | $30439997.00       | $465194.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.5000%  | N/A     | $971305.00         | $78159.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-28      | 4.7500%  | N/A     | $15000.00          | $15230.66          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-10-15      | 4.0000%  | N/A     | $2120939.00        | $158693.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $2600000.00        | $60186.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | 5.0000%  | N/A     | $513000.00         | $135351.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $103348683.00      | $10523692.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $377062.00         | $71596.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $509015.00         | $71824.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $46679350.00       | $5818137.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $779000.00         | $100891.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-15      | 3.5000%  | N/A     | $1081541.00        | $263805.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-25      | 4.7600%  | N/A     | $6095956.00        | $6181972.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $3475000.00        | $481998.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.5000%  | N/A     | $1328000.00        | $117805.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $2114699.00        | $120740.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-01-02      | 4.4850%  | N/A     | $60000.00          | $60679.96          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $3232535.00        | $780781.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.0000%  | N/A     | $109403559.00      | $7711251.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $19436705.00       | $1845708.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.5000%  | N/A     | $2079689.00        | $791199.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $5831700.00        | $318639.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.5000%  | N/A     | $11891224.00       | $754651.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $3250000.00        | $328497.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.0000%  | N/A     | $4849047.00        | $526322.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $3000000.00        | $83486.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $22846272.00       | $3094129.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $1029340.00        | $410812.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 3.3750%  | N/A     | $476734.00         | $71387.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 5.5000%  | N/A     | $5491000.00        | $4062828.66        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-11-29      | 2.6900%  | N/A     | $2000000.00        | $1450478.78        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $7412000.00        | $497802.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $4020800.00        | $128496.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.0000%  | N/A     | $500000.00         | $89248.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $88304922.00       | $7094748.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-23      | 4.5250%  | N/A     | $20000000.00       | $20183661.11       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $2033000.00        | $212055.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | 4.5000%  | N/A     | $7778195.00        | $4235209.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2034-03-10      | 4.7500%  | N/A     | $22910000.00       | $23671388.39       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $12439800.00       | $963265.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-15      | 3.5000%  | N/A     | $2468461.00        | $96035.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $1000000.00        | $65044.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.5000%  | N/A     | $491105.00         | $74920.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 5.5000%  | N/A     | $847610.00         | $72360.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 3.5000%  | N/A     | $54729652.00       | $6064805.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $5656750.00        | $670692.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-15      | 6.2500%  | N/A     | $18165000.00       | $19874644.39       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $16953705.00       | $17533630.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $80911178.00       | $8543012.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $1715000.00        | $132148.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $4318667.00        | $761666.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.5000%  | N/A     | $26701000.00       | $2888224.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $14687000.00       | $1610221.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.5000%  | N/A     | $2607808.00        | $1488172.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2030-05-09      | 4.2000%  | N/A     | $325000.00         | $327270.34         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-07-20      | 7.0000%  | N/A     | $1326598.00        | $1390374.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-15      | 3.0000%  | N/A     | $384756.00         | $60952.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $4478805.00        | $404275.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $72179904.00       | $6477812.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.4500%  | N/A     | $2125000.00        | $76394.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.5000%  | N/A     | $325000000.00      | $19537029.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $15132649.00       | $119542.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1719895.00        | $110092.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 3.5000%  | N/A     | $5352300.00        | $402158.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-07      | 4.8500%  | N/A     | $15000000.00       | $15287629.17       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-06-15      | 4.0000%  | N/A     | $5051991.00        | $637023.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 3.0000%  | N/A     | $7000000.00        | $981555.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 4.0000%  | N/A     | $98816647.00       | $8551015.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | 2.0000%  | N/A     | $350000.00         | $218181.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.5000%  | N/A     | $4970334.00        | $294411.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $23689359.00       | $2888571.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-15      | 5.0000%  | N/A     | $869939.00         | $55330.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.7000%  | N/A     | $642870.00         | $69968.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $10679921.00       | $8199078.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 3.0000%  | N/A     | $400000.00         | $51398.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 2.5000%  | N/A     | $1184750.00        | $377201.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $500000.00         | $138697.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $33360637.00       | $2040439.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.5000%  | N/A     | $2046857.00        | $119492.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $751998.00         | $71382.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $24557345.00       | $258941.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $9300000.00        | $940323.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 3.5000%  | N/A     | $1300000.00        | $101575.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $2500000.00        | $71836.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $31047125.00       | $1927251.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 4.3750%  | N/A     | $2376455.00        | $103256.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $3299892.00        | $143990.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-03-14      | 5.6250%  | N/A     | $74025000.00       | $81352105.54       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.6250%  | N/A     | $4127205.00        | $91467.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 3.5000%  | N/A     | $900000.00         | $172306.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $823187.00         | $443770.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $1454441.00        | $95203.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-06-09      | 4.1800%  | N/A     | $32880000.00       | $32964545.44       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-11-20      | 2.0000%  | N/A     | $962705.00         | $156301.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $3308529.00        | $364914.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $9025143.00        | $107448.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.0000%  | N/A     | $565992.00         | $67408.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $4650421.00        | $529238.84         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-04-01      | 2.7400%  | N/A     | $716000.00         | $531392.92         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $1649507.00        | $57957.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 6.0000%  | N/A     | $2250000.00        | $681648.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $7970216.00        | $726532.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.5000%  | N/A     | $103881856.00      | $13738882.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.3750%  | N/A     | $842100.00         | $356489.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2025-08-28      | 4.0000%  | N/A     | $60000.00          | $60763.53          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $29590475.00       | $2957185.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.5000%  | N/A     | $21112936.00       | $292730.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $3486800.00        | $56874.70          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-10-21      | 0.8000%  | N/A     | $372000.00         | $346735.00         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $1778749.00        | $71006.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.5000%  | N/A     | $1163741.00        | $865312.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.6250%  | N/A     | $149035.00         | $54960.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $17804076.00       | $246707.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 3.0000%  | N/A     | $815833.00         | $275181.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $49930332.00       | $65831.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $5259591.00        | $169059.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 4.5000%  | N/A     | $1070968.00        | $181308.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.4500%  | N/A     | $604192.00         | $275463.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-20      | 2.0000%  | N/A     | $2537136.00        | $1063150.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-23      | 4.6200%  | N/A     | $38118000.00       | $38320925.41       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $685095.00         | $146435.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.5000%  | N/A     | $40460000.00       | $2964123.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 6.0500%  | N/A     | $617659.00         | $140784.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $1667571.00        | $514484.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $128691690.00      | $200919.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $3750000.00        | $429570.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $20247348.00       | $324868.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $7238674.00        | $394537.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 2.5000%  | N/A     | $10000000.00       | $507898.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $14739906.00       | $163482.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $21443603.00       | $2164230.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $2000000.00        | $101914.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $35572540.00       | $128554.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.4500%  | N/A     | $1300000.00        | $553571.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $163121729.00      | $19355981.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 4.0000%  | N/A     | $2666598.00        | $351142.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.1250%  | N/A     | $4924122.00        | $249200.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $1099919.00        | $239100.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $178990489.00      | $16765039.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $24842500.00       | $2014401.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $783500.00         | $86809.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $10090628.00       | $513648.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.5000%  | N/A     | $1000000.00        | $67777.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.3500%  | N/A     | $431900.00         | $269049.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 2.7500%  | N/A     | $290338.00         | $116083.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.0000%  | N/A     | $765944.00         | $80297.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $797000.00         | $58826.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 5.0000%  | N/A     | $930946.00         | $83667.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $2000000.00        | $443348.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | 4.5000%  | N/A     | $300934312.00      | $21382893.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $511400.00         | $70912.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.5000%  | N/A     | $1900000.00        | $126170.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-20      | 1.5000%  | N/A     | $342008.00         | $171585.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $3040000.00        | $375989.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $22491451.00       | $1831121.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.0000%  | N/A     | $1500000.00        | $268503.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-15      | 4.0000%  | N/A     | $5555711.00        | $226890.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-20      | 4.0000%  | N/A     | $1000000.00        | $136700.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 3.5000%  | N/A     | $3725000.00        | $361920.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.0000%  | N/A     | $1045171.00        | $216345.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $2853396.00        | $325318.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.5000%  | N/A     | $51369863.00       | $2722544.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.0000%  | N/A     | $1230158.00        | $637804.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | 4.5000%  | N/A     | $9281930.00        | $310327.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2038-11-09      | 4.2200%  | N/A     | $6000000.00        | $5489972.00        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.0000%  | N/A     | $1495620.00        | $160800.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.0000%  | N/A     | $1988000.00        | $165889.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $69000000.00       | $5812149.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $9261676.00        | $482731.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 5.6250%  | N/A     | $9525720.00        | $229234.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1020987.00        | $233850.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.0000%  | N/A     | $29458971.00       | $3688507.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $1192074.00        | $51552.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.5000%  | N/A     | $5600000.00        | $224884.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 3.5000%  | N/A     | $131731.00         | $59212.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $8000000.00        | $922143.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $6240666.00        | $763544.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 4.0000%  | N/A     | $589240582.00      | $53888667.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $10103000.00       | $977101.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $7872515.00        | $280515.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.7200%  | N/A     | $1633700.00        | $739415.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $2987237.00        | $1430520.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2063178.00        | $760670.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 2.5000%  | N/A     | $399110.00         | $124677.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.5000%  | N/A     | $1669773.00        | $162184.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $3862126.00        | $323581.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $9668000.00        | $119484.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 4.0000%  | N/A     | $38015376.00       | $2167558.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 4.5000%  | N/A     | $505000.00         | $124084.59         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-03-26      | 4.7700%  | N/A     | $2938000.00        | $2934856.34        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $10507322.00       | $3638962.17        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-24      | 3.4400%  | N/A     | $3999000.00        | $3143653.89        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.5000%  | N/A     | $2310000.00        | $171292.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $46481536.00       | $5050292.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $4777000.00        | $553563.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $14153986.00       | $2144444.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $1277242.00        | $99084.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.0000%  | N/A     | $21149000.00       | $2260012.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.3200%  | N/A     | $678700.00         | $443688.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $9367057.00        | $6686260.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $651720.00         | $71544.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $4500000.00        | $195715.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.5000%  | N/A     | $500000.00         | $53331.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.0000%  | N/A     | $737448.00         | $365779.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $2532579.00        | $303779.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.7500%  | N/A     | $1026600.00        | $477696.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 5.0000%  | N/A     | $3379291.00        | $133017.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.7500%  | N/A     | $320631.00         | $139908.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 6.0000%  | N/A     | $1528196.00        | $80471.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.0000%  | N/A     | $652500.00         | $329545.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.5000%  | N/A     | $10513028.00       | $126425.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 4.0000%  | N/A     | $1275505.00        | $281567.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.1250%  | N/A     | $6067250.00        | $326656.75         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-10-05      | 0.8600%  | N/A     | $200000.00         | $187360.11         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $6271000.00        | $1557010.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $45961656.00       | $3707172.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 2.5000%  | N/A     | $3853969.00        | $333140.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $14494873.00       | $60823.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $546009.00         | $54575.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $6617812.00        | $117808.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | 5.5000%  | N/A     | $2236480.00        | $185244.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $65104247.00       | $5332542.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $943000.00         | $96124.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 3.0000%  | N/A     | $533000.00         | $185036.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.5000%  | N/A     | $1076947.00        | $60249.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $1030186.00        | $83072.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $165045.00         | $97723.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $24970036.00       | $2284263.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.5000%  | N/A     | $24000000.00       | $1688550.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $3800000.00        | $334436.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.0000%  | N/A     | $8841717.00        | $108517.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $24014379.00       | $824209.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $545244.00         | $72301.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 6.5000%  | N/A     | $1300000.00        | $59756.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 3.2500%  | N/A     | $685428.00         | $124135.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 3.0000%  | N/A     | $182739.00         | $78381.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-23      | 4.7000%  | N/A     | $20801000.00       | $20820467.42       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $4476757.00        | $220645.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.8700%  | N/A     | $922900.00         | $397900.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $1000000.00        | $355737.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2042-01-27      | 2.8400%  | N/A     | $19035000.00       | $14207533.65       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.0000%  | N/A     | $23893334.00       | $1974643.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.5000%  | N/A     | $4000000.00        | $146066.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.0000%  | N/A     | $4170000.00        | $333276.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-20      | 2.0000%  | N/A     | $1249336.00        | $76459.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-15      | 3.0000%  | N/A     | $997073.00         | $458397.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.0000%  | N/A     | $2820451.00        | $534700.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $1880000.00        | $50661.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $12263797.00       | $282368.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 6.0000%  | N/A     | $3846841.00        | $1603647.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 3.0000%  | N/A     | $671343.00         | $121594.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $57000000.00       | $1060627.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 3.5000%  | N/A     | $3991707.00        | $770747.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 4.0000%  | N/A     | $2688518.00        | $315287.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.5000%  | N/A     | $4663963.00        | $370948.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.5000%  | N/A     | $1803271.00        | $346804.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.7500%  | N/A     | $3636973.00        | $212011.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.0000%  | N/A     | $733000.00         | $74285.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.2500%  | N/A     | $255200.00         | $118577.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 4.0000%  | N/A     | $5377000.00        | $533122.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $30203626.00       | $1408290.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.2500%  | N/A     | $171000.00         | $198036.95         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-04-20      | 3.5000%  | N/A     | $2890000.00        | $196940.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 3.5000%  | N/A     | $2525600.00        | $798604.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $1566178.00        | $88260.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.0000%  | N/A     | $72231976.00       | $6082039.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.0000%  | N/A     | $17118238.00       | $1786814.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $3828356.00        | $89238.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.6250%  | N/A     | $1342222.00        | $79653.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.0000%  | N/A     | $500000.00         | $64569.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $700000.00         | $324875.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $4952743.00        | $144340.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $198298623.00      | $21997170.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $7938100.00        | $240123.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $23397000.00       | $16181215.72       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-08-15      | 5.5000%  | N/A     | $1837845.00        | $85055.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $511058.00         | $273543.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $5445000.00        | $436125.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.0000%  | N/A     | $785981.00         | $102542.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.2500%  | N/A     | $1243112.00        | $105075.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.1250%  | N/A     | $2485765.00        | $135325.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $1006970.00        | $54845.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $420000000.00      | $173067.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $1000000.00        | $175658.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $22208814.00       | $18067008.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 7.0000%  | N/A     | $1066322.00        | $991208.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $56656262.00       | $6896437.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $4533802.00        | $422140.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $46863543.00       | $81957.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 4.0000%  | N/A     | $1294315.00        | $52535.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $3471434.00        | $282191.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $20400000.00       | $233082.65         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-05-05      | 4.5300%  | N/A     | $189994000.00      | $191375625.90      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-02-20      | 4.0000%  | N/A     | $6296183.00        | $543151.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.5000%  | N/A     | $1643867.00        | $132311.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-20      | 2.0000%  | N/A     | $3118278.00        | $1848480.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $16828698.00       | $75730.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $24396999.00       | $3478844.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $22304477.00       | $82333.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $840665.00         | $353097.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $14000000.00       | $425760.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $1749956.00        | $228883.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 5.5000%  | N/A     | $1000000.00        | $67410.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $15816651.00       | $1473312.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.6250%  | N/A     | $284000.00         | $122594.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $6741264.00        | $59052.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $720000.00         | $131449.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | 3.5000%  | N/A     | $3096137.00        | $115726.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-15      | 5.0000%  | N/A     | $32152466.00       | $19781001.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $1189283.00        | $410108.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.5000%  | N/A     | $333335.00         | $53521.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.0000%  | N/A     | $2166605.00        | $119564.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $2852451.00        | $107889.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $505192.00         | $77791.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $4143833.00        | $482554.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $32365041.00       | $3260768.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 2.5000%  | N/A     | $215756.00         | $113942.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $465000.00         | $90029.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $891952.00         | $227031.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $5078350.00        | $1009306.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.2500%  | N/A     | $1033609.00        | $68282.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $2594731.00        | $352739.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.2500%  | N/A     | $1898767.00        | $221057.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 3.5000%  | N/A     | $2399029.00        | $1337144.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $27919379.00       | $62004.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $1325000.00        | $55735.75          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-06-17      | 4.0000%  | N/A     | $9999000.00        | $10056378.71       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $3955204.00        | $81128.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.5000%  | N/A     | $2666941.00        | $1586987.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1167813.00        | $211964.64         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-11-27      | 5.0300%  | N/A     | $24356000.00       | $24449060.22       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $48653000.00       | $4866991.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.0000%  | N/A     | $528777.00         | $153490.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.0000%  | N/A     | $5000000.00        | $76147.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $6835000.00        | $712062.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 4.5000%  | N/A     | $5286052.00        | $99965.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $9336000.00        | $794496.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-11-16      | 3.2500%  | N/A     | $930000.00         | $920032.47         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $47148559.00       | $6655039.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.2500%  | N/A     | $1651462.00        | $66869.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $6312000.00        | $692180.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.0000%  | N/A     | $2913279.00        | $592383.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $13059649.00       | $1951897.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $385899.00         | $123948.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 3.5000%  | N/A     | $1259292.00        | $115471.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.5000%  | N/A     | $542420.00         | $143299.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $6118045.00        | $659170.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $1059585.00        | $69194.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.7300%  | N/A     | $250000.00         | $119370.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $1012631.00        | $50675.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $198000.00         | $123417.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $2155020.00        | $189283.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.6250%  | N/A     | $2361476.00        | $162874.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.7500%  | N/A     | $500000.00         | $180796.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $42873401.00       | $741887.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $5932408.00        | $134044.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.0000%  | N/A     | $865504.00         | $77392.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.1250%  | N/A     | $1469670.00        | $84380.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $1169218.00        | $155161.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $614909.00         | $96992.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.5000%  | N/A     | $2400000.00        | $245265.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $1357113293.00     | $162853985.96      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $16615881.00       | $141659.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $750000.00         | $65913.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.5000%  | N/A     | $5473232.00        | $543207.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.5000%  | N/A     | $2683000.00        | $290964.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $10012086.00       | $90232.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $140369559.00      | $5961352.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.0000%  | N/A     | $865216.00         | $144877.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 5.0000%  | N/A     | $2806735.00        | $151486.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.0000%  | N/A     | $11705390.00       | $537834.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $5441949.00        | $154142.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.0000%  | N/A     | $35985000.00       | $3234765.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.5000%  | N/A     | $2697298.00        | $55964.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $11746950.00       | $399579.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $413677635.00      | $29408911.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.7500%  | N/A     | $5250000.00        | $219000.43         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $386400.00         | $380057.59         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $91710336.00       | $1670965.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $213715211.00      | $8825421.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $56139872.00       | $2112753.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.5000%  | N/A     | $7740174.00        | $395645.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $2023810.00        | $180915.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.0000%  | N/A     | $530000.00         | $77110.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | 3.5000%  | N/A     | $306267.00         | $129892.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $2255068.00        | $1407794.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.5000%  | N/A     | $11831548.00       | $345051.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.2500%  | N/A     | $585030.00         | $74611.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.5000%  | N/A     | $2042397.00        | $307559.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-10-24      | 4.1000%  | N/A     | $6710000.00        | $6445603.63        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $5036994.00        | $660749.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 6.7500%  | N/A     | $8365000.00        | $9686163.92        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.5000%  | N/A     | $2192011.00        | $353263.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $2183849.00        | $229724.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $4861078.00        | $244280.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $678757.00         | $85363.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $4700000.00        | $173078.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 3.7500%  | N/A     | $1446927.00        | $100778.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $246936239.00      | $24499043.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 4.5000%  | N/A     | $2197606.00        | $53782.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2030-02-11      | 4.9000%  | N/A     | $15945000.00       | $16269200.83       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.5000%  | N/A     | $2070899.00        | $102677.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.0000%  | N/A     | $1342707.00        | $308067.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.5000%  | N/A     | $11252755.00       | $1868324.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 5.7500%  | N/A     | $1767130.00        | $77609.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $24687000.00       | $80766.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $1150298.00        | $588955.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $33245977.00       | $2195060.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $5600000.00        | $660132.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $11614640.00       | $97936.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $358299.00         | $90424.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 4.0000%  | N/A     | $487000.00         | $51064.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.5000%  | N/A     | $4402886.00        | $549523.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $1106000.00        | $142234.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25117732.00       | $140761.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $2049054.00        | $256035.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $12920075.00       | $107903.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-20      | 4.0000%  | N/A     | $2497018.00        | $345586.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.5000%  | N/A     | $2665000.00        | $115525.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $1858453.00        | $756429.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $11397736.00       | $65372.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $18919722.00       | $117632.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $1825000.00        | $223130.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.7500%  | N/A     | $809242.00         | $66121.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $800000.00         | $150033.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 2.7500%  | N/A     | $384575.00         | $144925.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | 3.5000%  | N/A     | $2702627.00        | $81121.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $940853.00         | $87035.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-06-30      | 4.0000%  | N/A     | $70000.00          | $70611.10          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $1000000.00        | $113801.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.2500%  | N/A     | $2549421.00        | $314678.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $25269173.00       | $934194.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $8005020.00        | $760363.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $270787718.00      | $23627337.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 4.4500%  | N/A     | $627500.00         | $364583.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 5.0000%  | N/A     | $868916.00         | $100790.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-13      | 4.7000%  | N/A     | $11241000.00       | $11397805.70       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2025-07-28      | 4.5000%  | N/A     | $166000.00         | $167313.89         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.0000%  | N/A     | $607862.00         | $50682.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.4500%  | N/A     | $623637.00         | $186016.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $9923983.00        | $119353.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $266079899.00      | $35258270.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $132658894.00      | $12246704.08       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2031-03-17      | 4.1250%  | N/A     | $8359000.00        | $8405631.38        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1500000.00        | $145234.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $73689790.00       | $7313378.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 4.0000%  | N/A     | $4068000.00        | $388149.40         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-03      | 2.9300%  | N/A     | $20000000.00       | $15109283.33       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.5000%  | N/A     | $4177601.00        | $358115.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-15      | 3.0000%  | N/A     | $10000000.00       | $285416.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $4701924.00        | $60318.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $107718406.00      | $4761872.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.8750%  | N/A     | $11628633.00       | $1448708.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 4.5000%  | N/A     | $133507.00         | $69324.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.5000%  | N/A     | $633299.00         | $58678.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 4.6250%  | N/A     | $10000000.00       | $315718.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.8750%  | N/A     | $6000000.00        | $140915.01         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-12-16      | 2.9200%  | N/A     | $14989000.00       | $11182626.72       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3799315.00        | $357534.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $4972252.00        | $373150.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 4.5000%  | N/A     | $5951804.00        | $687315.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 5.0000%  | N/A     | $5648400.00        | $203958.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | 2.5000%  | N/A     | $1000000.00        | $91296.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $505781.00         | $99261.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $13556788.00       | $558423.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 2.7500%  | N/A     | $995795.00         | $83475.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-15      | 5.4000%  | N/A     | $1038199.00        | $170648.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 4.0000%  | N/A     | $117538.00         | $74019.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 6.0000%  | N/A     | $811561.00         | $91657.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $404000.00         | $179504.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $6699000.00        | $674181.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $8775000.00        | $89944.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 3.0000%  | N/A     | $220000.00         | $65576.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.0000%  | N/A     | $576000.00         | $114309.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $359128279.00      | $42769504.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $4900000.00        | $439319.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $3152192.00        | $1573271.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $228000.00         | $62049.66          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.5800%  | N/A     | $39122000.00       | $31366089.58       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.5000%  | N/A     | $9367526.00        | $895917.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.0000%  | N/A     | $155260896.00      | $189735.27         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-05-13      | 4.5100%  | N/A     | $149999000.00      | $150954452.03      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2035-07-20      | 3.0000%  | N/A     | $1806984.00        | $708705.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $1972153.00        | $203171.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.0000%  | N/A     | $29600000.00       | $4159073.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.5000%  | N/A     | $1018685.00        | $63855.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $28742000.00       | $115851.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $3840000.00        | $441766.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.5000%  | N/A     | $5877630.00        | $516562.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $1195359.00        | $62607.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.6250%  | N/A     | $10000000.00       | $340874.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 3.2500%  | N/A     | $2442738.00        | $485859.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 2.0000%  | N/A     | $593749.00         | $307218.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $1887114.00        | $52471.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $430391.00         | $193857.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $6753469.00        | $623153.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-15      | 4.5000%  | N/A     | $1990395.00        | $171861.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.3900%  | N/A     | $141562.00         | $74150.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 3.5000%  | N/A     | $1849685.00        | $324457.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 4.5000%  | N/A     | $499393.00         | $123549.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.8500%  | N/A     | $622000.00         | $295666.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $15000000.00       | $215352.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $488186.00         | $75089.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $111435965.00      | $5617058.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $3011200.00        | $99805.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $9400000.00        | $1375901.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.0000%  | N/A     | $13766240.00       | $194222.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.7500%  | N/A     | $10000000.00       | $317112.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.0000%  | N/A     | $2898917.00        | $412108.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-15      | 3.0000%  | N/A     | $3013107.00        | $659163.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.8750%  | N/A     | $5000000.00        | $116837.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $21764135.00       | $132180.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | 8.3750%  | N/A     | $388900.00         | $198057.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 4.5000%  | N/A     | $4463361.00        | $175382.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $3000000.00        | $113810.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.0000%  | N/A     | $2195972.00        | $746863.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.7300%  | N/A     | $702800.00         | $363456.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $2634000.00        | $241305.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $6898000.00        | $97822.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | 2.5000%  | N/A     | $276780.00         | $143607.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.0000%  | N/A     | $13756430.00       | $163431.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 2.5000%  | N/A     | $4050000.00        | $65090.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 5.0000%  | N/A     | $3956121.00        | $378073.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $6929023.00        | $545227.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $6202429.00        | $140741.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.5000%  | N/A     | $13923158.00       | $1976880.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.5000%  | N/A     | $545035.00         | $189162.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $17979684.00       | $1386524.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.0000%  | N/A     | $1044986.00        | $176969.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $18452202.00       | $825631.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $1796100.00        | $66964.10          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-08-12      | 4.5300%  | N/A     | $127420000.00      | $129549443.04      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $507406.00         | $101461.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $2946302.00        | $337666.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.2500%  | N/A     | $1944608.00        | $510910.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $1301000.00        | $68647.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-15      | 3.5000%  | N/A     | $27658595.00       | $6666213.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 4.5000%  | N/A     | $4450000.00        | $354550.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.5000%  | N/A     | $100000000.00      | $6126311.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.5000%  | N/A     | $29295298.00       | $2279756.84        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $5000000.00        | $3717780.00        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $82966833.00       | $6481668.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.5000%  | N/A     | $5307655.00        | $429111.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.5000%  | N/A     | $8855000.00        | $835339.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 6.5000%  | N/A     | $1179400.00        | $359498.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $499775.00         | $58625.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $56661953.00       | $6234263.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $3683284.00        | $138043.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $600000.00         | $82606.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $41836606.00       | $1461201.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $106873428.00      | $10756861.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $463000.00         | $151906.20         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.4800%  | N/A     | $17158000.00       | $13606503.71       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-02-20      | 5.0000%  | N/A     | $2120312.00        | $114409.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $50440181.00       | $5010068.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $2340874.00        | $409090.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $7063012.00        | $56079.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.5000%  | N/A     | $6909665.00        | $607759.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1005861.00        | $92936.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $4009745.00        | $253836.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.8750%  | N/A     | $3330990.00        | $95171.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $6429600.00        | $229382.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.2500%  | N/A     | $3195168.00        | $162247.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $600000.00         | $66783.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 4.2500%  | N/A     | $895733.00         | $121021.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 4.5000%  | N/A     | $633875.00         | $96160.30          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-08-15      | 2.2500%  | N/A     | $300000.00         | $283001.25         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-07-15      | 5.6250%  | N/A     | $10757000.00       | $12021606.37       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $8194413.00        | $575932.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 2.7500%  | N/A     | $969389.00         | $137450.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $15184175.00       | $64626.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $125488993.00      | $15962929.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $3440566.00        | $254517.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 5.0000%  | N/A     | $413000.00         | $165641.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $4766307.00        | $528210.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $5311500.00        | $144239.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $30460000.00       | $618157.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $10522388.00       | $143095.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $2397333.00        | $237738.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $6828000.00        | $658271.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 2.5000%  | N/A     | $4928763.00        | $351297.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $848745.00         | $181210.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $1412798.00        | $778783.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $23746739.00       | $3033308.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1600000.00        | $81539.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $141106196.00      | $289258.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $908920.00         | $72251.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $4928227.00        | $75455.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $3952790.00        | $252541.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.0000%  | N/A     | $4573665.00        | $105947.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-01-02      | 4.5450%  | N/A     | $120000.00         | $121414.93         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.5000%  | N/A     | $71344385.00       | $6428048.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.5000%  | N/A     | $3658905.00        | $137121.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 5.0000%  | N/A     | $29247592.00       | $2070178.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 4.5000%  | N/A     | $8742665.00        | $352326.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.0000%  | N/A     | $1145368.00        | $94251.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $18326782.00       | $2186972.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $925000.00         | $110030.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.8750%  | N/A     | $8106916.00        | $2423066.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $3902500.00        | $123708.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.0000%  | N/A     | $6091865.00        | $4820406.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $3795000.00        | $271115.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $40560680.00       | $89962.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 5.0000%  | N/A     | $2038772.00        | $964768.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.0000%  | N/A     | $7097523.00        | $420634.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.2500%  | N/A     | $1087332.00        | $270238.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $274724.00         | $67230.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.0000%  | N/A     | $1206957.00        | $214240.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 4.5000%  | N/A     | $250149000.00      | $19164393.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $1755502.00        | $117547.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $201804.00         | $75468.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 4.2500%  | N/A     | $1855650.00        | $202462.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-20      | 8.0000%  | N/A     | $1349785.00        | $93019.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $7912462.00        | $64717.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $302400.00         | $133492.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.6250%  | N/A     | $3541593.00        | $56778.05          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-12-15      | 2.7400%  | N/A     | $9789000.00        | $7912758.69        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-03-15      | 5.0000%  | N/A     | $4566297.00        | $2354328.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 2.0000%  | N/A     | $139064.00         | $88071.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $1180000.00        | $308521.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $30335060.00       | $24172677.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.0000%  | N/A     | $7529467.00        | $663487.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $8192497.00        | $1291991.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.1250%  | N/A     | $6834146.00        | $461163.43         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-06-10      | 4.0000%  | N/A     | $9750000.00        | $9788212.42        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $3003052.00        | $54238.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $1393012.00        | $205862.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $497219918.00      | $41803484.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $1061320.00        | $109430.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $672000.00         | $66502.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.5000%  | N/A     | $3367325.00        | $139557.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.5000%  | N/A     | $1023920.00        | $124069.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $1298694.00        | $113720.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $4836000.00        | $76088.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 5.5000%  | N/A     | $2684487.00        | $115813.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $250000.00         | $64886.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 4.0000%  | N/A     | $240078.00         | $95727.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.5000%  | N/A     | $5000000.00        | $842513.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.5000%  | N/A     | $4778000.00        | $364708.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.0000%  | N/A     | $13301177.00       | $797977.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-02-15      | 4.7300%  | N/A     | $10000.00          | $10078.46          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-06-30      | 4.1500%  | N/A     | $14300000.00       | $14294995.00       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $4711452.00        | $653234.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.5000%  | N/A     | $5591990.00        | $112195.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1496938.00        | $176387.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.0000%  | N/A     | $1005178.00        | $198015.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 6.5000%  | N/A     | $7779891.00        | $2970690.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | 5.7500%  | N/A     | $3220100.00        | $2419964.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 4.0000%  | N/A     | $2260000.00        | $211877.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-15      | 3.0000%  | N/A     | $750000.00         | $388484.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $3242664.00        | $226201.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $12114530.00       | $146336.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 4.0000%  | N/A     | $321530.00         | $84867.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $9571287.00        | $2274229.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-15      | 5.0000%  | N/A     | $926586.00         | $193221.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 4.0000%  | N/A     | $699000.00         | $68550.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $1130000.00        | $167809.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $2700000.00        | $204139.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $1439000.00        | $129530.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-14      | 4.6500%  | N/A     | $28299000.00       | $28900400.92       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.5000%  | N/A     | $2003000.00        | $205455.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 5.6250%  | N/A     | $5000000.00        | $136500.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $419848.00         | $105691.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.0000%  | N/A     | $3031216.00        | $453045.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $5358091.00        | $279231.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $7122893.00        | $208423.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 3.1250%  | N/A     | $234035.00         | $92665.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-04-25      | 4.6500%  | N/A     | $745000.00         | $750204.45         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.5000%  | N/A     | $1386283.00        | $505069.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.5000%  | N/A     | $39648000.00       | $3572144.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-15      | 4.5000%  | N/A     | $304597.00         | $171001.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $197764.00         | $52580.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $56817417.00       | $4138214.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $558037.00         | $54782.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $28072821.00       | $2164960.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.0000%  | N/A     | $1000426.00        | $68836.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.7500%  | N/A     | $3272314.00        | $285950.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $759700.00         | $112752.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 3.5000%  | N/A     | $1008767.00        | $228954.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 4.5000%  | N/A     | $500590.00         | $114219.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $1484852.00        | $388495.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $1568727.00        | $103750.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $1716363.00        | $271848.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $12367496.00       | $9191323.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $2815572.00        | $79149.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 2.7500%  | N/A     | $1081893.00        | $132010.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $148000.00         | $54265.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 4.0000%  | N/A     | $8201355.00        | $772233.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $14866938.00       | $210891.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $1510000.00        | $141314.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $4800000.00        | $934034.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $21693230.00       | $1537545.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.5000%  | N/A     | $2040000.00        | $572255.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $17817914.00       | $1407167.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.5000%  | N/A     | $1201000.00        | $102199.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $17813208.00       | $1343776.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $30370000.00       | $2794139.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 5.0000%  | N/A     | $3366635.00        | $134412.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.0000%  | N/A     | $942489.00         | $86066.58          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-12-09      | 2.9000%  | N/A     | $9528000.00        | $7095898.60        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $1153703.00        | $57118.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $45985549.00       | $5724861.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $17047000.00       | $1611027.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $12000000.00       | $166463.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 2.0000%  | N/A     | $939358.00         | $67324.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $2385275.00        | $1758129.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $282851.00         | $85349.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $19168780.00       | $59309.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $12000000.00       | $127208.78         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-10-23      | 4.0000%  | N/A     | $27390000.00       | $27480243.96       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $40340397.00       | $3617409.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.0000%  | N/A     | $568000.00         | $51237.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $2461000.00        | $170126.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $790000.00         | $77662.18          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-07-14      | 2.3100%  | N/A     | $8559000.00        | $6787849.04        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.8000%  | N/A     | $274400.00         | $129886.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.5000%  | N/A     | $41278269.00       | $1697935.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 5.0000%  | N/A     | $5428991.00        | $502549.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $22361970.00       | $166215.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $35184162.00       | $1280547.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $7400669.00        | $139916.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $777000.00         | $85930.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.5000%  | N/A     | $141925157.00      | $17959604.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $3180337.00        | $219244.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.0000%  | N/A     | $1460955.00        | $589375.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $30620378.00       | $3322504.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.0000%  | N/A     | $792623.00         | $174443.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $20360460.00       | $60246.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.2000%  | N/A     | $665000.00         | $318227.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.0000%  | N/A     | $363142.00         | $111338.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1000000.00        | $131780.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $1757025.00        | $377104.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $71039421.00       | $7954301.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.5000%  | N/A     | $667999.00         | $60366.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-15      | 3.0000%  | N/A     | $15800000.00       | $5405272.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 5.0000%  | N/A     | $2733337.00        | $260490.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.5000%  | N/A     | $18590000.00       | $2702972.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $7224636.00        | $85437.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 3.5000%  | N/A     | $651200.00         | $227458.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.4500%  | N/A     | $250000.00         | $114788.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $3611108.00        | $139760.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 2.5000%  | N/A     | $1021691.00        | $774879.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.5000%  | N/A     | $2174100.00        | $214540.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $740032.00         | $60282.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 3.0000%  | N/A     | $1064109.00        | $504588.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $3009698.00        | $158236.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | 6.5000%  | N/A     | $14000000.00       | $247069.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-15      | 4.5000%  | N/A     | $22300000.00       | $392528.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $39200000.00       | $57171.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-07-15      | 5.5000%  | N/A     | $24770000.00       | $27454134.99       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-10-15      | 3.0000%  | N/A     | $628902.00         | $178197.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.0000%  | N/A     | $21127225.00       | $2923674.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $79057168.00       | $3530417.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $144720160.00      | $6732650.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 3.5000%  | N/A     | $10000000.00       | $332701.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $16010000.00       | $3303519.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.0000%  | N/A     | $137000.00         | $78389.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-15      | 5.6000%  | N/A     | $650000.00         | $223807.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 4.5000%  | N/A     | $1250000.00        | $119222.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.1250%  | N/A     | $7187079.00        | $240398.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 3.0000%  | N/A     | $300000.00         | $58736.88          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2033-11-21      | 4.0700%  | N/A     | $2369000.00        | $2260782.11        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.0000%  | N/A     | $522000.00         | $51766.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $1465000.00        | $110675.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1770705.00        | $62105.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.2500%  | N/A     | $638375.00         | $126324.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $87130000.00       | $127802.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $50995586.00       | $3654708.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $7199430.00        | $6385810.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $356172.00         | $51079.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30092951.00       | $148951.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.0000%  | N/A     | $32304119.00       | $3586201.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-15      | 4.0000%  | N/A     | $1088809.00        | $144563.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.1250%  | N/A     | $2077280.00        | $197965.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $3144088.00        | $99342.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $1008586.00        | $196966.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $2886500.00        | $221636.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $2868052.00        | $988708.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-06-12      | 4.3750%  | N/A     | $1250000.00        | $1256385.63        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $1575484.00        | $246595.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $506505432.00      | $1867677.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2029-06-08      | 4.6250%  | N/A     | $2000000.00        | $2064242.78        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $231634.00         | $91733.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $8299197.00        | $75578.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $16766000.00       | $283632.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $22736000.00       | $62141.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $24608668.00       | $1234436.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $6026060.00        | $762362.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $2219389.00        | $350494.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $600000.00         | $78107.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $37106456.00       | $500556.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.5000%  | N/A     | $214221304.00      | $27157407.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2037-02-24      | 3.0000%  | N/A     | $23675000.00       | $19882596.45       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $343921.00         | $62694.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $2028437.00        | $1110273.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $2733746.00        | $1093924.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $509557871.00      | $39879822.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-07-16      | 4.5400%  | N/A     | $45000000.00       | $45419343.75       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $1077251.00        | $53478.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.5000%  | N/A     | $1014765.00        | $70828.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.0000%  | N/A     | $2326410.00        | $476012.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $62112925.00       | $5944203.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.5000%  | N/A     | $17830000.00       | $1414533.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $18756550.00       | $13931571.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | 2.5000%  | N/A     | $607377.00         | $112589.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.1250%  | N/A     | $4465674.00        | $144556.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $906602.00         | $493739.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $15509000.00       | $1908631.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.0000%  | N/A     | $755847.00         | $152878.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 4.5000%  | N/A     | $15410956.00       | $618310.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 3.4300%  | N/A     | $14580651.00       | $14447647.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.0000%  | N/A     | $1809074.00        | $362493.55         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2038-02-17      | 4.9400%  | N/A     | $7995000.00        | $7923457.19        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $4850000.00        | $95364.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $2163327.00        | $315021.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $167481765.00      | $20445497.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $71424420.00       | $6583142.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.2500%  | N/A     | $1057231.00        | $130293.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.6250%  | N/A     | $15054775.00       | $544845.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $64779672.00       | $8403045.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $3660000.00        | $117080.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $2674552.00        | $79149.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $11021423.00       | $1370372.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $6315444.00        | $586747.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $20098424.00       | $1685638.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $328017228.00      | $31335539.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-06-23      | 4.1500%  | N/A     | $46000000.00       | $46037763.44       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.0000%  | N/A     | $964775.00         | $193917.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 4.5000%  | N/A     | $3725522.00        | $59859.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $5966438.00        | $108792.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $5930578.00        | $54640.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $28560635.00       | $3644733.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $33455145.00       | $2513092.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-15      | 0.0000%  | N/A     | $371000.00         | $304721.96         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-06-15      | 5.5000%  | N/A     | $1153155.00        | $431724.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 4.3750%  | N/A     | $317639.00         | $101605.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $4865000.00        | $569408.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.0000%  | N/A     | $1069000.00        | $62839.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $28060936.00       | $202117.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.0000%  | N/A     | $3395865.00        | $153931.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.5000%  | N/A     | $4215000.00        | $54081.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.7500%  | N/A     | $931230.00         | $319564.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $35640468.00       | $222642.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $7336447.00        | $520346.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 3.0000%  | N/A     | $1270025.00        | $344841.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $4517970.00        | $142139.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $6204000.00        | $4329608.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $11110611.00       | $489385.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $866983.00         | $70689.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $4113700.00        | $596344.14         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-03-07      | 2.1500%  | N/A     | $14633000.00       | $11461496.42       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $741000.00         | $338720.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 4.0000%  | N/A     | $730094.00         | $156555.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.0000%  | N/A     | $6690000.00        | $334472.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $20663391.00       | $2360244.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $27777921.00       | $21150771.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.5000%  | N/A     | $925000.00         | $72288.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2031-02-18      | 4.4000%  | N/A     | $19320000.00       | $19944834.56       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $23000000.00       | $74031.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $11173448.00       | $9455524.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $3700093.00        | $552258.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $1475000.00        | $185501.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 5.5000%  | N/A     | $2031970.00        | $278758.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 5.0000%  | N/A     | $2512666.00        | $64722.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $641000.00         | $93827.72          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2039-04-13      | 3.4500%  | N/A     | $5300000.00        | $4568913.58        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $29697574.00       | $3568725.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $36736368.00       | $4648603.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 5.0000%  | N/A     | $1800000.00        | $149167.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.0000%  | N/A     | $5346810.00        | $215870.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.5000%  | N/A     | $1134416.00        | $88912.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 4.5000%  | N/A     | $3621138.00        | $680069.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.5000%  | N/A     | $555000.00         | $126523.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $7452153.00        | $6601059.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.0000%  | N/A     | $48253787.00       | $6704032.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $16796692.00       | $678384.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.5000%  | N/A     | $26223988.00       | $2319475.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $29031809.00       | $1939437.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | 3.5000%  | N/A     | $7733540.00        | $615969.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $1153000.00        | $162006.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $253546.00         | $68378.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.3500%  | N/A     | $334800.00         | $208564.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 2.5000%  | N/A     | $635096.00         | $184599.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $5497092.00        | $3209107.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $214499350.00      | $10699914.53       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2028-06-02      | 4.0800%  | N/A     | $973000.00         | $976875.78         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.0000%  | N/A     | $5886667.00        | $550704.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $6557881.00        | $73828.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $2188071.00        | $238696.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $400000.00         | $222690.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-06-09      | 4.0000%  | N/A     | $5000000.00        | $5045866.67        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $6000000.00        | $208155.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.0000%  | N/A     | $46180539.00       | $3661064.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.5000%  | N/A     | $813000.00         | $62379.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $3112680.00        | $215557.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.5000%  | N/A     | $1847052.00        | $777180.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $1882625.00        | $292149.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 2.5000%  | N/A     | $1075000.00        | $50780.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $35403644.00       | $1647824.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.0000%  | N/A     | $40110607.00       | $3350409.77        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-05-12      | 4.4650%  | N/A     | $35000000.00       | $35224257.64       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2041-01-28      | 2.1000%  | N/A     | $12500000.00       | $8438458.33        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $723000.00         | $54815.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $12050000.00       | $653701.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 6.0000%  | N/A     | $22565781.00       | $389224.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.5000%  | N/A     | $1326557.00        | $102940.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.5000%  | N/A     | $15000000.00       | $312419.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $6781308.00        | $521635.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $1647118.00        | $742934.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $1300000.00        | $191292.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $1300000.00        | $131712.93         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-03-26      | 4.6500%  | N/A     | $7230000.00        | $7306577.75        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-11-15      | 6.6250%  | N/A     | $454000.00         | $514985.93         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $600000.00         | $56627.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-15      | 4.6800%  | N/A     | $1562700.00        | $903082.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 5.0000%  | N/A     | $2766600.00        | $214867.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.7500%  | N/A     | $567000.00         | $246517.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-15      | 4.5000%  | N/A     | $651993.00         | $64153.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $6461370.00        | $336969.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $1500000.00        | $88991.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $3685373.00        | $237147.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.4900%  | N/A     | $433012.00         | $64932.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | 4.5000%  | N/A     | $963519.00         | $141680.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $937877.00         | $115384.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $18900075.00       | $88959.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $744769.00         | $54845.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $2072305.00        | $157805.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $1288244.00        | $125520.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $3300000.00        | $371041.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-02-15      | 5.3500%  | N/A     | $920200.00         | $281926.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-12      | 5.0000%  | N/A     | $46975000.00       | $47043630.48       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.5000%  | N/A     | $4500000.00        | $51396.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 3.0000%  | N/A     | $1083312.00        | $126671.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $3329440.00        | $95253.34          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-06-17      | 4.4950%  | N/A     | $286323000.00      | $286787519.26      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $6625628.00        | $155878.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.5000%  | N/A     | $6357464.00        | $5748238.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 3.5000%  | N/A     | $1043066.00        | $697728.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.5000%  | N/A     | $1130999.00        | $421045.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $48135564.00       | $3727099.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $5601883.00        | $377959.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 4.1250%  | N/A     | $1122352.00        | $180544.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-15      | 3.0000%  | N/A     | $1348045.00        | $55182.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $137585663.00      | $18732111.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $14322989.00       | $2234340.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $2272723.00        | $61193.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.0000%  | N/A     | $2450000.00        | $280147.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.4000%  | N/A     | $2260000.00        | $2282058.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $829271.00         | $96288.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $6375000.00        | $225436.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $81251633.00       | $7362686.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $6570000.00        | $468481.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $600000.00         | $345163.92         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-06-09      | 4.9800%  | N/A     | $25137000.00       | $23818740.31       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-01-20      | 2.5000%  | N/A     | $1604773.00        | $268634.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $790000.00         | $59909.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.0000%  | N/A     | $1320633.00        | $567407.95         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-12-24      | 4.8400%  | N/A     | $16779000.00       | $16777081.60       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-10-20      | 4.5000%  | N/A     | $5804219.00        | $561169.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $3696287.00        | $104786.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.5000%  | N/A     | $49998941.00       | $3213641.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 5.0000%  | N/A     | $3076430.00        | $103314.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $466000.00         | $87322.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $1583657.00        | $173388.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.5000%  | N/A     | $300090000.00      | $16243332.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $207000.00         | $99428.16          | Agency Mortgage-Backed Securities         |

### Security 35: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002C66
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $199862272.00      | $21928709.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.6052%  | N/A     | $25681409.00       | $23269175.56       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $13212762.00       | $16465046.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $3466019.00        | $271682.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $20426773.00       | $15487120.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $14155919.00       | $7460773.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $11838780.00       | $10308159.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $250315100.00      | $132685613.54      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $268529.00         | $240310.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $11448544.00       | $6558524.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-25      | 3.1655%  | N/A     | $23150000.00       | $16821320.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $14440209.00       | $6321136.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $8254.00           | $318.21            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $700.00            | $722.45            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $7685.00           | $81.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 3.0000%  | N/A     | $1000.00           | $117.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $800000.00         | $487543.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $107679203.00      | $62128825.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $87703296.00       | $49263284.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $38864675.00       | $20405683.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $18247845.00       | $9395886.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $193386830.00      | $117123164.09      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $194207035.00      | $108700801.13      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $10221223.00       | $5823708.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-25      | 1.3594%  | N/A     | $1050000.00        | $908403.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-25      | 1.5446%  | N/A     | $48100000.00       | $22163911.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 4.5000%  | N/A     | $86441216.00       | $22545717.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $3082056.00        | $1417998.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $5754000.00        | $2137732.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | 2.5399%  | N/A     | $1904000.00        | $899724.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $37431680.00       | $21169730.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1001242.00        | $96790.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $250590089.00      | $147147767.22      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $4963928.00        | $5119778.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $735.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $23391630.00       | $13459369.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $1000.00           | $26.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12504897.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1301908.00        | $1166431.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $12534757.00       | $12856114.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $2100000.00        | $1250113.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $90477696.00       | $93106766.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $302240000.00      | $128910873.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $279177358.00      | $106324712.12      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $2070.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $11888129.00       | $12218551.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.0552%  | N/A     | $3461794.00        | $2189270.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $9516.00           | $130.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4601253.00        | $4439149.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $4783074.00        | $3946142.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $435632.00         | $438120.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 1.8697%  | N/A     | $25000000.00       | $5718101.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5552%  | N/A     | $15050248.00       | $14675558.96       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $11543219.00       | $5954759.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $268293384.00      | $139679438.53      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $42925844.00       | $23204130.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $519905.00         | $338142.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1940.00           | $2015.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $5912023.00        | $5103558.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $22085926.00       | $11788608.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $120673391.00      | $63256048.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $25302986.00       | $23968724.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $14100000.00       | $4830490.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6252%  | N/A     | $37966587.00       | $36362842.98       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.9000%  | N/A     | $21179384.00       | $18313952.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $205.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $5497458.00        | $1568463.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.5174%  | N/A     | $3000000.00        | $2599191.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6552%  | N/A     | $1000.00           | $952.88            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.4519%  | N/A     | $1144.00           | $1106.05           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $5952038.00        | $6054868.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8052%  | N/A     | $8055832.00        | $4696202.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $1024.00           | $943.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1686844.00        | $1758486.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $17255852.00       | $9563197.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.2052%  | N/A     | $9416679.00        | $7420386.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1079393.00        | $948596.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $54064526.00       | $43498354.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2863%  | N/A     | $200000.00         | $171196.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1044168.00        | $1005454.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 4.5000%  | N/A     | $1549.00           | $40.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 5.1252%  | N/A     | $4671400.00        | $3233833.00        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $197.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $19770857.00       | $11448112.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $245511906.00      | $135328210.16      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $95137155.00       | $10912533.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.5000%  | N/A     | $11492500.00       | $95695.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $11093088.00       | $10928009.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $42673563.00       | $23295151.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 1.5000%  | N/A     | $37135945.00       | $20789919.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $105226368.00      | $20281682.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $9399.00           | $7667.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $800.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 1.7641%  | N/A     | $300000.00         | $255260.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $40934296.00       | $41783409.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.2052%  | N/A     | $1024.00           | $973.58            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $14197986.00       | $7368603.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $181668943.00      | $105555593.01      | Agency Mortgage-Backed Securities         |

### Security 36: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005P58
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Long Rating: AA; Moody's Long Rating: NR; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2066-09-20      | 5.2460%  | N/A     | $900000.00         | $191263.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $987984.00         | $750133.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $12500000.00       | $8135859.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $7961080.00        | $6546045.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $17073000.00       | $4603837.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $182001.00         | $152298.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $1791776.00        | $1860625.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $463131.00         | $293214.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.0000%  | N/A     | $2334720.00        | $272058.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $281487.00         | $4788.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1884.00           | $963.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $3574340.00        | $3199440.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $45000.00          | $37456.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $3000.00           | $454.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $12000.00          | $1833.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $341610.00         | $256448.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $497155.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.2500%  | N/A     | $9890656.00        | $9733594.03        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1165086.00        | $1194977.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $149999.00         | $102508.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $108136.00         | $47235.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $10128180.00       | $9363549.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1815036.00        | $1869747.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $1487714.00        | $920411.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $19564032.00       | $20151926.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $120362.00         | $72699.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 5.1960%  | N/A     | $100000.00         | $23070.22          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.0000%  | N/A     | $24972.00          | $233.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2806572.00        | $2884275.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $595006464.00      | $585037748.11      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $63029.00          | $25185.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $952100.00         | $921235.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $573865.00         | $6825.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $1033602.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1045032.00        | $1111388.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $13000.00          | $141.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $174000.00         | $137987.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2026000.00        | $1346136.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $45018.00          | $38406.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $21351936.00       | $21769010.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 3.5000%  | N/A     | $30220320.00       | $37206202.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.7200%  | N/A     | $1230534.00        | $1305788.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 1.5000%  | N/A     | $1940000.00        | $1184559.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $4596576.00        | $3045226.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.3518%  | N/A     | $100000000.00      | $51123709.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $4365930.00        | $3389464.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $460000.00         | $328304.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.0000%  | N/A     | $835694.00         | $859060.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $12722260.00       | $13060419.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $1509288.00        | $1425322.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.5000%  | N/A     | $2556896.00        | $2737195.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $11939640.00       | $8305160.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $425000.00         | $10173.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.7510%  | N/A     | $14409.00          | $14248.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $984000.00         | $612444.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0000%  | N/A     | $647344.00         | $586255.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $204900.00         | $205291.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.0000%  | N/A     | $27063.00          | $18459.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $799997.00         | $720117.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $175947.00         | $1065.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $900000.00         | $8890.38           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.0000%  | N/A     | $1747000.00        | $366883.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $4705792.00        | $4739565.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $34000.00          | $563.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1102328.00        | $1120078.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $953736.00         | $83677.76          | Agency Mortgage-Backed Securities         |

### Security 37: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1094291945.64
- **C.18.a - Value (excl. sponsor support):** $1094291945.64
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WQ7, C.4 - ISIN: US3130B5WQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105006420.75
- **C.18.a - Value (excl. sponsor support):** $105006420.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1895077827.65
- **C.18.a - Value (excl. sponsor support):** $1895077827.65
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275264277.75
- **C.18.a - Value (excl. sponsor support):** $275264277.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5379008160.84
- **C.18.a - Value (excl. sponsor support):** $5379008160.84
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010VI7
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $19880200.00       | $20286025.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $177600.00         | $90639.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $34000.00          | $32029.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $33.22             | $22.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $29393800.00       | $30313090.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1500.00           | $1471.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $1123700.00        | $1358698.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $16573400.00       | $16256218.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 4.2500%  | N/A     | $23000.00          | $23195.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $184379000.00      | $241649075.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $459658.99         | $268757.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $26.42             | $13.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $651514.81         | $251676.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $2300.00           | $2203.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $2.56              | $1.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $9572800.00        | $9605272.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $862664.17         | $421096.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $1330900.00        | $1232390.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $100.00            | $156.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $133139400.00      | $136550697.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $15529700.00       | $16929868.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $361055000.00      | $366864374.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 5.0000%  | N/A     | $18910500.00       | $19105014.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $75413000.00       | $94568304.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $92.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $44619200.00       | $45571933.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $10466574.15       | $5764204.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $4587805.26        | $3323589.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $7914849.82        | $4244559.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $1.49              | $0.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $43421100.00       | $42257441.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $530600.00         | $530675.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $8162800.00        | $8251648.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $1.02              | $0.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $115534000.00      | $115507196.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $28645500.00       | $29534762.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $297687.82         | $183938.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $20394785.70       | $13841268.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $7701700.00        | $3826189.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $7514300.00        | $16100402.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $1815100.00        | $2963816.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $310253900.00      | $382118452.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $38849487.95       | $20186815.53       | U.S. Treasuries (including strips) |

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.4 - ISIN: US3130B5NN40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998490310.00
- **C.18.a - Value (excl. sponsor support):** $998490310.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397999196.04
- **C.18.a - Value (excl. sponsor support):** $397999196.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LJ5, C.4 - ISIN: US3130B5LJ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749998365.00
- **C.18.a - Value (excl. sponsor support):** $749998365.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2907811057.37
- **C.18.a - Value (excl. sponsor support):** $2907811057.37
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010S34
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $18529456.00       | $12305096.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 8.0000%  | N/A     | $1850422.00        | $1772229.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $40982974.00       | $37362902.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $403691.00         | $291964.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $990460.00         | $336744.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $198000.00         | $15580.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1060782.00        | $1108636.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $998000.00         | $74968.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.3018%  | N/A     | $12415038.00       | $5964732.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $4202715.00        | $2539194.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 3.5000%  | N/A     | $613713.00         | $149844.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $22042835.00       | $22069812.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1841340.00        | $1885131.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.5191%  | N/A     | $170000.00         | $148076.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $51980.00          | $50706.03          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1509295.00        | $1220605.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | 5.5000%  | N/A     | $446465.00         | $448974.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-07-25      | 3.9500%  | N/A     | $70000.00          | $63494.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.3350%  | N/A     | $932431.00         | $7562.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $326775.00         | $324476.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $103768566.67      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $18082.00          | $5706.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $3725366.00        | $3639914.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $577000.00         | $452030.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.9018%  | N/A     | $64496739.00       | $61548541.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $4000.00           | $3184.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2104000.00        | $1373944.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2005.00           | $2058.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2001.00           | $2009.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1444052.00        | $1063337.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.4510%  | N/A     | $4880000.00        | $787121.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-25      | 2.0000%  | N/A     | $56456.00          | $34138.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3018%  | N/A     | $20492274.00       | $13804979.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $228000.00         | $78622.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $53058464.00       | $52209207.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.3900%  | N/A     | $3000.00           | $3085.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1196.00           | $1247.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $1799000.00        | $199417.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $56775.00          | $39370.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $7000.00           | $4968.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $17787.00          | $16146.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $913957.00         | $768677.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $1000000.00        | $6017.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $234000.00         | $43278.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $30000.00          | $29517.29          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.5800%  | N/A     | $6000.00           | $4810.50           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $446145.00         | $26778.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $96993.00          | $83877.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1166550.00        | $1139875.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 5.5000%  | N/A     | $72000.00          | $8260.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $8000.00           | $266.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699711.00       | $24093788.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $20858152.00       | $21293404.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $280000.00         | $51027.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $5160.00           | $2125.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $1000.00           | $277.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $42281.00          | $45323.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $34417152.00       | $25071549.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-25      | 2.7500%  | N/A     | $4998506.00        | $3846689.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $63951616.00       | $54803315.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $2000000.00        | $1240208.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $98000.00          | $13769.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $138591.00         | $123048.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $12017.00          | $6097.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 5.0000%  | N/A     | $2361933.00        | $2347070.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $61844032.00       | $48868905.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1005.00           | $1027.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $16887376.00       | $16900822.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $61000.00          | $34505.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $458639.00         | $35934.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $2000.00           | $2009.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $5000.00           | $5239.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $401564.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $9000.00           | $6551.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $1292809.00        | $922499.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0110%  | N/A     | $21313414.00       | $21312298.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $349129.00         | $185010.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $1400970.00        | $1405913.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $22742.00          | $21839.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $3478.00           | $1912.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9519%  | N/A     | $39798091.00       | $34318707.58       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $7149400.00        | $7248811.03        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $11000.00          | $4365.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $152844.00         | $40865.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.7500%  | N/A     | $251765.00         | $240592.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.0000%  | N/A     | $16223104.00       | $15790761.76       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $892425.00         | $864452.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1298190.00        | $1346889.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $225000.00         | $35671.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $1002.00           | $0.50              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1363901.00        | $1425725.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $322044.00         | $126914.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 6.0000%  | N/A     | $8755305.00        | $18635.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $513721.00         | $535370.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $50930.00          | $33050.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $2046000.00        | $1193441.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4000.00           | $4109.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $100000000.00      | $101026655.60      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $3210000.00        | $34629.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $562.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $2294740.00        | $2190793.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $2914.00           | $59.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $5840064.00        | $5839084.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 6.0000%  | N/A     | $77813.00          | $14861.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $97000.00          | $7326.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.9300%  | N/A     | $50000.00          | $37169.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $53670903.00       | $30100745.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.9000%  | N/A     | $1000.00           | $982.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $976969.00         | $279940.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $2235000.00        | $1925080.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $248340.00         | $136015.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $72000.00          | $7299.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $239000.00         | $100713.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1050000.00        | $131149.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3000.00           | $3004.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1430619.00        | $1366475.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $1000.00           | $605.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $3843.00           | $2126.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $97383639.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.6950%  | N/A     | $12071.00          | $18.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $3998000.00        | $714457.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $16368013.00       | $3245305.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 5.3500%  | N/A     | $3000.00           | $3040.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $7423724.00        | $6397111.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1010.00           | $1019.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $89769.00          | $96234.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $150000.00         | $130611.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $98000.00          | $75867.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $6000.00           | $4680.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $13433606.00       | $8410695.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $1906.00           | $1209.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4318%  | N/A     | $1694749.00        | $1303456.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $199000.00         | $54443.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.6800%  | N/A     | $2403762.00        | $16178.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1131660.00        | $1165154.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $25000.00          | $22220.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 4.0000%  | N/A     | $6204136.00        | $2748391.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.4570%  | N/A     | $500000.00         | $25706.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $412385.00         | $410533.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2967290.00        | $2204467.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $4000000.00        | $21159.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2959000.00        | $771043.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 4.0000%  | N/A     | $213531.00         | $38805.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999995.00        | $1988909.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $80364.00          | $13000.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 3.5477%  | N/A     | $1973920.00        | $1872428.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $271000.00         | $83450.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-25      | 5.0000%  | N/A     | $1224930.00        | $1190387.70        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.2119%  | N/A     | $23635779.00       | $18462060.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $11992304.00       | $1605586.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $899000.00         | $173069.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $317267.00         | $313948.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6188070.00        | $6347449.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $23999.00          | $6619.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 5.0000%  | N/A     | $54850871.00       | $54473939.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $180000.00         | $59960.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $402281.00         | $396026.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $1000.00           | $732.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $17632899.00       | $16329397.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 7.2500%  | N/A     | $1000000.00        | $15662.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $1266828.00        | $1307558.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $52877.00          | $55401.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $4000.00           | $3397.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $400000.00         | $310000.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 5.0000%  | N/A     | $1000.00           | $971.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $113000.00         | $27183.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $1000.00           | $108.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.9440%  | N/A     | $1800000.00        | $186937.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $894953.00         | $80417.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $31614.00          | $25580.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $101999.00         | $27471.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.0000%  | N/A     | $1200000.00        | $35906.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $3637000.00        | $1083276.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1159702.00        | $1203040.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $1339.00           | $0.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $2700000.00        | $2344649.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $793568.00         | $604001.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3518%  | N/A     | $22282119.00       | $18506684.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5370790.00        | $4506187.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 2.8000%  | N/A     | $79255.00          | $62564.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.2790%  | N/A     | $4997025.00        | $47626.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.3018%  | N/A     | $39856896.00       | $27459098.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $45000.00          | $3676.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1043.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $523496.00         | $542780.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $600000.00         | $169245.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $11000.00          | $10591.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 7.4650%  | N/A     | $1023.00           | $21.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.0000%  | N/A     | $3942534.00        | $493637.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.0000%  | N/A     | $344834.00         | $170529.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $634123.00         | $530269.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $312479.00         | $239914.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.7750%  | N/A     | $110000.00         | $24076.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2000000.00        | $1100391.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $6329737.00        | $5615944.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.4119%  | N/A     | $4342976.00        | $4148569.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1041450.00        | $1026904.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2184383.00        | $2186991.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $5498900.00        | $3246147.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $187776.00         | $151934.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $8000.00           | $3353.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $62000.00          | $23463.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $4956696.00        | $561643.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $249608.00         | $202501.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7200%  | N/A     | $30000.00          | $30733.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $17000.00          | $14240.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 4.5000%  | N/A     | $1222750.00        | $178829.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 6.0000%  | N/A     | $9871719.00        | $10114457.99       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $5516.00           | $4139.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $275000.00         | $46823.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $18186.00          | $9933.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $83198.00          | $63812.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1000.00           | $585.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $135236.00         | $25580.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $158457.00         | $110953.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $25231552.00       | $19782144.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0380%  | N/A     | $2000000.00        | $10641.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $482438.00         | $480168.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22633664.00       | $16531893.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $1000.00           | $87.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.1670%  | N/A     | $1034.00           | $11.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3018%  | N/A     | $2894760.00        | $2286752.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $3950000.00        | $40217.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 5.5000%  | N/A     | $338395.00         | $40659.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $3000.00           | $2071.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $7000.00           | $3602.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $86840.00          | $89819.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $108111.00         | $94804.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $329000.00         | $209214.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $227000.00         | $42150.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1237164.00        | $1161267.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.6140%  | N/A     | $1150.00           | $4.96              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $3200.00           | $1390.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $598000.00         | $46115.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $13000.00          | $5843.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $250212.00         | $209048.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $2176710.00        | $1034854.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.1680%  | N/A     | $7036667.00        | $42773.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2249997.00        | $1568452.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $200000.00         | $148178.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.7500%  | N/A     | $4484000.00        | $23986.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $19500965.00       | $15288545.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2753585.00        | $2277788.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $3000.00           | $1988.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $906537.00         | $990570.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1034640.00        | $1071394.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $67996.00          | $14982.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2005.00           | $2065.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.5000%  | N/A     | $7983300.00        | $45638.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $47002.00          | $15098.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $633.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $455000.00         | $23935.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $3019000.00        | $507749.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $98000.00          | $13017.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.5000%  | N/A     | $1000.00           | $61.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $63000.00          | $8982.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2000000.00        | $353934.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.9400%  | N/A     | $1000.00           | $915.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $300000.00         | $222574.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.0000%  | N/A     | $1000.00           | $226.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $7395672.00        | $1673512.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.2019%  | N/A     | $12681488.00       | $5632054.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $3343000.00        | $2641881.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.0000%  | N/A     | $1000.00           | $661.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6000.00           | $6136.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $39729157.00       | $41523208.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $10000.00          | $1165.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310282.00       | $21516492.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $17676228.00       | $16609428.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $408499.00         | $323952.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $882162.00         | $725101.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.0000%  | N/A     | $1000.00           | $845.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $4329247.00        | $4491659.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $125000.00         | $37485.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.0000%  | N/A     | $33333333.00       | $32174517.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.9300%  | N/A     | $11600.00          | $11446.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $2000.00           | $2028.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $1000.00           | $869.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $1000.00           | $1032.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-15      | 4.0000%  | N/A     | $7001.00           | $894.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $14560.00          | $14862.02          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-07-14      | 2.3100%  | N/A     | $953000.00         | $755791.58         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-10-25      | 4.8197%  | N/A     | $16500000.00       | $3111107.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $233.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $400000.00         | $277689.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $507485.00         | $519136.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.0000%  | N/A     | $8000.00           | $4257.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-15      | 4.9800%  | N/A     | $1000.00           | $989.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 5.5750%  | N/A     | $6362317.00        | $50836.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1344958.00        | $1301611.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $500000.00         | $383163.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-10-15      | 5.6700%  | N/A     | $4003.00           | $4133.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | 7.0000%  | N/A     | $907278.00         | $943906.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.3618%  | N/A     | $4057311.00        | $3572320.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $741.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $50000.00          | $38522.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $8245908.00        | $93594.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $25000.00          | $2876.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1394866.00        | $1445044.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.0600%  | N/A     | $183827.00         | $182967.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $654123.00         | $52152.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2000.00           | $2053.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $758639.00         | $683405.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.4200%  | N/A     | $2003.00           | $1591.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $100000.00         | $18830.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $6512895.00        | $4962647.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $254344.00         | $255946.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $63802.00          | $51382.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $698000.00         | $67292.59          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-12-09      | 2.9000%  | N/A     | $2149000.00        | $1600449.84        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.5100%  | N/A     | $1000.00           | $1038.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $199417.00         | $183938.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $16865500.00       | $13842306.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $9773890.00        | $9152369.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $9639256.00        | $7773564.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $61994.00          | $8403.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2301419.00        | $2344134.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-03-15      | 4.7400%  | N/A     | $1028.00           | $1000.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $204175.00         | $197847.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 6.6250%  | N/A     | $2500000.00        | $14260.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $554271.00         | $4057.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1003.00           | $1030.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $388093.00         | $296443.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2140511.00        | $2197150.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1321.00           | $1357.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3186367.00        | $3303037.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $138811.00         | $7200.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $6034265.00        | $5922828.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2002.00           | $2057.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $1000.00           | $691.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $3627240.00        | $2289768.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $7877.00           | $4568.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $7477537.00        | $4862103.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $425873.00         | $259422.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $7063331.00        | $7256143.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 6.0000%  | N/A     | $854205.00         | $120328.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $54000.00          | $33194.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $24406.00          | $23385.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $7000.00           | $3384.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $11347165.00       | $12051927.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.6250%  | N/A     | $3000000.00        | $17060.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $2892454.00        | $2529339.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.1529%  | N/A     | $573552.00         | $496949.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.4018%  | N/A     | $7430687.00        | $5719451.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2001.00           | $2056.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $11671.00          | $9465.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1027.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.8970%  | N/A     | $14682422.00       | $26079.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0000%  | N/A     | $4023.00           | $3639.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-15      | 5.4000%  | N/A     | $1285167.00        | $1295988.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $48171.00          | $34518.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $7000.00           | $720.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.1750%  | N/A     | $4526849.00        | $84156.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1008.00           | $1016.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.1790%  | N/A     | $170000.00         | $31730.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $84089.00          | $79951.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $8000.00           | $1237.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 6.0000%  | N/A     | $1008.00           | $626.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $252818.00         | $224469.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.5750%  | N/A     | $4694.00           | $11.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $4000.00           | $2493.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.5000%  | N/A     | $135318.00         | $28374.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-15      | 2.5000%  | N/A     | $1001.00           | $653.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-15      | 5.7500%  | N/A     | $3000.00           | $3145.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $410000.00         | $31247.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $227753.00         | $220153.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $143537.00         | $147003.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-08-15      | 5.4200%  | N/A     | $7000.00           | $7133.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $264844.00         | $274940.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $1000.00           | $817.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.9190%  | N/A     | $39489.00          | $70.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $12000.00          | $9342.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2113.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.8532%  | N/A     | $100000000.00      | $103588488.61      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-01-15      | 4.7500%  | N/A     | $1000.00           | $982.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 7.3750%  | N/A     | $1620000.00        | $4186.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.0000%  | N/A     | $1000.00           | $853.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 7.0000%  | N/A     | $1000.00           | $1032.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $87726.00          | $53781.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.9250%  | N/A     | $3000000.00        | $42200.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $78789.00          | $51101.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.6000%  | N/A     | $14947.00          | $15574.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $10106.00          | $6707.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1041.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2943410.00        | $2859860.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1212128.00        | $1168453.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $2099312.00        | $2122225.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-25      | 4.8197%  | N/A     | $19618405.00       | $3341515.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.0000%  | N/A     | $169000.00         | $10503.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $124999931.00      | $32885193.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.0000%  | N/A     | $2000.00           | $1046.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $2956.00           | $1320.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $7097782.00        | $5380874.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1642018.00        | $1693020.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1153716.00        | $1133799.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1674572.00        | $68957.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $400000.00         | $344040.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.5200%  | N/A     | $1000.00           | $948.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $336898.00         | $39258.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5019%  | N/A     | $48753943.00       | $31959385.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.6970%  | N/A     | $4300000.00        | $22298.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.3518%  | N/A     | $5418750.00        | $4913803.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $1178231.00        | $1493057.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-25      | 5.5000%  | N/A     | $481940.00         | $493178.10         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2171326.00        | $2228132.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.3080%  | N/A     | $85052.00          | $51.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $198289.00         | $60934.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.1900%  | N/A     | $1000.00           | $1008.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2496176.00        | $2497836.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.2130%  | N/A     | $5653482.00        | $64361.15          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $6641000.00        | $4937955.40        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $8212.00           | $4190.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 7.5750%  | N/A     | $1600000.00        | $9799.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1150000.00        | $26373.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $3000.00           | $1978.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1114834.00        | $943534.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.6018%  | N/A     | $32807924.00       | $25498703.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $5120.00           | $2949.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5019%  | N/A     | $57311808.00       | $30451235.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $2562874.00        | $2630040.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1010.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $36000.00          | $19972.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $8000.00           | $3939.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $802.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $3697090.00        | $1145564.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-15      | 5.2200%  | N/A     | $7000.00           | $7042.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $16344601.00       | $15224604.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.9700%  | N/A     | $3400000.00        | $3486678.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3497881.00        | $2700704.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 3.5000%  | N/A     | $4657061.00        | $3019376.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $958423.00         | $956332.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.7500%  | N/A     | $1013.00           | $0.60              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.0000%  | N/A     | $5000000.00        | $34343.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $98000.00          | $7354.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $102335.00         | $106528.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $838733.00         | $644519.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $31370.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $9294621.00        | $8897327.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1008.00           | $1036.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $6403600.00        | $5899979.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $1000.00           | $1057.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $8000.00           | $3680.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $798000.00         | $61541.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $1000.00           | $562.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $2000.00           | $2004.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $271000.00         | $37828.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1097536.00        | $1142230.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $4326575.00        | $4356175.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $2000.00           | $2016.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $410863.00         | $88697.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 4.0000%  | N/A     | $1199000.00        | $74354.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-11-15      | 5.7200%  | N/A     | $3000.00           | $3123.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 6.8930%  | N/A     | $20470836.00       | $4850.08           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.4800%  | N/A     | $4099000.00        | $3250557.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $397999.00         | $33527.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $4318571.00        | $3061305.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3698080.00        | $3759988.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $1003.00           | $767.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $29124.00          | $20522.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $1551091.00        | $8638.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.5000%  | N/A     | $3001.00           | $2164.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $2117.00           | $857.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 4.0000%  | N/A     | $3000.00           | $251.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $201346.00         | $167408.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $39796.00          | $40753.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5019%  | N/A     | $1056.00           | $575.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.8926%  | N/A     | $129300.00         | $123920.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.4519%  | N/A     | $67002007.00       | $52200106.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.0000%  | N/A     | $19924104.00       | $12282267.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 8.0000%  | N/A     | $1000.00           | $954.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.8970%  | N/A     | $19994700.00       | $31267.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $8000.00           | $7149.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3018%  | N/A     | $27274644.00       | $25823363.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $58666.00          | $58306.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $25000.00          | $19437.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $1036.00           | $750.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9054560.00        | $9089669.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $982.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $358994.00         | $56642.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.8183%  | N/A     | $50000000.00       | $6211388.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $694971.00         | $53458.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $91000.00          | $8638.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $1219335.00        | $1233327.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $120155969.00      | $11244901.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 7.6050%  | N/A     | $2542.00           | $19.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.7000%  | N/A     | $131688.00         | $132867.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $2003.00           | $1540.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.6250%  | N/A     | $15976.00          | $18.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $585837.00         | $58511.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1024.00           | $1053.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $798.66            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-03      | 2.9300%  | N/A     | $5115000.00        | $3864199.21        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1003.00           | $866.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $18565161.00       | $17917653.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $630956.00         | $469920.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4119%  | N/A     | $25271744.00       | $21053177.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $138000.00         | $92944.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $972.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $1000.00           | $357.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $5129.00           | $3601.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.1250%  | N/A     | $21144607.00       | $41007.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $72788.00          | $61829.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 2.7200%  | N/A     | $5049000.00        | $4241296.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.7350%  | N/A     | $1550000.00        | $1564330.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $701992.00         | $574752.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $1875992.00        | $299780.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.3052%  | N/A     | $459365.00         | $441137.79         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $900000.00         | $273709.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $240888.00         | $246521.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $175000.00         | $42672.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $604925.00         | $101703.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3535240.00        | $3608572.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $8000.00           | $4801.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 5.0000%  | N/A     | $521487.00         | $39155.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $8000.00           | $5704.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1192224.00        | $1106575.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1781630.00        | $1262131.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.7500%  | N/A     | $1000.00           | $951.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5614000.00        | $5221512.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $154815.00         | $130118.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1990844.00        | $1362654.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.3800%  | N/A     | $1000.00           | $1006.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $61375.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2001.00           | $2019.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 5.0000%  | N/A     | $9355028.00        | $8318886.81        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $8239782.00        | $9383489.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $41612.00          | $23061.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $45340.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $2000.00           | $15.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $1000.00           | $62.94             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $273796.00         | $26766.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.7800%  | N/A     | $3000000.00        | $17352.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1803970.00        | $1853563.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1123234.00        | $1147119.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8018%  | N/A     | $192630.00         | $85377.65          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $1000.00           | $907.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $8684.00           | $102.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 5.0000%  | N/A     | $7000.00           | $79.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $1001.00           | $786.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $2660388.00        | $2640317.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2863%  | N/A     | $65000.00          | $55638.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $716.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4018%  | N/A     | $38844314.00       | $34099442.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $3000.00           | $2667.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | 6.5000%  | N/A     | $138384.00         | $141932.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.7019%  | N/A     | $25662829.00       | $10694218.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.7750%  | N/A     | $6020.00           | $36.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $477621.00         | $17550.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2470528.00        | $2474676.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $620967.00         | $608643.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.6610%  | N/A     | $5710000.00        | $360974.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $146784.00         | $144689.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.2519%  | N/A     | $10394277.00       | $9736517.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $100172096.00      | $2309794.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1599000.00        | $934139.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $500000.00         | $51898.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $4000.00           | $2648.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2000.00           | $2076.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $43600000.00       | $42977638.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $37429.00          | $38392.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $4021.00           | $489.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $5396104.00        | $3692012.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1043.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9750%  | N/A     | $1701855.00        | $1377412.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.0000%  | N/A     | $71000.00          | $64030.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 7.3480%  | N/A     | $3565000.00        | $22423.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $5953625.00        | $5908034.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 6.4370%  | N/A     | $305787.00         | $656.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $13999.00          | $11268.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $31466860.00       | $5986369.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4741291.00        | $4850151.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6900%  | N/A     | $866144.00         | $846679.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $69731.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $47630469.00       | $36186607.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $5935.00           | $4465.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.6700%  | N/A     | $1000.00           | $1073.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $27404.00          | $24012.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4600000.00        | $2990755.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1152001.00        | $992804.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $399801.00         | $415096.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2506187.00        | $325291.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.5000%  | N/A     | $311000.00         | $55858.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.4244%  | N/A     | $1000000.00        | $845772.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.1470%  | N/A     | $7300000.00        | $45656.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $15000000.00       | $7166399.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $1098000.00        | $81244.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $2000.00           | $1848.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1892960.00        | $1027582.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.6018%  | N/A     | $8435568.00        | $3615795.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1032.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.5000%  | N/A     | $3000.00           | $411.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $3156696.00        | $588225.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $1000.00           | $10.39             | Agency Mortgage-Backed Securities         |

### Security 48: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004O35
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.4018%  | N/A     | $50000000.00       | $45913832.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6230735.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $35578466.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 0.1250%  | N/A     | $55813954.00       | $47091108.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $13892075.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8518%  | N/A     | $100000000.00      | $41305590.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $60607428.00       | $39212061.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $35244000.00       | $36993014.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.4018%  | N/A     | $100000000.00      | $51262952.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $51549990.00       | $50290893.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5019%  | N/A     | $50000000.00       | $33020735.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3441275.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | 5.1518%  | N/A     | $51900000.00       | $50564098.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.4519%  | N/A     | $50000000.00       | $49971390.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5019%  | N/A     | $100000000.00      | $51574150.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $62500000.00       | $38545221.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $17724419.00       | $17790048.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5019%  | N/A     | $50000000.00       | $47479904.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $11422220.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $8649853.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8018%  | N/A     | $100000000.00      | $44322095.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5518%  | N/A     | $44000000.00       | $43250698.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6518%  | N/A     | $40000000.00       | $39580206.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.9018%  | N/A     | $100000000.00      | $41603296.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8118%  | N/A     | $100000000.00      | $44331022.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $21604126.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $49497099.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9968005.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.4018%  | N/A     | $65000000.00       | $51087081.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $22405456.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2527562.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3768918.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.3518%  | N/A     | $50000000.00       | $49991903.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $4843670.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $32767259.00       | $32329978.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14258612.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8334246.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3518%  | N/A     | $40000000.00       | $37326917.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $56087181.00       | $52273184.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $11003886.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $27630147.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.4018%  | N/A     | $100000000.00      | $44696331.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $634021.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.4018%  | N/A     | $100000000.00      | $48554115.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.4018%  | N/A     | $100000000.00      | $52819392.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3193377.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $990079.99         | Agency Collateralized Mortgage Obligation |

### Security 49: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008FI3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2038-11-20      | 3.5000%  | N/A     | $165445.00         | $146632.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $5708647.00        | $3290597.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1049364.00        | $1054154.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.0000%  | N/A     | $50000.00          | $2078.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1314460.00        | $1370395.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $317590849.00      | $19714465.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $329428218.00      | $40099383.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.0000%  | N/A     | $1078000.00        | $902872.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $1000003.00        | $146980.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1364292.00        | $1385423.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $150238.00         | $2131.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $4945477.00        | $2486806.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1855085.00        | $1259330.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $189550.00         | $20716.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.5000%  | N/A     | $1925311.00        | $1239604.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $65323870.00       | $30464.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $18999938.00       | $2252726.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 7.0000%  | N/A     | $1238218.00        | $965902.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $253694.00         | $116100.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $3000000.00        | $2156518.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 5.0000%  | N/A     | $13000000.00       | $1709088.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $52000.00          | $14536.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.5000%  | N/A     | $97035000.00       | $3508619.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $2000.00           | $1754.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $56742760.00       | $5172441.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $1239726.00        | $928935.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.5000%  | N/A     | $18810459.00       | $1474311.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $48169463.00       | $4532991.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $2356509.00        | $2238999.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $338412.00         | $325554.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $90000.00          | $11991.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.0000%  | N/A     | $263000.00         | $11921.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $1266808.00        | $1332537.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $10929837.00       | $2283943.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 5.0000%  | N/A     | $50000.00          | $13622.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $8826610.00        | $8841396.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $2594732.00        | $1685339.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.5000%  | N/A     | $710000.00         | $475642.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1460329.00        | $1295453.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1251358.00        | $1271594.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $257745.00         | $159505.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $3067821.00        | $2755360.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $46616888.00       | $20968041.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $2191255.00        | $2299368.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $589736.00         | $206318.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $19516821.00       | $2406763.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.5000%  | N/A     | $2771771.00        | $248963.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $3045771.00        | $2565070.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 4.0000%  | N/A     | $741022.00         | $653968.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $5647089.00        | $425620.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $24449790.00       | $3252825.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $74580989.00       | $45384992.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1769904.00        | $1602300.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $263751705.00      | $27744672.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $40000.00          | $14328.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1284261.00        | $994601.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 1.5000%  | N/A     | $1313009.00        | $926024.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $2474355.00        | $2574935.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $907795.00         | $83977.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $16142834.00       | $16298056.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2027726.00        | $536815.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $11997030.00       | $10125096.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1140335.00        | $1146438.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1571470.00        | $1637145.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $27865858.00       | $27946581.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $400000.00         | $172155.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $22508282.00       | $3401940.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $200000.00         | $114545.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $6666143.00        | $2723882.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $1077257.00        | $191923.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2352283.00        | $2457926.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.0000%  | N/A     | $1301000.00        | $1195668.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $1840119.00        | $1721462.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $1442650.00        | $1492050.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1360829.00        | $1434823.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $12599531.00       | $44498.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1849300.00        | $68368.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $425000.00         | $224317.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1279019.00        | $1288071.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-12-20      | 4.0000%  | N/A     | $575511.00         | $27840.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1592576.00        | $1616057.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $69636589.00       | $8489561.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $23438581.00       | $3492099.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $8784537.00        | $393140.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $200000.00         | $35786.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.0000%  | N/A     | $154800.00         | $16933.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.5000%  | N/A     | $627526.00         | $454093.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $5709823.00        | $4584973.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $14993681.00       | $7945470.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $2343134.00        | $1620884.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1020000.00        | $124517.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.5000%  | N/A     | $1070000.00        | $96403.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $125000.00         | $11121.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 3.5000%  | N/A     | $130000000.00      | $12817817.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-06-20      | 4.0000%  | N/A     | $355435.00         | $43685.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $7697429.00        | $4702551.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.0000%  | N/A     | $418995.00         | $374089.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $254981813.00      | $151151797.08      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $3485926.00        | $885300.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $130000.00         | $47201.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $4914468.00        | $3959826.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $5939384.00        | $477149.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $306059.00         | $8954.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $600000.00         | $140359.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $6146755.00        | $5863976.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 1.5000%  | N/A     | $209873.00         | $154370.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.5000%  | N/A     | $1799870.00        | $171462.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.5000%  | N/A     | $1927634.00        | $1168984.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $73903022.00       | $4038003.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $1257000.00        | $110069.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2379474.00        | $1143564.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-12-20      | 3.5000%  | N/A     | $1426062.00        | $1068438.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $7388652.00        | $2200702.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $50000.00          | $27359.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $947272083.00      | $129845210.74      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $4821816.00        | $4794764.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $1597266.00        | $583197.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $143000.00         | $48624.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $1081155.00        | $55693.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $100000.00         | $10125.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $13759707.00       | $4897807.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $934017.00         | $973707.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2200151.00        | $2264642.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.5000%  | N/A     | $800000.00         | $298688.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $1148451.00        | $832584.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1205491.00        | $1222357.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $4440928.00        | $4656633.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $2836827.00        | $1821098.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 2.5000%  | N/A     | $25000.00          | $4212.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $27347953.00       | $3950792.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $1218765.00        | $1026205.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $4192217.00        | $3692867.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $210000.00         | $1992.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $1427637.00        | $910036.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 5.0000%  | N/A     | $12727653.00       | $1212959.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $230831.00         | $163147.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | 4.0000%  | N/A     | $134142.00         | $112917.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $82009.00          | $9379.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-06-20      | 4.0000%  | N/A     | $1201334.00        | $925055.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.0000%  | N/A     | $42103428.00       | $18696479.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.5000%  | N/A     | $224500.00         | $200692.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $235710.00         | $3641.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.7500%  | N/A     | $1000000.00        | $514963.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $14586163.00       | $1060356.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $4073419.00        | $3361488.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $38564406.00       | $24804.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $79064447.00       | $9830649.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $724554.00         | $402597.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1739332.00        | $1755046.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $8068635.00        | $8282949.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2393918.00        | $2507720.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $15964552.00       | $4115717.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $3333532.00        | $3463472.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $420000.00         | $13603.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $2453240.00        | $2564649.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1255260.00        | $1286531.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.0000%  | N/A     | $431250.00         | $19541.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-01-20      | 2.5000%  | N/A     | $1571249.00        | $626138.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $508147.00         | $128031.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $1609088.00        | $1225633.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 6.0000%  | N/A     | $92336.00          | $12852.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $1018454.00        | $688664.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $167568001.00      | $10248975.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $2090545.00        | $1898526.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $155278.00         | $44417.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $94276438.00       | $10336076.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-07-20      | 4.0000%  | N/A     | $225000.00         | $72975.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $1000000.00        | $555.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $4750000.00        | $4451967.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1576237.00        | $1547939.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-20      | 4.0000%  | N/A     | $227874.00         | $29487.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $7196835.00        | $392257.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $3742324.00        | $3106913.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $8663000.00        | $6671289.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.5000%  | N/A     | $15445895.00       | $8848491.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.0000%  | N/A     | $213439023.00      | $196912328.11      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2115899.00        | $2117969.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 3.0000%  | N/A     | $115558.00         | $85589.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1593609.00        | $1670980.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $2857129.00        | $2582431.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $2151423.00        | $324945.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $3081819.00        | $2049346.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $985811.00         | $538456.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $1259747.00        | $600344.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $25792.00          | $903.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1162482.00        | $1205130.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $1000.00           | $945.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1977302.00        | $2075099.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $4630694.00        | $614518.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $1724210.00        | $1076733.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $1050000.00        | $12801.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $8257000.00        | $912770.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.5000%  | N/A     | $723148.00         | $86056.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $100000.00         | $26848.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $596204000.00      | $21699188.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $64333.00          | $2716.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1764831.00        | $1819895.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $7393139.00        | $5633369.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $5178000.00        | $4017249.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.0000%  | N/A     | $684228.00         | $95061.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $759444.00         | $755103.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $3134831.00        | $3214787.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $1818403.00        | $238536.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $3287657.00        | $3342358.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | 3.5000%  | N/A     | $1124958.00        | $821486.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $1487941.00        | $739940.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $1129100.00        | $85514.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $3275995.00        | $1752507.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $2825218.00        | $2433454.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.5000%  | N/A     | $85956013.00       | $81161207.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $1270000.00        | $143358.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 5.5000%  | N/A     | $108000.00         | $70078.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $2340699.00        | $1883078.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $25079644.00       | $25737009.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $7077926.00        | $6465873.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $211617.00         | $184655.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2369511.00        | $726966.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $299783.00         | $222383.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $208069.00         | $9271.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1497547.00        | $1175425.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.5000%  | N/A     | $62221761.00       | $34197227.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-20      | 4.0000%  | N/A     | $2704169.00        | $253518.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $5164761.00        | $5135174.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $500000.00         | $49663.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $5075894.00        | $3755524.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $5286340.00        | $5334880.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $75000.00          | $880.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $44349129.00       | $2311212.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $434910.00         | $192515.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $2948504.00        | $1733.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $125000.00         | $15858.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1547239.00        | $1148081.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 3.5000%  | N/A     | $526756.00         | $408031.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $6710339.00        | $5748527.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $7468500.00        | $7412943.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $9939428.00        | $8175831.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $2037289.00        | $1496369.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $3946101.00        | $159127.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $38076.00          | $28021.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $1050672.00        | $823303.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $11905510.00       | $12395884.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $14506284.00       | $6664042.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $65000.00          | $33671.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | 3.5000%  | N/A     | $875079.00         | $816781.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1688338.00        | $1692733.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 6.0000%  | N/A     | $30000.00          | $17907.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $139000000.00      | $29188539.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $5048794.00        | $4981957.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $2559344.00        | $862254.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-02-20      | 2.5000%  | N/A     | $681536.00         | $126075.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $1358871.00        | $614487.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 5.5000%  | N/A     | $78570.00          | $6422.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 1.5000%  | N/A     | $9064736.00        | $5361100.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $153645.00         | $130144.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-06-20      | 3.0000%  | N/A     | $30000.00          | $1960.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1911863.00        | $2001487.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $1308302.00        | $850561.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $2400000.00        | $350427.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1351452.00        | $1419301.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.0000%  | N/A     | $2245677.00        | $1927799.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | 2.5000%  | N/A     | $1126055.00        | $723469.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $898980.00         | $394241.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $5730000.00        | $4213623.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $292480318.00      | $118847396.29      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1126122.00        | $917423.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $3325000.00        | $1289456.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $500000.00         | $69784.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $300000.00         | $198463.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.0000%  | N/A     | $125000.00         | $81789.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.0000%  | N/A     | $911000.00         | $171003.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $677205.00         | $630.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $6763227.00        | $2112341.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $7383029.00        | $3955766.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1594250.00        | $1672129.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $8160027.00        | $8243500.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $317848.00         | $15972.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $10464295.00       | $9711874.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $1055147.00        | $761740.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.5000%  | N/A     | $10571293.00       | $1500965.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $2282646.00        | $2111621.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1140316.00        | $1193597.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $1774360.00        | $1809917.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $228684049.00      | $11926178.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $2261119.00        | $1909409.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $4047866.00        | $4246721.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $100000.00         | $88294.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $45000.00          | $5481.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-07-20      | 4.0000%  | N/A     | $4825120.00        | $436860.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $60641918.00       | $3849181.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 5.0000%  | N/A     | $452000.00         | $169961.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 4.0000%  | N/A     | $6411436.00        | $534372.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $1496307.00        | $652725.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.5000%  | N/A     | $1569893.00        | $1137033.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1010628.00        | $1020774.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 4.0000%  | N/A     | $250000.00         | $27562.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-04-20      | 4.0000%  | N/A     | $702721.00         | $91427.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1034461.00        | $1088069.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $10173738.00       | $10274687.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $5989212.00        | $4828002.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1686047.00        | $1158331.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $335508.00         | $116850.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $43938500.00       | $3562836.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.0000%  | N/A     | $2000000.00        | $1140272.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.5000%  | N/A     | $222392.00         | $83204.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $379831.00         | $314992.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1000000.00        | $625422.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $100000.00         | $7504.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $50000.00          | $13790.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $111289.00         | $3886.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1292024.00        | $1100524.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1090632.00        | $1125052.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $24125000.00       | $5000594.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.5000%  | N/A     | $270000.00         | $267287.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1281137.00        | $1351185.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $108926.00         | $4498.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.0000%  | N/A     | $616019.00         | $70392.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $1426946.00        | $1484033.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $40000.00          | $4180.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.5000%  | N/A     | $6842961.00        | $670904.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $11850705.00       | $10317823.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $706007.00         | $691995.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10338467.00       | $10623258.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $2113000.00        | $481303.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $2410000.00        | $773643.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $867885.00         | $504352.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2373400.00        | $2446489.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $6136443.00        | $608808.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $1817012.00        | $1163125.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $14341601.00       | $14488323.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $260806701.00      | $173454767.73      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $5090000.00        | $46352.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $265419.00         | $171526.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-09-20      | 2.5000%  | N/A     | $528212.00         | $166409.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $24483000.00       | $1933541.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $95069.00          | $1053.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $27000.00          | $18568.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $5047814.00        | $3996995.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $557934387.00      | $67046365.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $100000.00         | $69422.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $1071076.00        | $574650.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1227600.00        | $1282801.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $2221670.00        | $1763292.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $2543342.00        | $1492108.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $166074.00         | $7726.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-20      | 3.0000%  | N/A     | $10000000.00       | $1030085.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $78915.00          | $73188.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $356000.00         | $2318.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $112198.00         | $62145.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1839622.00        | $1642816.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $100000.00         | $14050.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $165246.00         | $59125.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $7143118.00        | $6589371.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1802828.00        | $1892499.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1029721.00        | $1065120.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $25895363.00       | $2105025.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $3010503.00        | $3134285.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $2178745.00        | $289407.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $13100362.00       | $13462947.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $4474452.00        | $4240472.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $5325229.00        | $3508741.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 5.0000%  | N/A     | $5588366.00        | $301542.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $15167543.00       | $15439156.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.0000%  | N/A     | $899994.00         | $706837.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $1019059.00        | $501796.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 1.5000%  | N/A     | $547620.00         | $400335.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $2912639.00        | $2991078.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $43911624.00       | $39694850.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $2585846.00        | $344664.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $117788.00         | $25374.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $6039769.00        | $3464939.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.5000%  | N/A     | $346149.00         | $79242.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 2.5000%  | N/A     | $255205.00         | $82978.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-20      | 3.0000%  | N/A     | $5300000.00        | $607390.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $26918803.00       | $11390076.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $12207159.00       | $10890211.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $100000.00         | $1076.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 4.0000%  | N/A     | $210000.00         | $188651.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $1430177.00        | $237149.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $761034.00         | $593055.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $255084000.00      | $28258657.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.5000%  | N/A     | $1695000.00        | $709091.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.0000%  | N/A     | $1000000.00        | $122016.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $2696534.00        | $1647704.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $9671968.00        | $9755361.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $7348604.00        | $5457923.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.0000%  | N/A     | $1354856.00        | $323971.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $2502286.00        | $2032534.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $3786225.00        | $459573.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $7674738.00        | $9383.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.5000%  | N/A     | $3100000.00        | $2294651.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $169000.00         | $5663.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $12219300.00       | $12336795.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $120890.00         | $51226.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1615408.00        | $1661623.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $2475180.00        | $2534053.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $250000.00         | $36395.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $1182.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $2000.00           | $1367.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $7989971.00        | $1566690.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $1228587.00        | $1272291.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $1100000.00        | $535214.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $2789412.00        | $2937523.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $800000.00         | $86921.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-20      | 4.0000%  | N/A     | $1911323.00        | $1491231.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 5.0000%  | N/A     | $66000.00          | $48747.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 7.0000%  | N/A     | $6000000.00        | $2090804.32        | Agency Mortgage-Backed Securities |

### Security 50: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790479308.80
- **C.18.a - Value (excl. sponsor support):** $790479308.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PU7
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1289270.00        | $1334385.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2059372.00        | $1258651.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.0000%  | N/A     | $13622032.00       | $13739069.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $20194496.00       | $18028139.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $3461820.00        | $3458928.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $70000.00          | $35981.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2064396.00        | $2116813.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2019216.00        | $57813.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $153011.00         | $18260.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | 3.0000%  | N/A     | $145044.00         | $87435.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $3929940.00        | $75220.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $387989.00         | $242480.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1327112.00        | $1306591.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-15      | 5.4800%  | N/A     | $2535028.00        | $2622819.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $241389824.00      | $227597389.31      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 3.0000%  | N/A     | $828000.00         | $106903.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $1048752.00        | $1097797.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.4800%  | N/A     | $1153700.00        | $1102701.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $275000.00         | $210419.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $105800000.00      | $61483419.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $68499968.00       | $64981508.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-16      | 1.7000%  | N/A     | $7550000.00        | $821882.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-15      | 3.0000%  | N/A     | $5650000.00        | $4280106.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 4.0000%  | N/A     | $1018346.00        | $169656.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | 3.0000%  | N/A     | $7725368.00        | $103129.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $189113.00         | $146611.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5905000.00        | $539697.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $500000.00         | $6418.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1130770.00        | $1184543.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $6819160.00        | $7099756.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $1500000.00        | $53394.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $5464272.00        | $4558050.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1044334.00        | $1093617.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1116264.00        | $857019.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1242132.00        | $1270569.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2324372.00        | $2386476.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2120250.00        | $2218595.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $14951968.00       | $14319666.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $925750.00         | $40077.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 4.0000%  | N/A     | $77423.00          | $48125.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $3019160.00        | $2987265.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2945152.00        | $3067792.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $263000.00         | $142812.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $89770.00          | $10882.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $375000.00         | $306652.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1007486.00        | $1039350.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $409000.00         | $46570.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $143192576.00      | $147785934.73      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $9863456.00        | $9079996.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $900000.00         | $91350.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $2078628.00        | $324768.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1354070.00        | $1385989.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.0000%  | N/A     | $12000000.00       | $615109.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $6078448.00        | $6155051.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $4078296.00        | $3674715.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $64155000.00       | $59040387.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 2.5000%  | N/A     | $100000.00         | $60783.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $152708.00         | $158123.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $530000.00         | $355404.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $6278464.00        | $87675.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $7055992.00        | $657261.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1324306.00        | $1351144.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.5700%  | N/A     | $744551.00         | $622695.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $32628672.00       | $26189631.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $11131616.00       | $262686.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1560168.00        | $1599250.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5000%  | N/A     | $759819.00         | $45452.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1431132.00        | $1477714.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $1949958.00        | $252409.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1206848.00        | $1228358.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1687010.00        | $1679927.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $874245.00         | $896723.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1788944.00        | $1837983.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2891308.00        | $2965286.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $1836856.00        | $14237.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $10675200.00       | $348050.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | 4.1200%  | N/A     | $12441328.00       | $11687520.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $13427360.00       | $416165.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $345000.00         | $27774.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $5601688.00        | $470841.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1096276.00        | $1076770.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $189000.00         | $22006.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1650156.00        | $1705413.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 4.0000%  | N/A     | $11623500.00       | $10738029.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $3354924.00        | $3487459.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $8329936.00        | $8202435.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $6828090.00        | $6886843.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $1497848.00        | $16703.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $214444.00         | $196554.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $8162800.00        | $1047916.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1350000.00        | $1411473.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $100000.00         | $74351.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3259088.00        | $3175152.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1644980.00        | $1686773.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $68872.00          | $7013.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1564564.00        | $1632874.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $100000.00         | $12629.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $10157024.00       | $10246243.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $4413000.00        | $2334752.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.0000%  | N/A     | $8342270.00        | $90488.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $2400464.00        | $97519.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $2374436.00        | $961292.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1575126.00        | $1231784.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 3.5000%  | N/A     | $250000.00         | $27336.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4049320.00        | $3843152.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $96074.00          | $204011.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $160000.00         | $6630.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $36000.00          | $25878.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $27826000.00       | $25059807.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $239000.00         | $13778.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.5000%  | N/A     | $26450000.00       | $1620409.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.5000%  | N/A     | $5778040.00        | $30874.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $50000000.00       | $6360290.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 6.5760%  | N/A     | $1100000.00        | $52367.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $228336.00         | $7522.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3030396.00        | $3116553.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.0000%  | N/A     | $435581.00         | $12899.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4983848.00        | $4861440.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $297131.00         | $304688.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $5978000.00        | $271440.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $9292464.00        | $9465144.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $2493000.00        | $441189.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $649606.00         | $680687.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $6246616.00        | $12705.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2165940.00        | $2222672.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $427993.00         | $410034.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $129043968.00      | $123206421.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 6.0000%  | N/A     | $390000.00         | $53558.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1196940.00        | $1247717.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | 1.5000%  | N/A     | $286945.00         | $105728.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $54217.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $52410000.00       | $51630764.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $600000.00         | $50081.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $75000.00          | $8722.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1137476.00        | $1112056.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1082788.00        | $1118106.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.0000%  | N/A     | $333145.00         | $30156.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 4.0000%  | N/A     | $4250000.00        | $274878.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5930832.00        | $6061338.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2058172.00        | $2112983.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1100000.00        | $796831.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.0000%  | N/A     | $1975562.00        | $90322.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $502128.00         | $46677.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $18924480.00       | $1441092.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.9000%  | N/A     | $5040840.00        | $4621930.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $10741184.00       | $3450370.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $19713760.00       | $18283135.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 4.8000%  | N/A     | $3000000.00        | $2937961.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $45172352.00       | $43706410.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $211923.00         | $18355.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $201655.00         | $201579.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.5000%  | N/A     | $114500160.00      | $107476748.61      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $20527520.00       | $19709130.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 6.0000%  | N/A     | $26775616.00       | $63368.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.2500%  | N/A     | $3574320.00        | $3137590.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $2400000.00        | $2012350.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $192753.00         | $199800.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $7794000.00        | $361925.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $2045000.00        | $436911.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $8426336.00        | $7899455.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1035056.00        | $1079864.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $1000000.00        | $7620.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.0000%  | N/A     | $15259472.00       | $2647275.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.5000%  | N/A     | $3260160.00        | $2895514.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0000%  | N/A     | $2475000.00        | $591433.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $3300000.00        | $302510.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $93348992.00       | $94535808.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $41426.00          | $39923.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $987332.00         | $1029079.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 2.5000%  | N/A     | $56000.00          | $13821.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-15      | 3.8000%  | N/A     | $146689.00         | $133962.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $802583.00         | $38943.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.0000%  | N/A     | $2928996.00        | $2721219.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $3123028.00        | $2671937.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.5000%  | N/A     | $1571352.00        | $988772.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $343271424.00      | $22664444.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $64077.00          | $10358.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $8003760.00        | $839472.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $724868.00         | $614584.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $854000.00         | $111894.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $460497.00         | $471764.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $250000.00         | $37361.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $412673.00         | $390556.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1691800.00        | $1770815.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1276458.00        | $1339138.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $2728012.00        | $287408.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 1.7500%  | N/A     | $22193568.00       | $16794035.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $555062.00         | $568743.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4055072.00        | $4210979.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $50004000.00       | $2660000.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1968606.00        | $1920794.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1762436.00        | $1672523.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $4950000.00        | $977062.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $67619.00          | $69290.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $7195200.00        | $1178868.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4689744.00        | $4819102.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2106716.00        | $2143468.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1812062.00        | $1863624.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.5400%  | N/A     | $1747028.00        | $1426208.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $9088650.00        | $8006196.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $102611072.00      | $86910985.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 5.0000%  | N/A     | $350000.00         | $27153.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-15      | 2.8000%  | N/A     | $864435.00         | $722084.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1025892.00        | $1062801.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $1807000.00        | $318619.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-16      | 3.5000%  | N/A     | $9353000.00        | $6507578.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $626983.00         | $654173.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $2424580.00        | $2504439.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $20530624.00       | $17909291.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $6703960.00        | $7024711.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1530156.00        | $1595617.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1519264.00        | $1501326.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $12007168.00       | $8793109.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $1200000.00        | $10096.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-15      | 4.0000%  | N/A     | $251462.00         | $22009.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $1105000.00        | $6766.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $1000000.00        | $133663.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $228946.00         | $186594.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1583756.00        | $1626159.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-15      | 2.9600%  | N/A     | $2049528.00        | $1758880.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.0000%  | N/A     | $258865.00         | $11913.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $1000000.00        | $44673.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $1213192.00        | $1264528.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $2797044.00        | $45915.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $2252000.00        | $454625.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $261238.00         | $271639.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.5000%  | N/A     | $2243348.00        | $2207141.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 4.0000%  | N/A     | $5044968.00        | $513356.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.0000%  | N/A     | $7949640.00        | $4668942.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1139346.00        | $1154354.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $46234752.00       | $42655611.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5052040.00        | $4547773.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $3937672.00        | $2633119.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $38782656.00       | $27538308.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1027218.00        | $545330.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $679232.00         | $581123.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $3000000.00        | $2988945.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1190000.00        | $874585.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $27150000.00       | $4037323.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1217504.00        | $1248371.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $11331620.00       | $9764711.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.0000%  | N/A     | $1072328.00        | $49727.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 6.0000%  | N/A     | $300000.00         | $35010.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $4360200.00        | $37240.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2099660.00        | $1962151.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.5000%  | N/A     | $3500000.00        | $86542.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $3862400.00        | $3695420.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $5268072.00        | $5042898.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $250000.00         | $8155.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $171910656.00      | $55185683.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.4100%  | N/A     | $6648600.00        | $5861276.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $33363072.00       | $4492936.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.5000%  | N/A     | $35112512.00       | $28734074.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1920198.00        | $1973209.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1530130.00        | $1306398.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7400%  | N/A     | $16673472.00       | $15045905.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $4443688.00        | $2637225.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2206300.00        | $2234700.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1069592.00        | $875515.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $25000.00          | $6933.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 2.0000%  | N/A     | $74635000.00       | $44712417.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $627855.00         | $625430.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1221102.00        | $1276010.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.5000%  | N/A     | $350000.00         | $10319.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $4950840.00        | $5092485.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-16      | 3.0000%  | N/A     | $247000.00         | $289913.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-06-15      | 5.1300%  | N/A     | $11304299.00       | $11272975.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $62682752.00       | $49456560.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5526296.00        | $5677551.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | 5.7300%  | N/A     | $13744064.00       | $13463421.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $2311000.00        | $574763.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $175000.00         | $18535.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.7000%  | N/A     | $260000.00         | $43809.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-15      | 5.7300%  | N/A     | $3000000.00        | $3114149.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.7100%  | N/A     | $2308648.00        | $2078033.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2126004.00        | $2193835.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.0000%  | N/A     | $2805000.00        | $151817.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $243473.00         | $252736.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 5.0000%  | N/A     | $500000.00         | $98944.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $4352000.00        | $1397624.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $129453.00         | $43092.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | 3.5000%  | N/A     | $126365312.00      | $109891588.87      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2037532.00        | $2051229.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4821048.00        | $5023764.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $5928490.00        | $1509319.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 4.0000%  | N/A     | $10327312.00       | $561853.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $515617.00         | $483727.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.6100%  | N/A     | $5500000.00        | $4925733.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-15      | 4.4700%  | N/A     | $18479840.00       | $17373060.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $13248480.00       | $9724300.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $10000000.00       | $9839939.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1259100.00        | $1309750.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $89842.00          | $11912.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7068664.00        | $7209576.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $70830208.00       | $49904339.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $17713952.00       | $245257.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $2279592.00        | $531226.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1107420.00        | $1158084.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $1044882.00        | $1109973.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.0000%  | N/A     | $762634.00         | $478559.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $200000000.00      | $192319694.98      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $16677056.00       | $14740731.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.7100%  | N/A     | $14120048.00       | $12712483.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $4500000.00        | $14406.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 2.5000%  | N/A     | $316875.00         | $25774.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1052600.00        | $1083045.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1060072.00        | $797418.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $2100000.00        | $1609209.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $932612096.00      | $792993830.93      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $19000000.00       | $1001110.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1422232.00        | $129473.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.5000%  | N/A     | $2655192.00        | $1426017.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $42000.00          | $5885.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1450160.00        | $1480100.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $42599840.00       | $6906719.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1112456.00        | $1142220.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2779696.00        | $2893691.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 2.5000%  | N/A     | $112106.00         | $15290.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-05-16      | 2.4500%  | N/A     | $20000000.00       | $9484728.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.6400%  | N/A     | $5660000.00        | $5079436.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1829516.00        | $1860873.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $316000.00         | $25655.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3565000.00        | $633545.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $555000.00         | $11188.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $6551460.00        | $647372.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $100000.00         | $39519.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $580000.00         | $64543.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $153810.00         | $18259.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $144000.00         | $18676.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 4.0000%  | N/A     | $2000200.00        | $13268.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2765676.00        | $2353134.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 4.0000%  | N/A     | $1251432.00        | $20712.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $2288960.00        | $181179.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1095322.00        | $1146135.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $10013328.00       | $1848811.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $13218432.00       | $10759878.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1007394.00        | $983573.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $3198704.00        | $2172944.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1516610.00        | $1360630.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $2145000.00        | $102495.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $311676.00         | $298639.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1343624.00        | $1348719.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $6672112.00        | $5152574.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $10690000.00       | $1609336.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $24214528.00       | $5554149.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 5.0000%  | N/A     | $46595.00          | $10606.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.0000%  | N/A     | $158442880.00      | $58126382.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1165906.00        | $980389.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $54785920.00       | $26561801.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 6.0000%  | N/A     | $2267432.00        | $1225690.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1006670.00        | $996459.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $2250000.00        | $835922.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 2.5000%  | N/A     | $108566.00         | $14529.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $38869952.00       | $39865546.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $18212740.00       | $214891.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1275254.00        | $15783.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.5000%  | N/A     | $649989120.00      | $37514734.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.0000%  | N/A     | $16640480.00       | $14892067.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $7600000.00        | $1074144.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $211210.00         | $50988.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $250000.00         | $24162.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1695094.00        | $1765551.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $2398496.00        | $28141.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2884948.00        | $2945841.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.5000%  | N/A     | $1046696.00        | $15408.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $4991032.00        | $4924875.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | 2.0000%  | N/A     | $43716352.00       | $37722424.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $4675672.00        | $4891318.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $3951796.00        | $201166.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1708196.00        | $1752601.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2219290.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2134710.00        | $2185555.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | 1.1500%  | N/A     | $210738.00         | $69284.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.5000%  | N/A     | $1216388.00        | $517315.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 4.0000%  | N/A     | $1686502.00        | $69167.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $3740000.00        | $795756.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $3493172.00        | $3481384.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2448000.00        | $1996901.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $30699488.00       | $31249240.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $2130000.00        | $125445.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6207136.00        | $12016.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $53000.00          | $6125.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $3192088.00        | $651248.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.5000%  | N/A     | $18203072.00       | $978142.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $37227.00          | $5269.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $8289328.00        | $8007167.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $10307620.00       | $1610795.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $4241696.00        | $4389601.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $2026723.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $234000.00         | $83338.66          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 4.5000%  | N/A     | $311000.00         | $10231.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-15      | 5.5000%  | N/A     | $35000.00          | $11253.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2481456.00        | $2576864.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 6.0000%  | N/A     | $9817728.00        | $68250.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $3573164.00        | $52782.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $10000000.00       | $57931.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1069412.00        | $1090871.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $250000000.00      | $30042226.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2362308.00        | $2142282.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3440490.00        | $3582375.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $2553588.00        | $25541.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.0000%  | N/A     | $757579.00         | $45491.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $108192512.00      | $110008985.21      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | 2.6000%  | N/A     | $270000.00         | $157792.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1906418.00        | $1990366.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 6.0000%  | N/A     | $1922464.00        | $1984472.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $1700000.00        | $242915.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 6.5000%  | N/A     | $1200000.00        | $110897.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.5000%  | N/A     | $10000000.00       | $675139.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2320200.00        | $2417455.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $731000.00         | $10672.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1147788.00        | $1171586.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $26690304.00       | $25374395.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5000%  | N/A     | $385000.00         | $12973.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1195330.00        | $1223228.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1125848.00        | $1122851.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 4.0000%  | N/A     | $211433472.00      | $45342804.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $44000.00          | $26679.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $2269120.00        | $2270264.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2405216.00        | $2033867.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $1565242.00        | $233941.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-16      | 3.0000%  | N/A     | $23822000.00       | $21648211.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $2427790.00        | $2435620.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $126000.00         | $11326.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 5.5000%  | N/A     | $1275568.00        | $10128.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $2500000.00        | $115054.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1050830.00        | $861757.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3932156.00        | $4044004.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $867296.00         | $37965.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1021700.00        | $953790.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $22777888.00       | $21227250.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 2.0000%  | N/A     | $25000.00          | $14001.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $1831264.00        | $921688.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $25724384.00       | $25312760.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $2600000.00        | $512502.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $4251320.00        | $6461.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.5000%  | N/A     | $796005.00         | $81649.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $65000.00          | $7263.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $21986360.00       | $22845920.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 5.0000%  | N/A     | $500000.00         | $64466.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5600%  | N/A     | $8345760.00        | $7437246.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $2385100.00        | $395921.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $1874086.00        | $110496.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $5250000.00        | $170307.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1509832.00        | $1280693.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $57416960.00       | $48134834.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2352128.00        | $2325384.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $918131.00         | $958638.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $8135792.00        | $8368551.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $15144000.00       | $1964782.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $2750000.00        | $460815.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1742576.00        | $1308122.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1178672.00        | $986600.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.0000%  | N/A     | $2297916.00        | $292835.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.8500%  | N/A     | $744493.00         | $630904.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 4.2500%  | N/A     | $3000000.00        | $3001390.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $3258796.00        | $1539573.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1254050.00        | $1312215.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1497398.00        | $1546731.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $875000.00         | $75143.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.0000%  | N/A     | $70000.00          | $5475.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $11597472.00       | $773175.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3481772.00        | $3622113.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $13850256.00       | $12755837.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 5.5000%  | N/A     | $23703456.00       | $20978487.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $5032608.00        | $3199912.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $767302.00         | $786578.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $8068384.00        | $6549541.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4309936.00        | $4426406.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $16000000.00       | $2324842.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1933272.00        | $1855459.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $4000000.00        | $15573.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $128796.00         | $100475.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5487344.00        | $5661614.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $27855776.00       | $9510057.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 3.0000%  | N/A     | $266775.00         | $10751.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $101802.00         | $8488.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1850660.00        | $1523130.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1186610.00        | $1169082.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $5820736.00        | $4442171.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $200000.00         | $16703.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $3097524.00        | $3173466.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1452710.00        | $1516256.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $18779296.00       | $2626840.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $113000.00         | $8579.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $2026723.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $1805076.00        | $925679.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $17229472.00       | $16601961.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $3716280.00        | $3840431.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1267040.00        | $1267959.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $736970.00         | $552948.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $130000.00         | $116654.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $225000.00         | $59034.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $26164840.00       | $17345137.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 4.1200%  | N/A     | $40856000.00       | $40644075.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $1116226.00        | $243124.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $10093792.00       | $491756.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $76237.00          | $60580.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $166404608.00      | $171065747.05      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2461292.00        | $2587686.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $50000000.00       | $50708642.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1029208.00        | $1058037.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $12818208.00       | $1054178.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $140000.00         | $12560.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 3.0000%  | N/A     | $20000000.00       | $3083747.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1194230.00        | $1219459.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2049890.00        | $2100759.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $190415.00         | $15321.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $611292.00         | $44266.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 6.5000%  | N/A     | $1680209.00        | $49789.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $9445584.00        | $6669901.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $350000.00         | $212855.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $2825000.00        | $31493.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.0000%  | N/A     | $12355536.00       | $8006850.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $180000.00         | $141840.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $6000000.00        | $134842.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $3939000.00        | $2416542.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $27320864.00       | $7005779.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.0000%  | N/A     | $150000.00         | $74179.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.1200%  | N/A     | $1000000.00        | $994873.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $63000.00          | $10283.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1221176.00        | $1254958.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | 5.8200%  | N/A     | $8640000.00        | $9072130.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $850000.00         | $472611.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $3023204.00        | $3147962.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $995000.00         | $822108.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $87316480.00       | $87755008.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | 2.5000%  | N/A     | $44196352.00       | $41677740.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $73972608.00       | $70997355.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.0000%  | N/A     | $41496448.00       | $2351004.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1468644.00        | $1506166.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $1600000.00        | $199895.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $213032.00         | $26552.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8000%  | N/A     | $3013370.00        | $2544057.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $2769860.00        | $1722564.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1048450.00        | $1096866.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $9674992.00        | $1286073.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.0000%  | N/A     | $4000000.00        | $12887.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $11197000.00       | $1887746.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $200000.00         | $10105.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-16      | 2.2500%  | N/A     | $76018304.00       | $60515834.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $8750000.00        | $1747637.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.3500%  | N/A     | $4837848.00        | $3965854.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3590236.00        | $3737952.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $107000.00         | $5140.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $23801568.00       | $25064539.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2262560.00        | $2322810.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.7400%  | N/A     | $1676148.00        | $1418228.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $116440448.00      | $114212548.25      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $2087744.00        | $1111779.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5761500.00        | $5974935.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.0000%  | N/A     | $77692.00          | $6204.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2905064.00        | $2990308.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1639704.00        | $1640121.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $19937728.00       | $5402019.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $1926272.00        | $42692.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.5200%  | N/A     | $9950750.00        | $10340727.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1918500.00        | $1958982.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-15      | 3.5000%  | N/A     | $25757728.00       | $21667976.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.5000%  | N/A     | $149481.00         | $5382.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1598898.00        | $1651165.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 6.0000%  | N/A     | $13236700.00       | $17140.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.0000%  | N/A     | $86239744.00       | $36853321.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2000000.00        | $864041.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $44127616.00       | $3972446.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $560013312.00      | $511224944.70      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $96623488.00       | $96298025.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.7500%  | N/A     | $3052548.00        | $127335.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $859000.00         | $591116.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1777116.00        | $1823834.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.5000%  | N/A     | $150000.00         | $139686.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.5000%  | N/A     | $1221226.00        | $1238096.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1176522.00        | $1202098.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.0000%  | N/A     | $1500000.00        | $668581.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2049936.00        | $2001949.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2104612.00        | $2195009.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $10965712.00       | $263277.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.0000%  | N/A     | $140000.00         | $133890.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $13204832.00       | $2267572.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1660224.00        | $1674478.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $42400000.00       | $2477944.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $12513000.00       | $1901361.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1797584.00        | $1800967.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $7231040.00        | $7415797.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.0000%  | N/A     | $4750656.00        | $3350228.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1261642.00        | $1006553.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 3.5000%  | N/A     | $267096.00         | $66147.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1109402.00        | $1140400.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 6.0000%  | N/A     | $3311432.00        | $14118.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $1556000.00        | $224785.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $100000.00         | $80046.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | 3.3000%  | N/A     | $26641088.00       | $23208845.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 4.5000%  | N/A     | $169306.00         | $5674.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $60000.00          | $7383.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | 5.5200%  | N/A     | $9760000.00        | $10038095.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $23000000.00       | $3352813.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $25336000.00       | $6825748.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $3125000.00        | $1655906.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $300000.00         | $18126.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-03-15      | 4.0000%  | N/A     | $1390000.00        | $1281423.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $5095856.00        | $5225609.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $171407.00         | $109094.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1311200.00        | $1035982.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $250000000.00      | $80660627.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $114562.00         | $117683.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $500000.00         | $415444.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $30738000.00       | $23421515.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $400000.00         | $275116.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2745872.00        | $2820496.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2450730.00        | $2516371.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $298484000.00      | $35547221.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $120628352.00      | $9061390.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | 3.2500%  | N/A     | $35285568.00       | $30829319.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $400000.00         | $296991.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $68200.00          | $8540.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $670000.00         | $480272.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2000%  | N/A     | $5224160.00        | $4544062.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2300%  | N/A     | $30145760.00       | $26242107.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1507848.00        | $1570967.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2961668.00        | $3051440.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.5000%  | N/A     | $1791200.00        | $280521.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1203270.00        | $1235516.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1542604.00        | $1582257.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $2220000.00        | $370072.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $10168496.00       | $8141712.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $2021544.00        | $1196432.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-16      | 1.5000%  | N/A     | $108087.00         | $48486.11          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $100000.00         | $73614.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $375000.00         | $49484.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $2000000.00        | $120596.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1311786.00        | $1143646.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1500000.00        | $1097863.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $982284160.00      | $974762292.86      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1731740.00        | $1380864.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1598000.00        | $271285.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $790415.00         | $96023.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $138973.00         | $18654.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $200000.00         | $46215.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $4314752.00        | $4499012.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $340098.00         | $347878.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $128253.00         | $131024.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 6.0000%  | N/A     | $26014208.00       | $32278.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4300%  | N/A     | $4421536.00        | $3656905.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $7681.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1895582.00        | $808492.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | 3.1800%  | N/A     | $11277700.00       | $9919246.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $106377.00         | $14090.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1841008.00        | $1811025.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2121000.00        | $1696471.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 5.0000%  | N/A     | $2602500.00        | $2139041.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $6689100.00        | $5460609.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $5445000.00        | $894432.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $1328000.00        | $7882.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1716356.00        | $1691026.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1073520.00        | $1097585.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $6531352.00        | $6522291.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $83332.00          | $86628.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $300000.00         | $204950.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $3040984.00        | $3128975.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $20748096.00       | $21318949.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $127521280.00      | $12203778.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.0000%  | N/A     | $500000.00         | $56991.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $127714.00         | $8992.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4353400.00        | $1477684.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $384500.00         | $369553.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $4331984.00        | $44432.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.0000%  | N/A     | $3611000.00        | $16466.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $1075000.00        | $215923.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | 2.0000%  | N/A     | $200000.00         | $99891.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.0000%  | N/A     | $6577088.00        | $937557.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1539178.00        | $1533678.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $17148128.00       | $17333371.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2560532.00        | $1670512.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2685388.00        | $1665434.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $515000.00         | $31495.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 3.5000%  | N/A     | $8000000.00        | $1259963.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4978000.00        | $3731392.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $751477.00         | $61420.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $3715432.00        | $3817808.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2825996.00        | $2908021.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $2625216.00        | $2547469.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 3.1200%  | N/A     | $150000.00         | $131438.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 4.0000%  | N/A     | $1380000.00        | $224704.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1052572.00        | $892045.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $75000.00          | $41339.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $321943040.00      | $31951389.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $40000000.00       | $24989186.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $21551808.00       | $21780750.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.0000%  | N/A     | $80000.00          | $15067.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $11840176.00       | $11157054.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $4360992.00        | $2904057.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $995620.00         | $189679.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $154000.00         | $31078.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1308194.00        | $1281296.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $500000.00         | $320858.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $40088704.00       | $36569438.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1079708.00        | $1105725.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5208664.00        | $747412.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1948486.00        | $1447470.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $3000000.00        | $15653.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1470112.00        | $1541876.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $36783488.00       | $31527231.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 3.0000%  | N/A     | $465797.00         | $210376.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $6109488.00        | $6089974.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $3597000.00        | $1228664.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.0500%  | N/A     | $735700.00         | $679195.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $4555312.00        | $4666505.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 3.0000%  | N/A     | $4994000.00        | $606395.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.6900%  | N/A     | $15483408.00       | $12987027.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $774666.00         | $795434.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0000%  | N/A     | $1900000.00        | $5654.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.0000%  | N/A     | $217547.00         | $182205.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $882586.00         | $905881.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $4910060.00        | $408397.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | 3.6300%  | N/A     | $1190406.00        | $1070187.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2758788.00        | $1016694.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $5100752.00        | $5289476.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $145000.00         | $86683.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $144980.00         | $9949.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 2.5000%  | N/A     | $95000.00          | $12980.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1515762.00        | $1515915.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1315928.00        | $1334059.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 1.5000%  | N/A     | $70125568.00       | $30193039.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-05-15      | 2.7800%  | N/A     | $6848720.00        | $5855534.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2590576.00        | $2593197.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $377000.00         | $275572.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-16      | 2.0000%  | N/A     | $242977.00         | $105153.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $20000000.00       | $2075937.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.0000%  | N/A     | $706398.00         | $53724.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $964323328.00      | $778252493.61      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $814274.00         | $274629.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.0000%  | N/A     | $2878136.00        | $2034653.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $4723392.00        | $4844235.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $3302500.00        | $3285306.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 3.5000%  | N/A     | $2773000.00        | $2409405.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1336808.00        | $1361339.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $1050926.00        | $83871.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $2101692.00        | $673176.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.5000%  | N/A     | $434758.00         | $57837.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2532888.00        | $2638783.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1328842.00        | $619999.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $272112.00         | $18846.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $49551.00          | $30351.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $139114.00         | $143588.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1870196.00        | $1929746.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5417912.00        | $5561198.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1219188.00        | $1257349.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 3.0000%  | N/A     | $20072960.00       | $3889615.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1555578.00        | $1600986.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $14030.00          | $9444.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $151192480.00      | $146090155.64      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $2000000.00        | $292310.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-15      | 4.0000%  | N/A     | $3000000.00        | $180052.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $154145.00         | $158106.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $480000.00         | $63515.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $9528592.00        | $6816121.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5837352.00        | $4368337.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1933304.00        | $1976573.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1141736.00        | $1115213.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $643474.00         | $159719.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $17270240.00       | $17367791.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.0000%  | N/A     | $2000000.00        | $6041.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $5949088.00        | $3876155.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $4561664.00        | $2989038.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $13250224.00       | $13386738.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $8786816.00        | $9020097.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $85740800.00       | $65198792.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $24000.00          | $6187.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.6100%  | N/A     | $7100000.00        | $7136327.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $65351808.00       | $48000292.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $1145298.00        | $145066.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1855438.00        | $1904361.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8018%  | N/A     | $17296700.00       | $9407143.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $402565120.00      | $191061832.14      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1527790.00        | $1409464.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $939004.00         | $795617.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $148541.00         | $154133.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $24450000.00       | $854598.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $319250.00         | $8972.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $316994.00         | $45201.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.8800%  | N/A     | $2393764.00        | $2035540.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1913666.00        | $1969371.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2161300.00        | $1579618.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2279756.00        | $2236806.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $70000.00          | $8569.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3221296.00        | $3257418.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $372582.00         | $385109.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $1010046.00        | $1033996.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $1766148.00        | $99521.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1653716.00        | $1699177.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $42701184.00       | $37031867.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $70862640.00       | $37739479.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $1700000.00        | $10169.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $607920.00         | $64661.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $73808.00          | $6550.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1626656.00        | $1638995.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $7817808.00        | $4406267.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-15      | 3.8700%  | N/A     | $3966064.00        | $3623968.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $830000.00         | $499677.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $51839.00          | $33580.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $830581.00         | $74845.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $15412.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $58592782.00       | $61003.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 5.0000%  | N/A     | $284000.00         | $35762.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2611052.00        | $2668230.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.5000%  | N/A     | $2227588.00        | $16730.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $18000000.00       | $15286710.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $870000.00         | $121803.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $85000.00          | $59067.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1790488.00        | $1791347.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1139316.00        | $1170507.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1974926.00        | $2050480.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $2000000.00        | $6160.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4462544.00        | $4651115.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-09-15      | 4.6000%  | N/A     | $337256.00         | $325792.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $40000.00          | $32521.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $2068864.00        | $2021907.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $10000000.00       | $8411873.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1823338.00        | $1876477.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $7178960.00        | $7013497.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.0000%  | N/A     | $578000.00         | $32668.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $216030.00         | $221162.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $135495.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $1963694.00        | $996559.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8000%  | N/A     | $5183250.00        | $4703612.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4087280.00        | $4186970.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $284348928.00      | $107597614.60      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3225680.00        | $3362144.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $959901.00         | $1005572.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6687640.00        | $16138.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 2.0000%  | N/A     | $34000.00          | $14754.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.0000%  | N/A     | $1432936.00        | $1229231.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $30000000.00       | $16825175.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $8707152.00        | $4483946.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $713000.00         | $239524.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 4.0000%  | N/A     | $32000.00          | $5577.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $132346.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $10960000.00       | $294569.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $452435.00         | $37403.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 2.8400%  | N/A     | $1941880.00        | $1458379.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $1200366.00        | $326028.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.0000%  | N/A     | $11389456.00       | $37150.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $10354368.00       | $9131979.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1288324.00        | $1299321.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1263266.00        | $1295941.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $594000.00         | $5124.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1309406.00        | $1346707.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $60000.00          | $26350.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $9099830.00        | $9398886.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1103000.00        | $139308.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-07-15      | 3.1500%  | N/A     | $5427100.00        | $4741638.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 3.5000%  | N/A     | $124638.00         | $56024.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3018%  | N/A     | $200000000.00      | $133303358.70      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $32636032.00       | $25854378.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1981006.00        | $2062003.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $1965000.00        | $30916.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $7000000.00        | $40162.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 3.0000%  | N/A     | $46742336.00       | $35313178.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4600%  | N/A     | $444573.00         | $367359.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 5.0000%  | N/A     | $59214656.00       | $53778671.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2658492.00        | $2769619.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $7406344.00        | $7018376.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $700000.00         | $78284.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $791436.00         | $830408.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5816120.00        | $5999259.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $25029856.00       | $24170914.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2203604.00        | $2306015.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.1200%  | N/A     | $1000000.00        | $994873.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1561610.00        | $1607429.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1692354.00        | $1762154.83        | Agency Mortgage-Backed Securities         |

### Security 52: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2922506976.80
- **C.18.a - Value (excl. sponsor support):** $2922506976.80
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25HV4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $7544560.00        | $7799772.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.3600%  | N/A     | $1449200.00        | $1373832.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $1117056.00        | $962441.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $4690440.00        | $258618.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | 3.2500%  | N/A     | $8084368.00        | $6756943.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $3171344.00        | $2654486.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1461368.00        | $1502677.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $8022000.00        | $76122.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.0000%  | N/A     | $3776180.00        | $712601.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2660916.00        | $2727180.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1359450.00        | $1339387.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-15      | 4.1400%  | N/A     | $7121888.00        | $6563140.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10182320.00       | $10491802.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $8014384.00        | $555007.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $10078048.00       | $215807.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-16      | 2.5000%  | N/A     | $34430016.00       | $27972112.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $23252160.00       | $17352133.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $53645000.00       | $45683673.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-12-15      | 4.0000%  | N/A     | $4500000.00        | $636000.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.1200%  | N/A     | $1250000.00        | $1158633.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $398652928.00      | $388036896.50      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $4127664.00        | $4225879.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-15      | 5.3400%  | N/A     | $1091598.00        | $1088017.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.5000%  | N/A     | $536096640.00      | $34501468.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4000%  | N/A     | $444507.00         | $365713.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $34824576.00       | $35752869.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $2492000.00        | $488453.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $27226600.00       | $1236264.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 4.0000%  | N/A     | $970000.00         | $149096.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $242715.00         | $249524.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2684384.00        | $2805097.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-20      | 1.5000%  | N/A     | $5882136.00        | $3443527.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $13300368.00       | $10403139.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.5000%  | N/A     | $285000.00         | $55660.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $31789152.00       | $27458763.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | 1.5000%  | N/A     | $495000.00         | $290823.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $20000000.00       | $16571318.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $201507840.00      | $126016800.90      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $11044.00          | $9879.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $30062.00          | $25483.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 2.5000%  | N/A     | $416836.00         | $47069.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7203208.00        | $7532765.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-16      | 1.7000%  | N/A     | $22550000.00       | $16104846.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $157785.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 2.3750%  | N/A     | $127158912.00      | $10794684.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-05-15      | 5.5200%  | N/A     | $11416300.00       | $11701230.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $3473756.00        | $2957992.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $520000.00         | $63818.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $4614152.00        | $248515.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $949051.00         | $138165.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-15      | 2.7200%  | N/A     | $27104960.00       | $22516873.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000100.00        | $163666.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2382392.00        | $2483438.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2412776.00        | $2479536.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1012368.00        | $1063198.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $2038000.00        | $317495.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $442000.00         | $152091.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $1142240.00        | $1184515.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $156827.00         | $126547.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 4.0000%  | N/A     | $3262450.00        | $133880.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-15      | 2.5000%  | N/A     | $533882.00         | $149901.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $6707750.00        | $5352004.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $490000000.00      | $400372273.40      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1879428.00        | $1931443.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.5000%  | N/A     | $1382780.00        | $17576.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $161469184.00      | $119925695.97      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $10745000.00       | $10661796.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-06-15      | 5.2400%  | N/A     | $1224304.00        | $1230183.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 4.8500%  | N/A     | $1000000.00        | $970035.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.5000%  | N/A     | $5794536.00        | $181219.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $10061840.00       | $3940546.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $21209080.00       | $21342964.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $994433.00         | $1018184.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $5200000.00        | $3749685.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $1361190.00        | $19164.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.4500%  | N/A     | $90741000.00       | $91638403.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-16      | 1.5000%  | N/A     | $28607584.00       | $13987716.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $3900120.00        | $235716.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $906938368.00      | $111841282.56      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.1700%  | N/A     | $3000000.00        | $3045212.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2800%  | N/A     | $3577000.00        | $3207725.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $3128616.00        | $3155606.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 3.5000%  | N/A     | $106633.00         | $93699.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 5.0000%  | N/A     | $3936270.00        | $319328.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $13582560.00       | $13956401.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $37588.00          | $35639.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.5000%  | N/A     | $36125568.00       | $33770943.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $21000000.00       | $151292.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $77960.00          | $12137.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1119412.00        | $1133476.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $12959700.00       | $12407626.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $9226016.00        | $9277566.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $500000.00         | $398031.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $707488.00         | $81846.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $920000.00         | $610882.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $166980352.00      | $167704137.69      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $408000.00         | $49028.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $8215376.00        | $76233.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1158876.00        | $1170019.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $68764.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1523326.00        | $1450850.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.8000%  | N/A     | $11378928.00       | $945148.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $1321956.00        | $1374407.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | 2.0000%  | N/A     | $1350000.00        | $591953.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3426948.00        | $2726601.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $725000.00         | $367466.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $11864080.00       | $11854158.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $2392110.00        | $383074.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 2.0000%  | N/A     | $364000.00         | $136877.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $1305996.00        | $1355849.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | 2.0000%  | N/A     | $18567424.00       | $16021653.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $8000000.00        | $117585.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1802948.00        | $1765127.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $2863000.00        | $1812411.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $260524.00         | $267821.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1719541.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $222574.00         | $27045.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $3014644.00        | $2935259.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6210980.00        | $3936089.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $21362560.00       | $19141360.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $5625152.00        | $5792469.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $744566.00         | $772659.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2146036.00        | $2147772.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.7900%  | N/A     | $244492.00         | $207330.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1717976.00        | $1776303.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.0000%  | N/A     | $259410.00         | $206421.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $148100.00         | $123304.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1303940.00        | $1299802.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $608477.00         | $622134.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $23494464.00       | $21300107.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1078180.00        | $1111339.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 3.5000%  | N/A     | $7595008.00        | $6152090.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $200000.00         | $23039.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.0000%  | N/A     | $8000000.00        | $5156352.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $7737000.00        | $151865.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $1702252.00        | $256833.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $5846650.00        | $6104324.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $31000000.00       | $1697133.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.5000%  | N/A     | $100851.00         | $61460.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 3.5000%  | N/A     | $23141216.00       | $20566959.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $50000000.00       | $30581675.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $627673.00         | $202690.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.0000%  | N/A     | $139087104.00      | $21361588.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $10570000.00       | $62145.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $144067.00         | $114252.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $1001512.00        | $1028803.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5002952.00        | $4278238.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $439146.00         | $450414.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.1000%  | N/A     | $1259992.00        | $385537.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1522000.00        | $455058.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $110372992.00      | $69234732.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $401006080.00      | $270105186.49      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-15      | 5.5000%  | N/A     | $885000.00         | $246375.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.2519%  | N/A     | $60000000.00       | $59881538.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.5000%  | N/A     | $127709312.00      | $128845379.15      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $4752996.00        | $9481.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $280000.00         | $8579.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $1502378.00        | $36622.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $52867.00          | $41528.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $1000000.00        | $661475.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.0000%  | N/A     | $379862.00         | $176231.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $3367680.00        | $3396677.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-15      | 2.5000%  | N/A     | $2072008.00        | $824585.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 2.5000%  | N/A     | $410197.00         | $327078.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 3.0000%  | N/A     | $315939.00         | $15586.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $26829792.00       | $17431727.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $2800000.00        | $170754.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4095940.00        | $4130930.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $1000000.00        | $747595.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4482152.00        | $4265882.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2709708.00        | $2784303.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $84020480.00       | $83187988.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $5823376.00        | $56898.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $8798288.00        | $2070670.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1491578.00        | $1321993.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1035372.00        | $1076851.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-04-01      | 5.0000%  | N/A     | $28927712.00       | $12361600.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $1506560.00        | $1520957.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $35343936.00       | $30410987.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $120524.00         | $10832.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $120000000.00      | $95469493.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $4999750.00        | $56415.22          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $84262912.00       | $80931436.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $36463168.00       | $35906642.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $186708.00         | $191502.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5000%  | N/A     | $10310160.00       | $9159841.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | 4.1000%  | N/A     | $5450000.00        | $5063194.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1097299.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $422385.00         | $201580.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3016436.00        | $3097065.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | 5.8000%  | N/A     | $11500000.00       | $12061336.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $3394268.00        | $3426905.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $8938960.00        | $7453729.38        | Agency Mortgage-Backed Securities         |

### Security 54: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005U60
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $51200.00          | $51303.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $93796400.00       | $87121079.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $275.60            | $151.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $422732800.00      | $422815655.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $8000.00           | $7403.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $2800.00           | $2759.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $100.00            | $96.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $300.00            | $133.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $1000.00           | $1014.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $400.00            | $402.42            | U.S. Treasuries (including strips) |

### Security 55: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XH6, C.4 - ISIN: US3130B5XH61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739992178.20
- **C.18.a - Value (excl. sponsor support):** $739992178.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LM8, C.4 - ISIN: US3130B5LM84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999997980.00
- **C.18.a - Value (excl. sponsor support):** $999997980.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210039473.70
- **C.18.a - Value (excl. sponsor support):** $210039473.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999862.00
- **C.18.a - Value (excl. sponsor support):** $299999862.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140067676.00
- **C.18.a - Value (excl. sponsor support):** $140067676.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNJ5, C.4 - ISIN: US3130AWNJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250020172.50
- **C.18.a - Value (excl. sponsor support):** $250020172.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LH9, C.4 - ISIN: US3130B5LH99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999993440.00
- **C.18.a - Value (excl. sponsor support):** $999993440.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2154285573.96
- **C.18.a - Value (excl. sponsor support):** $2154285573.96
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1501456395.00
- **C.18.a - Value (excl. sponsor support):** $1501456395.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XF0, C.4 - ISIN: US3130B5XF06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999977420.00
- **C.18.a - Value (excl. sponsor support):** $1999977420.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4K1, C.4 - ISIN: US3130AX4K10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000318250.00
- **C.18.a - Value (excl. sponsor support):** $1000318250.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HF6, C.4 - ISIN: US3130B6HF62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400000436.00
- **C.18.a - Value (excl. sponsor support):** $400000436.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1460491975.25
- **C.18.a - Value (excl. sponsor support):** $1460491975.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54000002.70
- **C.18.a - Value (excl. sponsor support):** $54000002.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1311551214.93
- **C.18.a - Value (excl. sponsor support):** $1311551214.93
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2832621291.88
- **C.18.a - Value (excl. sponsor support):** $2832621291.88
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1469763074.67
- **C.18.a - Value (excl. sponsor support):** $1469763074.67
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002OX0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $125000000.00      | $52479107.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $100000000.00      | $33718264.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $74650000.00       | $31626317.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $65000000.00       | $29379829.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $100000000.00      | $45856485.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $200000000.00      | $55080224.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $205000000.00      | $74902680.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $175500000.00      | $57698045.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $314999969.70      | $130413131.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $75000000.00       | $75645455.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $120000000.00      | $43206973.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $274711000.00      | $97685028.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $105000000.00      | $29921648.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $45000000.00       | $17307621.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $507000000.00      | $217708816.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $51630471.35       | $27495039.25       | U.S. Treasuries (including strips) |

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXMF2, C.4 - ISIN: US3130AXMF21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225061535.25
- **C.18.a - Value (excl. sponsor support):** $225061535.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PG6, C.4 - ISIN: US912797PG65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197812900.19
- **C.18.a - Value (excl. sponsor support):** $197812900.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595417968.00
- **C.18.a - Value (excl. sponsor support):** $595417968.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YB9
- **C.18 - Value (incl. sponsor support):** $737086092.65
- **C.18.a - Value (excl. sponsor support):** $737086092.65
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $138.17            | $65.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $64.83             | $40.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $2590982.78        | $648725.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $185471.03         | $174515.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $1984333.77        | $659019.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $132553.81         | $37061.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $495957.94         | $184377.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $111.26            | $112.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $951216.56         | $988881.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $467326.49         | $477625.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $153661.59         | $159748.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $111147.02         | $113415.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $7627920.26        | $6010312.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $25123649.00       | $31782706.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $24113924.50       | $5851147.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $3256112.58        | $3315008.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $27.81             | $27.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $3208535.76        | $3253149.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $2072.19           | $1944.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $2444410.42        | $863135.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.4850%  | N/A     | $1960092.72        | $1977208.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $1479860.26        | $1483796.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $7799575.76        | $6508036.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $17.38             | $10.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1783876.00        | $809965.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $181740.40         | $198126.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $2486650.33        | $2409739.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $13.91             | $13.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $9345.70           | $9345.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $1624857.62        | $1028409.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $12109740.40       | $13965057.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $65.05             | $23.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $13.91             | $13.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $96641.72          | $95750.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $728950.33         | $757643.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $222.52            | $230.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $338621.73         | $189323.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $122662.25         | $74656.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $12691028.88       | $10114369.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $97058.94          | $84533.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $41.72             | $42.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $459836.73         | $185482.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $223295.36         | $225504.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $134427.81         | $135239.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $44068.71          | $32318.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $4352.98           | $4375.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $167109.93         | $169245.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $316279.47         | $325671.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $4057728.48        | $4149599.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $6956535.10        | $1768747.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $5008586.92        | $2721741.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1361036.42        | $494316.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $491052.32         | $370980.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $80022.52          | $73565.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $2491351.80        | $990137.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $2896052.98        | $2470457.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $6658112.58        | $6184266.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $13.91             | $14.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $117.73            | $84.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $461624.50         | $174314.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $6522.52           | $6615.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $472221.85         | $338723.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $94513.91          | $92056.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $249955.63         | $70769.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $615383.44         | $632835.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $5445469.78        | $2658124.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $22784888.74       | $21948911.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $43056.95          | $42166.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $618248.34         | $531216.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $29725913.50       | $19630725.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $864754.97         | $737864.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $4553015.97        | $1892133.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $2369139.37        | $1106248.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $11445.70          | $10535.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $655450.33         | $444832.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $79692.77          | $79297.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $7.09              | $4.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1.08              | $0.41              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $977101.77         | $328893.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $13323.18          | $13021.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $1307.28           | $1214.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $480274.17         | $492834.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $47293086.37       | $23451411.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $940215.89         | $1179035.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $75822.52          | $76647.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $98481.01          | $28888.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $40762.25          | $20063.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $17.38             | $5.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $40066.89          | $37258.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $5755964.40        | $5110381.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $27.81             | $28.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $649678.81         | $549122.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $389.40            | $397.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $801198.68         | $653920.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $3216802.42        | $1622580.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $1988468.83        | $1195290.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $8973717.22        | $8994116.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $133148.34         | $147983.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $113372.19         | $113601.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $18.95             | $11.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $5141467.55        | $4895390.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $3726456.95        | $3800925.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $1267537.75        | $1298699.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $1950.68           | $592.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $4903593.76        | $3727251.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 3.5000%  | N/A     | $10138.41          | $10224.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $0.50              | $0.48              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $111258.28         | $159658.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $583132.63         | $497062.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $1457733.77        | $1486643.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $10855525.83       | $14227367.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $13.91             | $12.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $353954.30         | $199048.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $179654.30         | $176216.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $500648.34         | $433621.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $76211.92          | $29126.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $254608.22         | $175018.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $978752.98         | $1034213.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $62975.66          | $45622.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $2843247.02        | $2916096.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $3081576.16        | $3293649.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $489397.35         | $457160.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $210013.91         | $169789.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $193050.50         | $184822.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $115569.54         | $48648.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $8066.58           | $2417.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-05      | 0.0000%  | N/A     | $18316311.26       | $18238192.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $447939.74         | $455248.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $42472.85          | $43167.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $20726541.61       | $14447518.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $1258358.94        | $1280040.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $92594.70          | $94571.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2119317.22        | $1350954.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $27.81             | $7.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $7604837.09        | $4200210.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $837941.72         | $861889.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $37.80             | $11.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $89823633.77       | $92438695.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $20624.50          | $20637.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $411335.76         | $400611.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $81496.69          | $69909.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $7758596.03        | $3050059.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $152980.13         | $145779.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $90133.11          | $93014.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $219596.03         | $223699.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $23016.56          | $24429.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1195566.86        | $489603.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $33822.52          | $34290.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 4.3650%  | N/A     | $93665.56          | $94364.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $44068.71          | $17261.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $2600.66           | $2657.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $87644.90          | $65112.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $55531.79          | $39772.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $17.38             | $9.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $3920311.33        | $2037056.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $79869.54          | $77260.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $556694.70         | $566455.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $3109668.87        | $1327953.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $388430.46         | $394145.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2044578.46        | $741349.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $2536942.43        | $1791971.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $108935.76         | $110078.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $13740.40          | $13335.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $2889298.26        | $947187.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $965318.54         | $783868.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $5428555.63        | $1557501.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $701608.61         | $677059.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $119894.70         | $85630.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $40776.16          | $32423.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $55045.03          | $31783.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $1807.95           | $613.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $973.51            | $904.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $85933.11          | $80253.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $467882.78         | $347856.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $4041790.73        | $4606258.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $116821.19         | $82652.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $625827.81         | $581977.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $5441433.77        | $5438509.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $75447.02          | $76660.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $13.91             | $9.83              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $46088.74          | $43978.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $2086954.97        | $1978919.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $303971.52         | $333471.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1600895.36        | $1609520.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $2206835.76        | $2172541.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $569642.38         | $276824.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $72206.62          | $69348.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $32063982.12       | $32984005.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $4589.40           | $1536.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $823589.40         | $541215.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $169654.97         | $169176.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $22001.32          | $19994.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $139.07            | $131.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $960681.09         | $553239.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $1395554.30        | $1406241.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $339045.70         | $233428.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $3704066.22        | $3408274.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $599515.23         | $617866.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $44068.71          | $39517.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $4855742.38        | $4897738.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $57145742.38       | $76887271.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $2253341.72        | $1634884.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $192880.13         | $191181.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $129.08            | $46.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $366303.97         | $598065.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $13.91             | $14.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $504723.18         | $1070411.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $72749.01          | $17821.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $39218.54          | $36349.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $55.63             | $54.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $33794.70          | $31621.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $242723.84         | $253624.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $4447861.17        | $2600615.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $1243839.73        | $1825428.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $192702.81         | $150079.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $7.37              | $2.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-02      | 0.0000%  | N/A     | $13.91             | $13.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $4063611.26        | $4004796.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $355157.18         | $225489.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $4311.26           | $1037.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $710133.77         | $695272.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $458467.55         | $361115.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $704904.64         | $683967.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $539894.70         | $491385.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $14495618.54       | $14283204.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $12238.41          | $12651.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $368167.55         | $303620.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $703917.22         | $578433.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $55517.88          | $55605.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $12.42             | $12.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $1474.17           | $1452.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $129198.68         | $130243.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $519756.95         | $518274.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $242349.02         | $186439.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $440276.82         | $409474.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $805259.60         | $821465.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $6953642.38        | $6997702.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $273027.81         | $273361.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $112829.80         | $113810.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $55.63             | $56.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $1335099.34        | $1279268.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $13.91             | $9.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $1769451.66        | $1851806.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $13.91             | $13.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $41.72             | $42.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $50664.24          | $51535.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $884569.80         | $275415.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $55.63             | $14.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $588764.90         | $690820.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $879691.39         | $885098.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $97.35             | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $665505.30         | $900681.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $75196.69          | $122786.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $71566.89          | $70423.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $1390.73           | $1402.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $104.30            | $44.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $758692.21         | $449777.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $977793.38         | $749893.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $13.91             | $13.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $55406.62          | $56554.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $21055.63          | $16693.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $48.35             | $18.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $3419578.81        | $4427108.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $16306291.39       | $16363020.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $1228750.33        | $1212030.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $1571.52           | $1595.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $6828.48           | $6846.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 5.0000%  | N/A     | $25909.27          | $26272.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $45476.82          | $43976.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $215562.91         | $461872.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $180613.91         | $217359.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $1857477.81        | $640974.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $17.38             | $8.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $300692.88         | $94853.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $9123.18           | $6387.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $422948.34         | $425295.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $448440.40         | $433177.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $5014285.43        | $4915372.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $9415.23           | $9690.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $6458904.64        | $6388982.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $6632940.40        | $1757351.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $5906694.20        | $2014850.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $1016608.61        | $1014363.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $5660.26           | $6064.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $1726478.15        | $1794061.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $20179.47          | $17281.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $716767.55         | $267011.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $2141.72           | $2153.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1694741.72        | $841944.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $659344.37         | $641674.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $10579452.32       | $2962881.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $1347601.99        | $1353922.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $900380.70         | $586815.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $26437.75          | $27449.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $5583552.32        | $3284717.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $2454159.25        | $1643462.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $17.38             | $7.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.4450%  | N/A     | $1108507.95        | $1117961.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $843657.62         | $822635.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $510814.57         | $349394.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $83374.17          | $43577.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $4742.38           | $4681.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $67060.93          | $67662.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $13.91             | $11.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $33377.48          | $44265.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $52110.60          | $47025.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $29163.58          | $29330.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $41.72             | $43.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $5243.05           | $8182.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $973.51            | $958.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $5298.68           | $5149.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $2434122.52        | $2427869.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $344956.29         | $88668.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $13.91             | $13.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $44068.71          | $40254.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $480649.67         | $158758.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1011269.92        | $465711.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $2582206.45        | $1422085.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $120590.07         | $116391.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $22168.21          | $22071.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $11025500.66       | $13579353.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $396927.81         | $199948.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $286928.58         | $162957.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $13.91             | $11.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $82653621.85       | $90802068.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $13.91             | $21.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $1272196.69        | $1494700.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $398290.73         | $410924.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $177825.20         | $95363.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $22221.88          | $9948.25           | U.S. Treasuries (including strips) |

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992540.00
- **C.18.a - Value (excl. sponsor support):** $499992540.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723716072.56
- **C.18.a - Value (excl. sponsor support):** $723716072.56
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PJ1, C.4 - ISIN: US3130B5PJ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799995280.00
- **C.18.a - Value (excl. sponsor support):** $799995280.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HP4, C.4 - ISIN: US313385HP48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149982625.50
- **C.18.a - Value (excl. sponsor support):** $149982625.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VW2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: A1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $225700.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $165410.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $600000.00         | $482107.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $332706.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | 3.5000%  | N/A     | $5000000.00        | $422944.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.8145%  | N/A     | $1000000.00        | $132108.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 3.0000%  | N/A     | $301626.00         | $172228.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $223461.04         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2057-11-26      | 3.0000%  | N/A     | $933840.00         | $259820.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $79816.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $182151.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 4.0000%  | N/A     | $7000000.00        | $9631149.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1885103.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.0000%  | N/A     | $139272115.00      | $16240148.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $451659.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.0000%  | N/A     | $1800000.00        | $1197360.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-27      | 4.5410%  | N/A     | $5500000.00        | $59934.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $12192282.00       | $12087381.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $4367441.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $578540.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 14.2398% | N/A     | $19276270.00       | $2739720.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $483310.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $987759.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $108715.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | 2.5000%  | N/A     | $1856125.00        | $1670022.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-20      | 5.3960%  | N/A     | $7700000.00        | $2241345.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.8070%  | N/A     | $1700000.00        | $415960.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $480139.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.7552%  | N/A     | $113000000.00      | $100232943.23      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-16      | 4.7500%  | N/A     | $27279943.00       | $27088202.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $367630.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.4052%  | N/A     | $750000.00         | $681689.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-03-16      | 4.7500%  | N/A     | $71928024.00       | $70962210.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.0000%  | N/A     | $43526349.00       | $40930079.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $916000.00         | $527661.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 2.8530%  | N/A     | $2000000.00        | $1670519.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.2500%  | N/A     | $3324621.00        | $3195033.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $14400.00          | $9240.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | 3.0000%  | N/A     | $5480000.00        | $81455.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $324068.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $498561.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-06-25      | 5.5000%  | N/A     | $5551905.00        | $3613324.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.7845%  | N/A     | $2543000.00        | $176603.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 11.9610% | N/A     | $7803333.00        | $257371.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $857027.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $699775.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $200000.00         | $118788.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $200000.00         | $120730.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $3390176.00        | $3396178.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-25      | 6.5000%  | N/A     | $19994079.00       | $1058544.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 4.5350%  | N/A     | $9372897.00        | $3217962.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.6039%  | N/A     | $19650106.00       | $19678551.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-15      | 6.0000%  | N/A     | $1130609.00        | $1173106.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-05-16      | 5.0000%  | N/A     | $5368666.00        | $4649526.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $300528.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $182567.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.9052%  | N/A     | $50000000.00       | $48386994.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $6032674.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2632400.00        | $1421718.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-08-20      | 5.1018%  | N/A     | $64275776.00       | $63361319.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $313575.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 8.0000%  | N/A     | $47348718.00       | $52366311.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $618084.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $25000001.00       | $25092520.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $84331.88          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $1010000.00        | $731330.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $6767134.00        | $6626240.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $518838.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $49700.00          | $29688.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 1.0000%  | N/A     | $2500005.00        | $963465.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $600000.00         | $444777.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1636226.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $100000000.00      | $99914894.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-04-15      | 4.0000%  | N/A     | $100000.00         | $91538.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 5.1960%  | N/A     | $3300000.00        | $410808.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $482457.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6552%  | N/A     | $50000000.00       | $43831929.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $850282.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $30154501.00       | $23690766.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 4.8697%  | N/A     | $9250000.00        | $3184032.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 4.5000%  | N/A     | $591200.00         | $552364.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $3557957.00        | $2035469.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $400000.00         | $278322.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.8025%  | N/A     | $1194000.00        | $1048788.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-20      | 5.2960%  | N/A     | $5300000.00        | $1341096.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $1950524.00        | $1943751.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $15857000.00       | $104690.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 12.9117% | N/A     | $48551062.00       | $37042068.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $66286.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 12.2398% | N/A     | $6754810.00        | $1515487.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-07-15      | 6.0000%  | N/A     | $5585606.00        | $1357535.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $307200.00         | $277537.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7052%  | N/A     | $50000000.00       | $42272825.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $366969.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-09-20      | 4.6018%  | N/A     | $2300000.00        | $1060031.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $120943.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $73188.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $7664611.00        | $7245117.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $269385.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $762391.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15950000.00       | $1999770.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-15      | 4.0000%  | N/A     | $14000000.00       | $3900985.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.3702%  | N/A     | $33175666.00       | $18155728.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 5.0419%  | N/A     | $5300000.00        | $1609883.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $8108.00           | $207.65            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $44950000.00       | $11777941.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.5000%  | N/A     | $2550568.00        | $2366882.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | 5.5000%  | N/A     | $7757242.00        | $485618.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-25      | 5.0000%  | N/A     | $8901023.00        | $8663834.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $10703300.00       | $9507534.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $198253.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $200000.00         | $129146.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-09-15      | 3.5000%  | N/A     | $20100000.00       | $19064252.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $78203.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $671506.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $4756577.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4433%  | N/A     | $57128701.00       | $57141785.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.3862%  | N/A     | $40160872.00       | $40830999.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.5000%  | N/A     | $1512860.00        | $1509124.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $224496.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.5100%  | N/A     | $82356978.00       | $84419713.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-16      | 2.5000%  | N/A     | $154000.00         | $70486.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-25      | 2.3160%  | N/A     | $5750000.00        | $4452073.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 4.0000%  | N/A     | $12700000.00       | $108110.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $676675.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4552%  | N/A     | $37982080.00       | $36661425.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $359855.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6052%  | N/A     | $96018784.00       | $90819728.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3859322.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 5.5000%  | N/A     | $2652181.00        | $2664777.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $207582.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-06-16      | 1.0000%  | N/A     | $3233338.00        | $1103963.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | 5.5000%  | N/A     | $7000000.00        | $174006.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | 3.0000%  | N/A     | $8200000.00        | $7905740.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.3361%  | N/A     | $4525000.00        | $4436112.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4699658.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | 4.0000%  | N/A     | $3596428.00        | $2775688.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $343000.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-15      | 4.0000%  | N/A     | $1681475.00        | $844231.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $206517.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $107738.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 3.0000%  | N/A     | $8600000.00        | $277317.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-25      | 3.0000%  | N/A     | $7700000.00        | $7339883.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $437458.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $427456.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-12-20      | 5.0783%  | N/A     | $24887079.00       | $24763106.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $11467702.00       | $11305715.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 5.0000%  | N/A     | $29974000.00       | $1671374.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 4.0000%  | N/A     | $200000.00         | $242040.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-25      | 2.7260%  | N/A     | $1267578.00        | $1166937.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $148173.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $50000000.00       | $178140.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.7019%  | N/A     | $1000.00           | $1002.17           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $3300000.00        | $4641038.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | 5.5000%  | N/A     | $5000000.00        | $180145.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $6996828.00        | $7886681.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $1265229.00        | $1267161.99        | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2 | 2029-05-25      | 3.5000%  | N/A     | $1773734.00        | $1697152.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.2052%  | N/A     | $700000.00         | $676101.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $4333000.00        | $4321343.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3351246.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | 4.6489%  | N/A     | $13830000.00       | $13847993.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $4842323.00        | $2232502.25        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 4.5000%  | N/A     | $1042250.00        | $1924769.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-09-20      | 5.7519%  | N/A     | $30000000.00       | $8392183.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $5242254.00        | $338885.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8000000.00        | $4748529.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | 5.5000%  | N/A     | $7282458.00        | $6836359.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 7.5000%  | N/A     | $25016694.00       | $18199114.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $200000.00         | $74827.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4218.00           | $2881.55           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $285755.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $25887493.00       | $25948400.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $11014615.00       | $10236584.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 4.0000%  | N/A     | $4995000.00        | $4324518.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $33781.00          | $27715.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $1000000.00        | $1468883.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $877030.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1650886.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $500000.00         | $404520.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $4207869.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-06-16      | 5.0000%  | N/A     | $84117229.00       | $83638736.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 1.0000%  | N/A     | $4275000.00        | $323137.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $273346.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $4497697.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 4.7500%  | N/A     | $57083903.00       | $56631021.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.0000%  | N/A     | $8425000.00        | $5127293.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $556776.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56145425.00       | $1234920.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-05-20      | 5.4363%  | N/A     | $31070000.00       | $1200032.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.9683%  | N/A     | $85816885.00       | $10893169.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-07-20      | 5.2460%  | N/A     | $1900000.00        | $242971.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $4500000.00        | $3508377.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4425559.00        | $4428245.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $7839341.00        | $7239483.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $6140418.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | 2.5000%  | N/A     | $14479924.00       | $9486491.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | 1.5000%  | N/A     | $7670000.00        | $523786.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | 4.0000%  | N/A     | $1467300.00        | $678647.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $107798.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $17699000.00       | $16640871.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $428299.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.2052%  | N/A     | $1500000.00        | $1415138.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-25      | 1.2500%  | N/A     | $44500000.00       | $21526371.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7052%  | N/A     | $50000000.00       | $44282318.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $375074.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | 19.2611% | N/A     | $23529588.00       | $158429.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2039%  | N/A     | $44304133.00       | $44361662.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $541344.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 3.0000%  | N/A     | $8195978.00        | $7841105.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $25000000.00       | $758849.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-25      | 3.0000%  | N/A     | $25000000.00       | $11605421.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $784878.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $50640.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | 5.0518%  | N/A     | $28063170.00       | $27431942.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-07-20      | 5.1018%  | N/A     | $18446094.00       | $17990669.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $272513.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $938093.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-25      | 3.0000%  | N/A     | $14921718.00       | $5231380.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $129685.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.5000%  | N/A     | $9700000.00        | $12317355.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $972680.00         | $933937.35         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $40771600.00       | $41509789.88       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $980529.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1894876.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $3336000.00        | $2055003.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-16      | 2.0000%  | N/A     | $400000.00         | $199782.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-06-16      | 2.2500%  | N/A     | $150391.00         | $126970.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 4.0000%  | N/A     | $47455285.00       | $38835385.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $573773.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $679747.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $137425.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $127177.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-07-25      | 9.0388%  | N/A     | $34171722.00       | $17386093.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $185411.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-25      | 5.0000%  | N/A     | $5795858.00        | $5732739.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 4.0000%  | N/A     | $745000.00         | $708837.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 5.5000%  | N/A     | $6000000.00        | $912867.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.1052%  | N/A     | $50000000.00       | $48456538.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $91783.00          | $98917.66          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | 2.0000%  | N/A     | $400000.00         | $223308.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $565997.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-12-16      | 5.0000%  | N/A     | $20000000.00       | $19533555.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $260996.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $400000.00         | $275032.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $424584.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-08-27      | 3.0000%  | N/A     | $16000000.00       | $13469699.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $4400000.00        | $4142816.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4686701.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $2201500.00        | $2130132.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $75837.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $145455.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3000000.00        | $2126111.37        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2070-12-20      | 6.0260%  | N/A     | $7000000.00        | $2777759.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-15      | 4.0000%  | N/A     | $600000.00         | $479083.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $378972.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $465272.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $589445.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 4.0000%  | N/A     | $200000.00         | $131000.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $102082.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $87104.11          | Agency Collateralized Mortgage Obligation |

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EA2, C.4 - ISIN: US3130B5EA20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999074.50
- **C.18.a - Value (excl. sponsor support):** $74999074.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005DK6
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $61074900.00       | $44571976.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $1337579700.00     | $1731678402.69     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $1374608900.00     | $1283749657.28     | U.S. Treasuries (including strips) |

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPV6, C.4 - ISIN: US3130AWPV60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325036026.25
- **C.18.a - Value (excl. sponsor support):** $325036026.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VS1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A+; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $1882101.00        | $753459.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $132727.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.7218%  | N/A     | $40000000.00       | $35105366.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $497219642.00      | $87354500.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $5650000.00        | $220579.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.5000%  | N/A     | $690530.00         | $65741.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6118%  | N/A     | $99998350.00       | $98847877.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3518%  | N/A     | $45200000.00       | $42222486.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.5000%  | N/A     | $2781468.00        | $1518212.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $1021257.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $205617.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1377018.00        | $1271144.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8518%  | N/A     | $30000000.00       | $12470629.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $2213285.00        | $590388.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $2726193.00        | $2674311.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1664224.00        | $431608.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $272714.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-15      | 3.5000%  | N/A     | $1368681.00        | $385068.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $830441.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $5000000.00        | $996468.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $506957.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 6.5000%  | N/A     | $1000.00           | $381.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.5000%  | N/A     | $3068000.00        | $1177354.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $703223.00         | $352801.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $1052971.00        | $959236.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1425701.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3111234.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $717627.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $1012930.00        | $801687.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $3710446.00        | $3048543.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-15      | 4.5000%  | N/A     | $3585495.00        | $588363.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $779290.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.6518%  | N/A     | $20000000.00       | $17111735.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-16      | 2.5000%  | N/A     | $500000.00         | $78933.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14441613.00       | $13752571.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $3746901.00        | $3553574.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $55198702.00       | $52687950.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.5000%  | N/A     | $7555868.00        | $5621800.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.3018%  | N/A     | $60000000.00       | $59605464.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $12247813.00       | $9216390.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $7061849.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 6.0000%  | N/A     | $2010097.00        | $342912.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $282627.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-15      | 3.5000%  | N/A     | $438522.00         | $144727.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $380752.00         | $90122.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $3675629.00        | $555454.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $71969789.00       | $9533828.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3405284.00        | $649254.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1193832.00        | $245646.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $21684623.00       | $23370254.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.0000%  | N/A     | $1561612.00        | $450137.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-15      | 3.0000%  | N/A     | $7301791.00        | $5644757.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-16      | 1.9981%  | N/A     | $1100000.00        | $52960.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $1000000.00        | $976533.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $3327277.00        | $2867580.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1733426.00        | $1509239.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-16      | 4.5000%  | N/A     | $1706234.00        | $1660035.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $4370198.00        | $4062794.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $1429699.00        | $1291242.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $1191066.00        | $83869.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.5000%  | N/A     | $5428926.00        | $3923232.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $15629457.00       | $15464121.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $46595835.00       | $49119165.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $672206.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $5595000.00        | $735903.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $15000000.00       | $14662122.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $125835022.00      | $13845070.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $700000.00         | $516373.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $65191.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $5115907.00        | $930555.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $473832.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.0000%  | N/A     | $439452.00         | $271699.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $50100649.00       | $6103219.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.5000%  | N/A     | $2088632.00        | $1427776.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.0000%  | N/A     | $6198000.00        | $803991.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $503575.00         | $271471.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-15      | 4.5000%  | N/A     | $66344192.00       | $18025964.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $150000000.00      | $32794634.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1063567.00        | $795580.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $35374003.00       | $5963844.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $2000000.00        | $173242.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1018%  | N/A     | $30000000.00       | $23210081.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $1499000.00        | $199115.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.4519%  | N/A     | $40000000.00       | $39564864.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.0000%  | N/A     | $200000.00         | $75844.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $150000000.00      | $96236616.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.5000%  | N/A     | $467183.00         | $148621.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $417000.00         | $87565.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $2297999.00        | $418406.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $2422000.00        | $760469.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-15      | 3.5000%  | N/A     | $1300000.00        | $401366.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-15      | 3.5000%  | N/A     | $1096540.00        | $745324.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $3300000.00        | $1541777.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $540000.00         | $111930.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $117046620.00      | $17090157.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $4585436.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1359327.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $670565.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $3210000.00        | $427714.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $150000.00         | $111224.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $5623811.00        | $709578.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-16      | 5.0000%  | N/A     | $5615000.00        | $1241691.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2843631.00        | $2837411.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $704800.00         | $442211.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.0000%  | N/A     | $17139560.00       | $6991913.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.5000%  | N/A     | $910000.00         | $255555.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4519%  | N/A     | $50000000.00       | $39055648.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-15      | 2.5000%  | N/A     | $2355908.00        | $1064744.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $3029721.00        | $655138.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $244510.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.0000%  | N/A     | $5337660.00        | $5060805.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $1500000.00        | $140238.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1018%  | N/A     | $119000000.00      | $117981005.24      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-07-16      | 1.7500%  | N/A     | $8050000.00        | $6453162.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $1336416.00        | $192509.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $2368551.00        | $2512309.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1470187.00        | $300707.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1572766.00        | $1474657.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $168444000.00      | $105600693.52      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.4818%  | N/A     | $100000000.00      | $91842934.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $4867963.00        | $1744306.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $5000000.00        | $2350688.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9942871.00        | $9324223.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $718430.00         | $653824.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $3872000.00        | $726887.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $16571213.00       | $3143797.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1260635.00        | $920268.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1036203.00        | $426887.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.1518%  | N/A     | $5800000.00        | $4698613.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $6800000.00        | $1590742.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $143164.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-15      | 3.5000%  | N/A     | $773402.00         | $60215.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.5000%  | N/A     | $1500000.00        | $227210.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $252854.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $141847.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2150127.00        | $2161295.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $492951.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.0000%  | N/A     | $1223374.00        | $557885.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.3518%  | N/A     | $50000000.00       | $43828369.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1670611.00        | $865378.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 7.0000%  | N/A     | $1210263.00        | $1178514.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $456818.00         | $421942.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.0000%  | N/A     | $2653711.00        | $471256.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $95661187.00       | $67875341.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $492775.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-16      | 2.3000%  | N/A     | $2550000.00        | $99576.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $50000000.00       | $8438963.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9519%  | N/A     | $99966033.00       | $88685869.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $1565370.00        | $1247113.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.8821%  | N/A     | $20000000.00       | $4021217.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $13945519.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $14324604.00       | $157425.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $19097406.00       | $3990672.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $23587424.00       | $7452047.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $7491783.00        | $4727095.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $3568828.00        | $1665886.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.5000%  | N/A     | $479312.00         | $170330.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $290855.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $936000.00         | $188893.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4018%  | N/A     | $50000000.00       | $44686422.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $68696469.00       | $65859156.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $10592026.00       | $1252408.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $805992.00         | $1000602.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-09-20      | 2.2500%  | N/A     | $11050000.00       | $289247.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $5071595.00        | $3257690.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $301054.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $1719245.00        | $1575180.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $56769942.00       | $54064387.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0019%  | N/A     | $10576713.00       | $9088338.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $2516476.00        | $1212726.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1488012.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-16      | 3.0000%  | N/A     | $148110.00         | $95831.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $25000000.00       | $25078844.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $705496.00         | $358268.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-15      | 2.5000%  | N/A     | $1380542.00        | $391365.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $4269222.00        | $622471.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-15      | 2.5000%  | N/A     | $1551981.00        | $375248.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.4519%  | N/A     | $6104130.00        | $5238967.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1053154.00        | $543522.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $247989.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $26080913.00       | $24555930.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $45000001.00       | $42317152.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $452484.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $2559996.00        | $386248.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $47800000.00       | $30358229.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.0000%  | N/A     | $6359424.00        | $2155543.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1890654.00        | $736422.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $27406189.00       | $3607012.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $300000000.00      | $182746439.99      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-15      | 2.5000%  | N/A     | $829791.00         | $371692.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $52380824.00       | $52473559.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $995036.00         | $1055029.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.7019%  | N/A     | $49999000.00       | $50107724.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $998564.00         | $901124.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $5929188.00        | $962422.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $9153253.00        | $1706925.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $146132.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $960000.00         | $265853.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $4394486.00        | $2540961.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $1533376.00        | $133279.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1154148.00        | $329493.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $1498502.00        | $1413253.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.0000%  | N/A     | $1409064.00        | $83394.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $7386704.00        | $7235784.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $145993.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1018%  | N/A     | $30000000.00       | $17667124.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-15      | 2.5000%  | N/A     | $20068686.00       | $13340482.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $2813383.00        | $2641553.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $17101432.00       | $16645799.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $49321638.00       | $5986674.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $1283206.00        | $296851.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $1550000.00        | $132113.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1633282.00        | $848017.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $713502.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $9869988.00        | $1569248.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $129075.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $150000000.00      | $121142839.96      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.1018%  | N/A     | $1510000.00        | $1376657.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $82636500.00       | $9725351.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-15      | 3.5000%  | N/A     | $15369441.00       | $1498305.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8518%  | N/A     | $30000000.00       | $19191272.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-15      | 5.5000%  | N/A     | $1199611.00        | $147726.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.0000%  | N/A     | $1357294.00        | $928195.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $220632175.00      | $65715056.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $50000000.00       | $38094651.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-15      | 2.5000%  | N/A     | $647807.00         | $468395.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 1.5000%  | N/A     | $33925131.00       | $9054922.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4018%  | N/A     | $50000000.00       | $42608338.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1781948.00        | $941454.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.5000%  | N/A     | $1581223.00        | $204114.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $825285.00         | $796819.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1223332.00        | $697715.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $2963729.00        | $2927192.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1071836.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $87000.00          | $64548.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $14050299.00       | $2869822.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.4818%  | N/A     | $30000000.00       | $21050108.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $101782.00         | $69532.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.3319%  | N/A     | $50000000.00       | $46037418.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $43434065.00       | $43278002.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $601919.00         | $341801.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $2542246.00        | $2324296.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9667970.00        | $9086115.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $117371.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $2485482.00        | $2398402.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $16366235.00       | $10227600.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $19417550.00       | $19322978.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-15      | 3.5000%  | N/A     | $1466203.00        | $708424.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.4018%  | N/A     | $50000000.00       | $38324361.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $188549.00         | $184970.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $9267325.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $5197996.00        | $631734.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $1944000.00        | $959851.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1562688.00        | $1496688.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.0000%  | N/A     | $26469497.00       | $24183663.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-15      | 3.5000%  | N/A     | $2101674.00        | $216861.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9852971.00        | $9343146.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1118%  | N/A     | $40000000.00       | $28528873.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $10609335.00       | $1617743.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.0000%  | N/A     | $2000000.00        | $260852.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5518%  | N/A     | $40000000.00       | $39392401.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5518%  | N/A     | $40000000.00       | $36114452.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4674715.00        | $4505554.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-15      | 3.0000%  | N/A     | $275610.00         | $208079.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $2060000.00        | $385568.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $486428486.00      | $120531280.94      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 5.0000%  | N/A     | $2308858.00        | $317372.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $106823462.00      | $23364588.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1339624.00        | $284751.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $99445.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $15442.00          | $5323.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $1605000.00        | $83274.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $25000000.00       | $3904181.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $565263.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $2155864.00        | $2071082.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $5919000.00        | $5914368.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1100197.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1063974.00        | $898653.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1953539.00        | $1099139.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $21693875.00       | $4437987.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.5000%  | N/A     | $435000.00         | $58166.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.5000%  | N/A     | $1230000.00        | $306481.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.3018%  | N/A     | $50000000.00       | $21421744.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $567336.46         | Agency Collateralized Mortgage Obligation |

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2V28, C.4 - ISIN: US3130B2V288, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000346540.00
- **C.18.a - Value (excl. sponsor support):** $1000346540.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXNZ7, C.4 - ISIN: US3130AXNZ75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175082043.50
- **C.18.a - Value (excl. sponsor support):** $175082043.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.4 - ISIN: US9128285N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $628781082.79
- **C.18.a - Value (excl. sponsor support):** $628781082.79
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005U45
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $48807700.00       | $103510797.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 4.7500%  | N/A     | $23259000.00       | $23721628.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $198640837.16      | $127767574.23      | U.S. Treasuries (including strips) |

### Security 90: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005DN0
- **C.18 - Value (incl. sponsor support):** $5200000000.00
- **C.18.a - Value (excl. sponsor support):** $5200000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $1527000000.00     | $1586775106.73     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $1550000000.00     | $1623086091.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $469788600.00      | $512145055.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $1536000000.00     | $1581993773.65     | U.S. Treasuries (including strips) |

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5E61, C.4 - ISIN: US3130B5E618, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799990320.00
- **C.18.a - Value (excl. sponsor support):** $799990320.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $905714110.75
- **C.18.a - Value (excl. sponsor support):** $905714110.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1430459887.07
- **C.18.a - Value (excl. sponsor support):** $1430459887.07
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXKT4, C.4 - ISIN: US3130AXKT43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000273490.00
- **C.18.a - Value (excl. sponsor support):** $1000273490.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4, C.4 - ISIN: US3130B5PM49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247000135.85
- **C.18.a - Value (excl. sponsor support):** $247000135.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18IQ7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $44.05             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $5000000.00        | $8164333.84        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $46.13             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $6000000.00        | $7040029.23        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $87.46             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $22000000.00       | $27831129.92       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $44.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $101.46            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $10000000.00       | $12540053.40       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $239.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $393.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $301.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $183.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $376.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $321.60            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $7000000.00        | $7203793.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $11000000.00       | $7301736.96        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $175000.00         | $127.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $324.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $58.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $329.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $619.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $23.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $185.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $39000.00          | $402.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $25000.00          | $9.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $488.59            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $9000000.00        | $11935794.16       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $1.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $28055.00          | $556.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $441.47            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $4000000.00        | $4119775.45        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $25000.00          | $255.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $853.41            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $22000000.00       | $18766947.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $4212500.00        | $4502403.23        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $162.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $9.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $2090.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $94.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $73.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $2.68              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $8000000.00        | $10220498.68       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25073.00          | $53.06             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $11000000.00       | $13547945.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $39000000.00       | $37302880.32       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $359.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $29822.00          | $1.29              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $20000000.00       | $21359741.87       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $532.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $360.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $261.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $152.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $25000.00          | $82.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $460.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $365.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $2121.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $27.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $42.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $379.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $25000.00          | $543.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $374.54            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $4000000.00        | $5870302.88        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $342.66            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $4000000.00        | $6276895.11        | U.S. Treasuries (including strips) |

### Security 97: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH32, C.4 - ISIN: US3133EPH329, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75056076.75
- **C.18.a - Value (excl. sponsor support):** $75056076.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NG9, C.4 - ISIN: US3130B5NG98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $952837432.93
- **C.18.a - Value (excl. sponsor support):** $952837432.93
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1105293447.40
- **C.18.a - Value (excl. sponsor support):** $1105293447.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000805280.00
- **C.18.a - Value (excl. sponsor support):** $2000805280.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15UD5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $19000.00          | $10497.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $2374000.00        | $24100.29          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $400.27            | $307.93            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $30000.00          | $20882.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $2000.00           | $823.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $80755.00          | $8507.91           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1.00              | $0.36              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $179401.00         | $21388.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $17000.00          | $11842.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $2000.00           | $1284.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $20000.00          | $5049.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $20000.00          | $3549.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1081.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $0.65              | $0.46              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2026-01-01      | 6.5000%  | N/A     | $76095.00          | $59.96             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $1.00              | $0.24              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $34000.00          | $5154.83           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2037-09-15      | 0.0000%  | N/A     | $85000.00          | $46472.90          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-03-15      | 0.0000%  | N/A     | $85000.00          | $33705.90          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $4000.00           | $656.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $24996.00          | $5249.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $35611.00          | $23462.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $6000.00           | $449.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $4000.00           | $66.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $1062.00           | $748.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $2000.00           | $162.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $25000.00          | $1121.52           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-06-15      | 5.5000%  | N/A     | $32000.00          | $34042.07          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $137000.00         | $19166.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.5000%  | N/A     | $128042.00         | $12034.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $11000.00          | $941.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.5000%  | N/A     | $9000.00           | $112.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $30000.00          | $8937.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.5000%  | N/A     | $350000.00         | $61.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $100000.00         | $6850.86           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 0.0000%  | N/A     | $84000.00          | $9400.44           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $177000.00         | $4315.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.5000%  | N/A     | $607608.00         | $279.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $4000.00           | $2986.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.7250%  | N/A     | $27592320.00       | $29607961.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $27757.00          | $21111.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $3000.00           | $1983.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $30000.00          | $21850.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $2000.00           | $1765.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $2000.00           | $5.64              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 3.5000%  | N/A     | $27000.00          | $3368.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $28000.00          | $21820.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $42000.00          | $3592.65           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-09-08      | 4.4800%  | N/A     | $21000.00          | $21059.80          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $12000.00          | $3769.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $68000.00          | $7651.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $120000.00         | $9534.76           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2047-03-15      | 0.0000%  | N/A     | $85000.00          | $25417.55          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $25000.00          | $5330.46           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $2.24              | $2.01              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 2.5000%  | N/A     | $50000.00          | $19754.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $105000.00         | $16766.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-04-20      | 4.7000%  | N/A     | $2450000.00        | $15389.59          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $498965400.00      | $508142371.64      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9200.00           | $7232.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $99000.00          | $10673.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $65000.00          | $14429.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 7.0000%  | N/A     | $1550000.00        | $656.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $29303.00          | $21836.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $77874.00          | $24072.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $833014.00         | $11380.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $506.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $131000.00         | $14572.15          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $0.58              | $0.28              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $54000.00          | $1402.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $34000.00          | $15002.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $285000.00         | $16610.33          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $3.34              | $3.29              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $2696.00           | $338.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 4.0000%  | N/A     | $26000.00          | $4511.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3000.00           | $3069.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.0000%  | N/A     | $1000.00           | $367.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $104000.00         | $9149.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.0000%  | N/A     | $47000.00          | $6637.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 9.0000%  | N/A     | $649042.00         | $4305.37           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1.00              | $0.40              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 5.0000%  | N/A     | $1021.00           | $92.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $66000.00          | $4963.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 6.7180%  | N/A     | $2282097.00        | $2405733.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $60000.00          | $11614.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $863.48            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $9278000.00        | $8720067.47        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.5000%  | N/A     | $4117.00           | $58.55             | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2051-09-15      | 0.0000%  | N/A     | $85000.00          | $18854.70          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $17000.00          | $1436.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $235000.00         | $24877.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $21000.00          | $19656.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $23000.00          | $22070.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-15      | 6.2760%  | N/A     | $11000000.00       | $45407.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $111000.00         | $24562.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 4.0000%  | N/A     | $74801.00          | $47743.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $3000.00           | $269.80            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-06-17      | 4.4950%  | N/A     | $43677000.00       | $43747859.86       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $4000.00           | $2685.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $105000.00         | $17030.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $3000.00           | $2749.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $25000.00          | $1065.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $5000.00           | $4438.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $25000.00          | $2585.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-02-20      | 6.8930%  | N/A     | $2749079.00        | $2837389.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $5000.00           | $4495.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $22000.00          | $3470.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $13000.00          | $9985.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-12-11      | 0.0000%  | N/A     | $2500.00           | $2451.30           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $7000.00           | $4583.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $82.51             | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2058-09-15      | 0.0000%  | N/A     | $85000.00          | $12846.90          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2046-03-15      | 0.0000%  | N/A     | $85000.00          | $26626.25          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.8040%  | N/A     | $23371066.00       | $25148854.11       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-11-03      | 4.5600%  | N/A     | $22000.00          | $22168.95          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-01-01      | 8.5000%  | N/A     | $2121024.00        | $3395.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 5.0000%  | N/A     | $825600.00         | $2871.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 8.5000%  | N/A     | $394158.00         | $158.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 5.0000%  | N/A     | $2000.00           | $1389.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-02-20      | 6.9250%  | N/A     | $2608009.00        | $2761052.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $53000.00          | $24927.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 7.0230%  | N/A     | $1100000.00        | $49221.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $32000.00          | $4826.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $20000.00          | $2436.70           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2049-03-15      | 0.0000%  | N/A     | $85000.00          | $22389.00          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $175000.00         | $19987.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 4.0000%  | N/A     | $138984.00         | $429.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $49658000.00       | $11702751.89       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $26500.00          | $19273.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $24000.00          | $1757.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $95000.00          | $21255.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $330181.00         | $2079.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $5000.00           | $655.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $109000.00         | $18562.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $861059.00         | $14782.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $25000.00          | $22149.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $186998.00         | $21226.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $42000.00          | $4062.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1043.51           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $1.72              | $1.56              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $7239078.00        | $5596765.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $47000.00          | $13257.23          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2052-03-15      | 0.0000%  | N/A     | $85000.00          | $18354.05          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $65000.00          | $5190.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-07-01      | 6.5000%  | N/A     | $224118.00         | $241.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $3000.00           | $265.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $19000.00          | $1523.67           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $100.00            | $38.73             | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2064-03-15      | 0.0000%  | N/A     | $85000.00          | $10087.80          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $48000.00          | $15930.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $10875.00          | $2988.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 3.5000%  | N/A     | $1000.00           | $883.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.5010%  | N/A     | $5617552.00        | $24.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $12000.00          | $11024.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $40000.00          | $24810.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $3000.00           | $293.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $32023.00          | $22260.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $23000.00          | $581.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $20000.00          | $4731.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $53000.00          | $4303.02           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2050-03-15      | 0.0000%  | N/A     | $85000.00          | $20957.60          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $99.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $28000.00          | $20859.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $116176.00         | $17186.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $40000.00          | $9650.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1920.00           | $1891.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $22000.00          | $15758.42          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2049-09-15      | 0.0000%  | N/A     | $85000.00          | $21784.65          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $57000.00          | $6316.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $49.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.5000%  | N/A     | $2000.00           | $1338.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $12315887.00       | $19419.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $13000.00          | $9445.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 4.2900%  | N/A     | $17557157.00       | $17607086.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $7000.00           | $685.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $2000.00           | $838.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $185000.00         | $15149.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.5000%  | N/A     | $1000.00           | $731.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.0000%  | N/A     | $23393780.00       | $23235456.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $8000.00           | $5091.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 1.9100%  | N/A     | $11900601.00       | $9879593.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2228.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $13000.00          | $2061.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $100000.00         | $6371.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $16000.00          | $61.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $9000.00           | $6495.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 7.1040%  | N/A     | $3369.00           | $76.03             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $117998.00         | $5388.78           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $1.42              | $0.59              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $217340.00         | $22583.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $6110.00           | $3467.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $11000.00          | $1511.97           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2048-09-15      | 0.0000%  | N/A     | $85000.00          | $22878.60          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $3000.00           | $2084.79           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2059-09-15      | 0.0000%  | N/A     | $85000.00          | $12679.45          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.0000%  | N/A     | $2000.00           | $1823.04           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2041-03-15      | 0.0000%  | N/A     | $83000.00          | $34970.39          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $89000.00          | $350.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.5950%  | N/A     | $9211419.00        | $8281958.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $125000.00         | $5887.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.3740%  | N/A     | $27000000.00       | $27123793.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-12-10      | 2.7500%  | N/A     | $50000.00          | $48820.89          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-02-01      | 2.5000%  | N/A     | $5000.00           | $400.18            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2031-09-15      | 0.0000%  | N/A     | $13000.00          | $9967.82           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $2000.00           | $1752.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $12000.00          | $1787.32           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2053-09-15      | 0.0000%  | N/A     | $85000.00          | $16934.55          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $987.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $34237.00          | $22171.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $15000.00          | $2845.28           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2052-09-15      | 0.0000%  | N/A     | $85000.00          | $17867.00          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.0000%  | N/A     | $13000.00          | $8441.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 2.5000%  | N/A     | $1000.00           | $75.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $6000.00           | $45.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $572973.00         | $17210.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 8.0000%  | N/A     | $2000000.00        | $3106.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $50000.00          | $8192.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $80000.00          | $14951.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-03-20      | 6.8530%  | N/A     | $4260307.00        | $4450963.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $12000.00          | $2075.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $284955.00         | $639.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $9000.00           | $8370.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $7255565.00        | $18188.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.0000%  | N/A     | $8000.00           | $1841.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $63000.00          | $6304.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.0000%  | N/A     | $7000.00           | $5715.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $39505.00          | $24593.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 4.5000%  | N/A     | $1000.00           | $520.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $64000.00          | $6327.25           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $509.00            | $405.66            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $0.97              | $0.67              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $4000.00           | $49.55             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-11-28      | 4.5550%  | N/A     | $41000.00          | $41194.41          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.0000%  | N/A     | $8331.00           | $46.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.0000%  | N/A     | $100000.00         | $6033.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 2.5000%  | N/A     | $39000.00          | $5945.10           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $0.11              | $0.04              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $60000.00          | $34.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $109.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $22000.00          | $3062.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $4000.00           | $269.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $28537.00          | $21024.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $152.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 2.5000%  | N/A     | $852754.00         | $22792.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $3000.00           | $2633.51           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $3079000.00        | $2059001.20        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $27000.00          | $17330.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $18000.00          | $13045.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5000.00           | $456.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $5000.00           | $3648.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $61000.00          | $5616.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $30989.00          | $22302.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $6000.00           | $5455.04           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $500.51            | $461.58            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $7000.00           | $429.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $168113.00         | $5382.50           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $100.00            | $29.96             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $237706.00         | $24677.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $34000.00          | $19990.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $31000.00          | $6788.81           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2034-04-24      | 3.1200%  | N/A     | $1000.00           | $909.48            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $3000.00           | $2620.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $3000.00           | $1868.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $5000.00           | $521.11            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $1.72              | $1.57              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $13000.00          | $223.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $12000.00          | $872.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 6.5530%  | N/A     | $400000.00         | $50049.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $110000.00         | $17521.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $26300.00          | $20920.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 2.5000%  | N/A     | $149300.00         | $20112.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $143865.00         | $21620.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $1000.00           | $684.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $19000.00          | $1981.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 4.0000%  | N/A     | $8000.00           | $1428.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $12000.00          | $1199.75           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $0.81              | $0.49              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $4000.00           | $952.74            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2058-03-15      | 0.0000%  | N/A     | $85000.00          | $13189.45          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1619.00           | $745.58            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $45000.00          | $1620.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $15000.00          | $3995.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $138000.00         | $15791.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.7790%  | N/A     | $2539252.00        | $2708984.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $61200.00          | $18102.35          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $18000.00          | $31.95             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $2.00              | $0.90              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.8570%  | N/A     | $13686175.00       | $14537429.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $30000.00          | $20820.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $2000.00           | $132.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $365400.00         | $341.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 7.0000%  | N/A     | $3301991.00        | $3392.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2000.00           | $1517.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.0000%  | N/A     | $5000.00           | $183.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 4.0000%  | N/A     | $11000.00          | $77.64             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $0.98              | $0.32              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $19000.00          | $4993.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $2000.00           | $445.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $94000.00          | $9443.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $10152.00          | $595.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $12000.00          | $6727.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $40000.00          | $16409.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $6000.00           | $809.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $380000.00         | $9532.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $29000.00          | $186.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1786870.00        | $23768.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $1000.00           | $6.93              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $2286920.00        | $2192.23           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $326489600.00      | $78531522.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $753000.00         | $178314.92         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $50000.00          | $8524.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $5000.00           | $695.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $7000.00           | $4662.69           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-08-04      | 4.5600%  | N/A     | $31000.00          | $31223.64          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $100218.00         | $15113.92          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1.00              | $0.37              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $22000.00          | $14279.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1880.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.5000%  | N/A     | $4000.00           | $2109.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $97519.00          | $3593.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $6000.00           | $768.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $151224.00         | $8004.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $16857.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $13000.00          | $117.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $1.89              | $1.81              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $30414.00          | $22580.00          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2060-09-15      | 0.0000%  | N/A     | $85000.00          | $12165.20          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $43915.00          | $24572.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $9000.00           | $6914.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 7.0000%  | N/A     | $60000.00          | $0.19              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $141000.00         | $371.75            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $0.73              | $0.71              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.5000%  | N/A     | $7530.00           | $2663.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $73000.00          | $9894.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $7000.00           | $5134.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $8000.00           | $586.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $31000.00          | $23451.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.0000%  | N/A     | $164000.00         | $13330.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $4962.00           | $4086.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $7000.00           | $634.45            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2033-11-21      | 4.0700%  | N/A     | $5000.00           | $4771.60           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $1800.00           | $691.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $100.00            | $68.00             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $18330.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.0000%  | N/A     | $100000.00         | $300.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $20000.00          | $1257.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $10000.00          | $7582.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $2050.13           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2056-03-15      | 0.0000%  | N/A     | $85000.00          | $14855.45          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $16000.00          | $1334.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-02-20      | 7.0690%  | N/A     | $807090.00         | $861411.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $56000.00          | $374.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $12000.00          | $8827.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $11000.00          | $1130.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $4000.00           | $352.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $538.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.5000%  | N/A     | $1000.00           | $720.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 3.5000%  | N/A     | $5000.00           | $2843.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $9000.00           | $911.15            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-05-08      | 4.7500%  | N/A     | $4000.00           | $4049.34           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.7440%  | N/A     | $24691299.00       | $26512136.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $55619.00          | $255.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-11-01      | 3.5000%  | N/A     | $3435386.00        | $4402.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.5000%  | N/A     | $72000.00          | $3201.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $14000.00          | $11243.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $4000.00           | $2606.49           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2050-09-15      | 0.0000%  | N/A     | $85000.00          | $20395.75          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $56000.00          | $9943.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $7000.00           | $3915.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $14000.00          | $15.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $34776.00          | $6637.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-20      | 8.0000%  | N/A     | $2251745.00        | $6345.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $25994.00          | $152.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $19000.00          | $4521.41           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2055-03-15      | 0.0000%  | N/A     | $85000.00          | $15650.20          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $40000.00          | $3559.69           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $2.00              | $1.70              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $24000.00          | $4457.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $16000.00          | $2205.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $16000.00          | $3690.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $1033.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $20000.00          | $19.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $4000.00           | $430.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $29000.00          | $3311.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $47000.00          | $3705.52           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $1.00              | $0.25              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $4000.00           | $271.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $13000.00          | $9890.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 7.0000%  | N/A     | $6000.00           | $13.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $2000.00           | $32.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $4557.00           | $4488.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $11000.00          | $145.15            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1.00              | $0.38              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 2.5000%  | N/A     | $2057520.00        | $10623.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 3.0000%  | N/A     | $58000.00          | $17275.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 3.5000%  | N/A     | $1000.00           | $868.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.5000%  | N/A     | $101470.00         | $8154.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $5000.00           | $392.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.5000%  | N/A     | $85378.00          | $6865.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $2.00              | $0.81              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $2000.00           | $1686.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $12000.00          | $5551.45           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2054-09-15      | 0.0000%  | N/A     | $85000.00          | $16064.15          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $68000.00          | $14711.92          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $21843275.00       | $6107270.47        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $13146.00          | $1219.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1019.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.5000%  | N/A     | $672178.00         | $19647.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.5000%  | N/A     | $15000.00          | $11815.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $30000.00          | $2743.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.0000%  | N/A     | $500000.00         | $540.49            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1.00              | $0.25              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $196.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $958.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $54000.00          | $6622.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 4.5000%  | N/A     | $3000.00           | $1858.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-04-20      | 6.9480%  | N/A     | $326900.00         | $349946.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $12000.00          | $8436.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 5.0000%  | N/A     | $620000.00         | $326.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 4.0000%  | N/A     | $7000.00           | $6476.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $159000.00         | $19412.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $9000.00           | $7080.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $6000.00           | $5500.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 5.5000%  | N/A     | $8000.00           | $5371.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $61217.00          | $23933.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $106304.00         | $17252.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $3000.00           | $2608.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $25000.00          | $21658.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $9000.00           | $1563.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $6000.00           | $4245.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $125000.00         | $22797.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $5000.00           | $441.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.5000%  | N/A     | $7000.00           | $5037.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $2245.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $8000.00           | $575.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 3.0000%  | N/A     | $106000.00         | $17344.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $29310.00          | $23797.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $25000.00          | $5476.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.5000%  | N/A     | $37795.00          | $13932.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $7000.00           | $5070.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $72476.00          | $11802.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $61000.00          | $3433.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.5000%  | N/A     | $10000.00          | $1206.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2000.00           | $207.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 4.0000%  | N/A     | $10000.00          | $6251.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2000.00           | $527.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $798.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $2000.00           | $1881.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $3000.00           | $115.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-08-01      | 7.0000%  | N/A     | $10302.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $4000.00           | $384.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 4.0000%  | N/A     | $37000.00          | $23873.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.4350%  | N/A     | $3632137.00        | $1956798.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $15000.00          | $1961.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 6.0000%  | N/A     | $5000.00           | $2992.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $3000.00           | $2066.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $30000.00          | $5490.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $14000.00          | $9653.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $808.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 4.5000%  | N/A     | $15000.00          | $9835.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $28000.00          | $21849.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 3.5000%  | N/A     | $6000.00           | $32.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $8653.00           | $7576.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $3000.00           | $120.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $12289.00          | $8929.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $59000.00          | $11437.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-23      | 0.3750%  | N/A     | $34000.00          | $33719.51          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.9900%  | N/A     | $65685.00          | $540.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $391100.00         | $23646.76          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2028-06-07      | 4.5000%  | N/A     | $15000.00          | $15312.83          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $2879.34           | $2709.27           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $10000.00          | $973.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-03-12      | 1.6250%  | N/A     | $8155000.00        | $7897041.04        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $72000.00          | $7063.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 7.0000%  | N/A     | $2223974.00        | $946.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.5000%  | N/A     | $1653912.00        | $1556.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 2.0000%  | N/A     | $25886.00          | $17232.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $5000.00           | $4739.51           | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2059-03-15      | 0.0000%  | N/A     | $85000.00          | $12517.95          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $8000.00           | $1091.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 5.0000%  | N/A     | $2605739.00        | $7432.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 5.0000%  | N/A     | $4509915.00        | $12791.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.0000%  | N/A     | $100000.00         | $14264.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.0000%  | N/A     | $103000.00         | $5686.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $13000.00          | $7697.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $18000.00          | $5926.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-15      | 0.0000%  | N/A     | $8000.00           | $4131.04           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $48000.00          | $3852.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.5000%  | N/A     | $181770.00         | $482.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.5000%  | N/A     | $2442.00           | $218.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $113000.00         | $7788.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.5000%  | N/A     | $491391.00         | $8559.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $31363.00          | $24250.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $19948.00          | $19469.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $20000.00          | $14831.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.6300%  | N/A     | $3600000.00        | $3033511.22        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $100.00            | $97.46             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $3000.00           | $37.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 7.0000%  | N/A     | $10000.00          | $1.39              | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2039-03-15      | 0.0000%  | N/A     | $85000.00          | $42415.85          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.1900%  | N/A     | $2500000.00        | $2465535.69        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2053-03-15      | 0.0000%  | N/A     | $85000.00          | $17209.95          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-07-15      | 0.0000%  | N/A     | $5000.00           | $4441.67           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $1047.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $75000.00          | $111.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $6000.00           | $1513.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $6000.00           | $4023.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $14000.00          | $1133.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 7.1860%  | N/A     | $500000.00         | $50232.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $13000.00          | $1883.13           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $0.13              | $0.05              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $12000.00          | $1673.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $27000.00          | $653.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.0000%  | N/A     | $61075.00          | $8168.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $41000.00          | $477.91            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-09-15      | 4.5550%  | N/A     | $28000.00          | $28061.33          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.5000%  | N/A     | $702839.00         | $653.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $577.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 4.5000%  | N/A     | $160859.00         | $1286.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $30667.00          | $23952.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.5000%  | N/A     | $352139.00         | $62.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.7850%  | N/A     | $12902685.00       | $13814235.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2852.00           | $2959.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $278016.00         | $3012.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $8420.00           | $7246.28           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2060-03-15      | 0.0000%  | N/A     | $85000.00          | $12486.50          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $87000.00          | $10414.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $52000.00          | $23969.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.0000%  | N/A     | $10000.00          | $8845.21           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-06-18      | 4.5100%  | N/A     | $33000.00          | $33086.90          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $65515300.00       | $19171021.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $0.83              | $0.68              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $747519.00         | $18300.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 5.0000%  | N/A     | $1806000.00        | $4039.37           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2061-03-15      | 0.0000%  | N/A     | $85000.00          | $11857.50          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 5.0000%  | N/A     | $791077.00         | $1117.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $100000.00         | $6084.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $25000.00          | $1835.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $5000.00           | $591.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-15      | 6.7500%  | N/A     | $1000.00           | $1131.16           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $4000.00           | $2485.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $11000.00          | $6645.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 6.6670%  | N/A     | $697917.00         | $724456.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $7000.00           | $5248.42           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $0.89              | $0.45              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $16000.00          | $9435.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 2.5000%  | N/A     | $12000.00          | $8309.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $8000.00           | $2456.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2900%  | N/A     | $4792659.00        | $4242899.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4050.00           | $392.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $19000.00          | $12075.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $10000.00          | $845.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $4000.00           | $388.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1027.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-06-20      | 5.5000%  | N/A     | $500000.00         | $0.93              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $202543.00         | $24836.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $19000.00          | $1791.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $2000.00           | $1976.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $82000.00          | $4704.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2500000.00        | $21161.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $80000.00          | $478.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $23000.00          | $15635.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $111000.00         | $23346.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $7999.00           | $1131.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 3.0000%  | N/A     | $3000.00           | $350.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $7000.00           | $615.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $56000.00          | $2860.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $34000.00          | $22524.72          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $167127.52         | $144002.59         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.5000%  | N/A     | $2000.00           | $244.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $93523.00          | $22648.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $12000.00          | $1226.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $16000.00          | $2032.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.5000%  | N/A     | $2018000.00        | $20223.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $6000.00           | $4479.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $5000.00           | $2320.86           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $85000.00          | $41247.95          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $25000.00          | $8259.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $13370.00          | $7404.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $34260.00          | $24581.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $47000.00          | $712.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $1.00              | $0.24              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-10-01      | 7.0000%  | N/A     | $2336141.00        | $1130.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 2.5000%  | N/A     | $50000.00          | $10271.79          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $1.71              | $1.49              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 5.0000%  | N/A     | $3585598.00        | $10591.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $35000.00          | $24108.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $31000.00          | $20769.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $4000.00           | $59.98             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.8220%  | N/A     | $273788.00         | $290772.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $35000.00          | $898.89            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2047-09-15      | 0.0000%  | N/A     | $85000.00          | $24653.40          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $4000.00           | $358.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $3000.00           | $288.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 4.0000%  | N/A     | $9250962.00        | $21532.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $21000.00          | $14190.89          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2061-09-15      | 0.0000%  | N/A     | $85000.00          | $11547.25          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $6000.00           | $869.29            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2040-03-15      | 0.0000%  | N/A     | $85000.00          | $39076.54          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.0000%  | N/A     | $7000.00           | $5680.11           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $6.00              | $4.84              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $31787.00          | $22165.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 7.5000%  | N/A     | $200000.00         | $24.31             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-04-09      | 4.7500%  | N/A     | $185000.00         | $189800.29         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $13900.00          | $7214.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $6000.00           | $3918.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $75000.00          | $4586.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $6250.00           | $4324.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $130000.00         | $20609.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $18000.00          | $14349.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $3000.00           | $1856.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $4000.00           | $2002.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $1000.00           | $113.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 3.5000%  | N/A     | $19000.00          | $11640.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $8000.00           | $276.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 0.0000%  | N/A     | $44000.00          | $32466.10          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $101000.00         | $17936.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $10599.00          | $5403.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $92728.00          | $9422.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 8.5000%  | N/A     | $198161.00         | $412.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 3.5000%  | N/A     | $3000.00           | $505.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.0000%  | N/A     | $426000.00         | $24455.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $110586.00         | $1050.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $73000.00          | $12804.04          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $152115600.00      | $37495278.48       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 5.0000%  | N/A     | $5678267.00        | $16947.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $195912.00         | $138.02            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2063-03-15      | 0.0000%  | N/A     | $85000.00          | $10661.55          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $70000.00          | $6635.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.5000%  | N/A     | $5000.00           | $3800.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 7.0000%  | N/A     | $350000.00         | $716.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $3000.00           | $1041.07           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2057-09-15      | 0.0000%  | N/A     | $85000.00          | $13536.25          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $75000.00          | $4598.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $8000.00           | $429.11            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $2.00              | $1.69              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2025-08-01      | 5.0000%  | N/A     | $6307307.00        | $813.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.0000%  | N/A     | $1000.00           | $174.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $175000.00         | $18957.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 3.5000%  | N/A     | $32332.00          | $5382.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $54374.00          | $14335.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $22000.00          | $6349.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.0000%  | N/A     | $10000.00          | $64.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.5000%  | N/A     | $1000.00           | $2.85              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.5000%  | N/A     | $2000.00           | $142.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $10000000.00       | $9627805.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $804.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $18000.00          | $1128.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $173.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $225000.00         | $10429.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.8500%  | N/A     | $3380111.00        | $23992.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $8000.00           | $4670.42           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $1.00              | $0.25              | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2037-03-15      | 0.0000%  | N/A     | $85000.00          | $48066.65          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2029.00           | $754.30            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.0000%  | N/A     | $14000.00          | $5253.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $1000.00           | $47.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $1000.00           | $174.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $12000.00          | $9349.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-03-20      | 4.1960%  | N/A     | $621117.00         | $606590.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $14000.00          | $2192.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-11-07      | 0.5000%  | N/A     | $3000.00           | $2962.07           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $10000.00          | $897.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.0000%  | N/A     | $5000.00           | $3416.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $67000.00          | $12487.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $6000.00           | $4691.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1977.00           | $2064.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $41226.00          | $4.77              | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-09-15      | 0.0000%  | N/A     | $85000.00          | $43648.35          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $44000.00          | $6435.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-01-15      | 5.8200%  | N/A     | $75000.00          | $79234.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $152.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $2241109.00        | $24974.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $7000.00           | $148.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 2.5000%  | N/A     | $10000.00          | $994.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $8000.00           | $921.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $19000.00          | $12205.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $45000.00          | $3422.18           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $409900.00         | $99460.60          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5000.00           | $616.94            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2062-09-15      | 0.0000%  | N/A     | $85000.00          | $10950.55          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $25000.00          | $1961.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $12.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $3000.00           | $2939.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $4000.00           | $24.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $4000.00           | $411.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $45300.00          | $40704.63          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $4000.00           | $3255.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $2000.00           | $595.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $441.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $9000.00           | $6389.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $65000.00          | $24148.88          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2045-09-15      | 0.0000%  | N/A     | $85000.00          | $27403.15          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $123.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $7000.00           | $1151.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $36565.00          | $2679.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $6000.00           | $4315.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 4.0000%  | N/A     | $80381.00          | $165.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $9000.00           | $5802.97           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1.00              | $0.45              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-02-01      | 4.5000%  | N/A     | $6000.00           | $4049.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 4.0000%  | N/A     | $27657.00          | $21854.79          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $0.04              | $0.04              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4000.00           | $4104.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $3032.00           | $2992.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $284075.00         | $17718.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $204284.00         | $24658.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $7000.00           | $96.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $105000.00         | $20077.39          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $47.09             | $35.79             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $233.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1270.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $18000.00          | $10311.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $28000.00          | $23202.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-01      | 7.0000%  | N/A     | $620000.00         | $4.45              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $0.07              | $0.05              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $6000.00           | $1100.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $90.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $5000.00           | $482.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $61153.00          | $1672.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 5.6400%  | N/A     | $740016.00         | $787201.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $11000.00          | $1186.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $57651.00          | $4519.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $52861.00          | $14060.23          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2051-03-15      | 0.0000%  | N/A     | $85000.00          | $19855.15          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-05-20      | 6.7410%  | N/A     | $2480788.00        | $2616889.61        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2044-03-15      | 0.0000%  | N/A     | $85000.00          | $29913.20          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $8347.00           | $8395.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1000.00           | $919.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $65000.00          | $7905.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $125000.00         | $6990.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 4.5000%  | N/A     | $125748.00         | $1692.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $2000.00           | $240.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $82964.00          | $10191.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5790%  | N/A     | $2605.00           | $16.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.5000%  | N/A     | $18000.00          | $1415.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 4.5000%  | N/A     | $40000.00          | $24636.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $7000.00           | $501.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.4300%  | N/A     | $9975.00           | $67.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $35000.00          | $15488.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $3000.00           | $123.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $60000.00          | $7689.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $16000.00          | $11034.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 7.5000%  | N/A     | $150215.00         | $82.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $14004.00          | $3446.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $27000.00          | $18777.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 4.0000%  | N/A     | $27988.00          | $271.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $21000.00          | $2215.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 5.0000%  | N/A     | $514346.00         | $3830.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $38500.00          | $20907.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $16737.00          | $3751.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $30892.00          | $23152.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $18000.00          | $15547.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $51000.00          | $1451.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $7000.00           | $796.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.0000%  | N/A     | $157008.00         | $21075.24          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-12-01      | 4.5550%  | N/A     | $27000.00          | $27115.11          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $500000.00         | $16.44             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $1.00              | $0.25              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $68000.00          | $8374.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $21000.00          | $1902.71           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $67.24             | $44.40             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.5000%  | N/A     | $5000.00           | $3409.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $43000.00          | $5224.89           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2042-09-15      | 0.0000%  | N/A     | $85000.00          | $32704.60          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-04-20      | 6.7210%  | N/A     | $616406.00         | $650607.31         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $393000.00         | $294368.40         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 3.5000%  | N/A     | $18000.00          | $11921.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $4000.00           | $459.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $27000.00          | $18137.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1028.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $10000.00          | $7748.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.5000%  | N/A     | $15000.00          | $1844.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $14000.00          | $10860.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $8000.00           | $874.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-03-20      | 6.8790%  | N/A     | $2473305.00        | $2616189.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 3.0000%  | N/A     | $11000.00          | $1775.62           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-03-18      | 4.5050%  | N/A     | $15000.00          | $15032.75          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $124844.00         | $16924.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $39188.00          | $9434.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $6000.00           | $769.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $270000.00         | $529.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 6.0000%  | N/A     | $40000.00          | $621.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $922.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $200000.00         | $11310.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $150000.00         | $8.70              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $5000.00           | $1541.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-06-12      | 2.5000%  | N/A     | $20000.00          | $19736.80          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $18000.00          | $2380.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $32000.00          | $1153.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-11-15      | 5.6200%  | N/A     | $594091.00         | $616668.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $47000.00          | $1360.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $3000.00           | $362.44            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $3.00              | $1.96              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2027-06-11      | 4.1250%  | N/A     | $44275000.00       | $44648994.61       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $756.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $530.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $29000.00          | $21434.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $21000.00          | $15757.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2025-11-14      | 4.5550%  | N/A     | $30000.00          | $30192.19          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $65000.00          | $6196.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 4.0000%  | N/A     | $34000.00          | $22981.46          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 0.0000%  | N/A     | $85000.00          | $9512.35           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $2000.00           | $210.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $8000.00           | $635.65            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-04-21      | 5.2200%  | N/A     | $25000.00          | $25456.38          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $3000.00           | $398.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $40000.00          | $7269.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-04-20      | 4.0150%  | N/A     | $590000.00         | $17647.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.3200%  | N/A     | $27882812.00       | $24054009.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $23000.00          | $15804.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $115000.00         | $14797.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 3.5000%  | N/A     | $100000.00         | $11388.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-20      | 7.0000%  | N/A     | $202033.00         | $21528.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $45000.00          | $24725.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $23000.00          | $14106.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $320000.00         | $22963.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $28738.00          | $20093.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $4100.00           | $3288.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $31111.00          | $23855.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $4000.00           | $1110.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $100000.00         | $24285.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-12-01      | 6.5000%  | N/A     | $1348154.00        | $1129.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1038.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $2000.00           | $214.05            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2048-03-15      | 0.0000%  | N/A     | $85000.00          | $22878.60          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $11000.00          | $75.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.5000%  | N/A     | $8000.00           | $238.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $209000.00         | $21139.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.5570%  | N/A     | $1420000.00        | $177954.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $2000.00           | $150.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $75000.00          | $7956.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.5000%  | N/A     | $3000.00           | $341.69            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2063-09-15      | 0.0000%  | N/A     | $85000.00          | $10369.15          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $20000.00          | $14241.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $63875.00          | $449.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1018.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $2083.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $13000.00          | $1831.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $0.88              | $0.65              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $17000.00          | $3424.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-14      | 4.6000%  | N/A     | $1728000.00        | $1737818.11        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $10000.00          | $6336.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $39.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $18000.00          | $399.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $13000.00          | $11628.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $2000.00           | $300.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $5000.00           | $445.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 3.5000%  | N/A     | $14384.00          | $61.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $2000.00           | $194.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $615.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $9129.00           | $8903.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $300000.00         | $17349.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $3000.00           | $475.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $5000.00           | $403.97            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $77000.00          | $10073.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $21000.00          | $5194.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-20      | 6.2000%  | N/A     | $4991605.00        | $11353.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $68000.00          | $13392.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $17000.00          | $2516.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $71000.00          | $6337.33           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $1.00              | $0.24              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.5000%  | N/A     | $15000.00          | $10164.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $35000.00          | $6624.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 6.0000%  | N/A     | $1000.00           | $812.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $10000.00          | $7989.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $30000000.00       | $24426132.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $5000.00           | $5052.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $275000.00         | $2140.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $5000.00           | $221.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $40000.00          | $1558.54           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-10-27      | 4.5600%  | N/A     | $11000.00          | $11090.46          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2045-03-15      | 0.0000%  | N/A     | $85000.00          | $28210.65          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $62000.00          | $4656.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.5000%  | N/A     | $2000.00           | $1290.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $8000.00           | $617.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $3562190.00        | $3407448.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $31304.00          | $21141.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-17      | 4.8600%  | N/A     | $22000.00          | $22038.46          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $121.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $1674000.00        | $20159.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-02-02      | 4.4900%  | N/A     | $10000.00          | $10076.91          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.5000%  | N/A     | $9000.00           | $1613.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $116.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $55000.00          | $3345.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $1000.00           | $38.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $16034511.00       | $6215.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $1000.00           | $935.11            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $16000.00          | $7039.63           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $145000.00         | $24293.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $19000.00          | $1301.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $28000.00          | $2994.53           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2062-03-15      | 0.0000%  | N/A     | $85000.00          | $11250.60          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $17000.00          | $6127.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $188.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-13      | 4.7000%  | N/A     | $759000.00         | $769587.63         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $4000.00           | $2480.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $69.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2025-09-02      | 4.5500%  | N/A     | $10000.00          | $10036.74          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-01-15      | 7.0000%  | N/A     | $1128123.00        | $16784.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $83000.00          | $9973.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-24      | 1.8750%  | N/A     | $15000.00          | $14690.25          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $1168.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $36000.00          | $3561.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $17681.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-04-20      | 7.5660%  | N/A     | $521167.00         | $527141.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.5000%  | N/A     | $3000.00           | $183.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $35000.00          | $13885.78          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $52320600.00       | $12482596.43       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $50000.00          | $17246.03          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $29000.00          | $26541.18          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $4000.00           | $369.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $4000.00           | $607.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $3000.00           | $465.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $52936.00          | $10134.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 2.5000%  | N/A     | $83605.00          | $17682.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $114000.00         | $15129.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1971.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $4042756.00        | $2300.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-02-10      | 0.8300%  | N/A     | $120000.00         | $114603.81         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $100000.00         | $21560.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $9000.00           | $1143.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $12000.00          | $1515.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $31000.00          | $5602.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $34000.00          | $20839.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.5000%  | N/A     | $48146.00          | $12602.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-20      | 5.4600%  | N/A     | $400000.00         | $837.61            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-01-25      | 1.8400%  | N/A     | $3000.00           | $2249.11           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $25000.00          | $3091.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1000.00           | $998.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 7.5000%  | N/A     | $88000.00          | $64.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $2000.00           | $232.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.5000%  | N/A     | $6000.00           | $23.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-15      | 8.0000%  | N/A     | $2800000.00        | $7961.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $15000.00          | $1593.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $2000.00           | $173.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 2.5000%  | N/A     | $4000.00           | $345.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $31000.00          | $4066.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-11-17      | 4.6250%  | N/A     | $10000.00          | $10140.44          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $9000.00           | $1040.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $3000.00           | $2141.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $9000.00           | $1388.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $10000.00          | $361.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $67000.00          | $18566.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-05      | 4.6600%  | N/A     | $652373000.00      | $658612404.10      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $233268.00         | $20392.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2168.00           | $2174.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $155737.00         | $258.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $10000.00          | $1113.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $43000.00          | $8782.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $40000.00          | $4104.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $637.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $17000.00          | $11759.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 3.0000%  | N/A     | $30000.00          | $4067.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $150335.00         | $17336.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $11000.00          | $1168.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $27968.00          | $21373.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $794.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.5000%  | N/A     | $1000.00           | $581.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $14000.00          | $5346.58           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $3225629.00        | $923236.31         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $1000.00           | $95.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.9900%  | N/A     | $8000000.00        | $8067042.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $50000.00          | $6524.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $12000.00          | $2446.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.0000%  | N/A     | $91715.00          | $17772.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $25000.00          | $2704.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $7000.00           | $1163.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $21000.00          | $1720.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $65000.00          | $1089.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $31621.00          | $14915.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $189.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $4000.00           | $2626.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $64000.00          | $6013.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $15000.00          | $1111.69           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2056-09-15      | 0.0000%  | N/A     | $85000.00          | $14263.00          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-04-20      | 7.7490%  | N/A     | $591318.00         | $602792.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $45000.00          | $4064.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $20000.00          | $6480.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $150.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $9000.00           | $155.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $43570.00          | $42348.36          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-24      | 3.4400%  | N/A     | $1000.00           | $786.11            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $10000.00          | $1281.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $100000.00         | $20788.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $159000.00         | $11203.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $3000.00           | $2344.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $20000.00          | $18341.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $155386.00         | $10663.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $17989.00          | $1692.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $250000.00         | $396.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $26099.00          | $5601.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $32000.00          | $313.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $150000.00         | $51.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-23      | 4.6200%  | N/A     | $26536000.00       | $26677267.34       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $29070.00          | $21944.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-03-20      | 6.8720%  | N/A     | $546697.00         | $577034.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $4000.00           | $347.74            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-02-09      | 3.0500%  | N/A     | $20000.00          | $19958.12          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.5000%  | N/A     | $13000.00          | $8276.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $38000.00          | $4100.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 5.8100%  | N/A     | $79400000.00       | $82625250.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $5027.00           | $145.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $7100.00           | $5709.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $20401.00          | $19588.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $51000.00          | $4548.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 7.3950%  | N/A     | $9476.00           | $115.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $19000.00          | $4795.75           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2030-05-01      | 7.1250%  | N/A     | $2000.00           | $2305.28           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $4000.00           | $3231.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.5000%  | N/A     | $227000.00         | $24163.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $45000.00          | $6449.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 4.0000%  | N/A     | $80637.00          | $21026.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $49000.00          | $9385.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 8.0000%  | N/A     | $15372.00          | $0.20              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 7.4820%  | N/A     | $1593594.00        | $137.63            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $0.16              | $0.16              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $12423.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $78000.00          | $481.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $53000.00          | $3620.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $10000.00          | $39.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $215000.00         | $11088.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $7000.00           | $471.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $5000.00           | $4004.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $15000.00          | $11883.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $30000.00          | $19551.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $3000.00           | $2141.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $65000.00          | $1130.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $3000.00           | $149.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $254.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $10087.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $7000.00           | $766.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 6.9850%  | N/A     | $796666.00         | $831069.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $10000.00          | $1632.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $3000.00           | $320.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $108.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-02-20      | 6.8520%  | N/A     | $901112.00         | $953395.86         | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2054-03-15      | 0.0000%  | N/A     | $85000.00          | $16494.25          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $6000.00           | $692.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 7.0000%  | N/A     | $3750000.00        | $4054.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 3.0000%  | N/A     | $61722.00          | $7154.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $30000.00          | $22999.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $463477.00         | $20314.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $128000.00         | $23043.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $13000.00          | $10056.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $11000.00          | $7964.91           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2043-09-15      | 0.0000%  | N/A     | $85000.00          | $30809.95          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $1000.00           | $719.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $133000.00         | $22424.33          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2057-03-15      | 0.0000%  | N/A     | $73000.00          | $11934.77          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $3000.00           | $531.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $28000.00          | $2435.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $37000.00          | $20514.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9800%  | N/A     | $10000000.00       | $9866411.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $13038.00          | $13509.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.0000%  | N/A     | $9000000.00        | $17069.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $36.18             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $76115900.00       | $22345116.42       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-03-01      | 7.0000%  | N/A     | $12000.00          | $2.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 3.5000%  | N/A     | $100000.00         | $7196.65           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $26922000.00       | $7724164.10        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $9000.00           | $1257.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6000.00           | $239.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $132040.00         | $19530.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $5000.00           | $838.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $155000.00         | $15195.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $7000.00           | $913.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $30000.00          | $18202.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $185000.00         | $24831.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.5000%  | N/A     | $30000.00          | $3954.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $15051000.00       | $13720.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.1060%  | N/A     | $29228489.00       | $27994446.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $34000.00          | $2990.69           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $0.34              | $0.32              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $19000.00          | $1795.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3000.00           | $3070.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $2000.00           | $304.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $30156.00          | $22088.68          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2064-09-15      | 0.0000%  | N/A     | $85000.00          | $9916.10           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2025-08-28      | 4.0500%  | N/A     | $40000.00          | $40515.00          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $89000.00          | $14857.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 3.5000%  | N/A     | $151020.00         | $12962.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $13784.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $172000.00         | $13273.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $20000.00          | $1472.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $21000.00          | $1792.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $153000.00         | $5217.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 3.0000%  | N/A     | $5000.00           | $720.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4000.00           | $262.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-04-20      | 7.4270%  | N/A     | $1553709.00        | $1628221.42        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2044-09-15      | 0.0000%  | N/A     | $85000.00          | $29045.35          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $33000.00          | $12264.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $2000.00           | $160.46            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-08-13      | 4.5300%  | N/A     | $29000.00          | $29175.64          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $9000.00           | $936.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $9000.00           | $1290.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.0000%  | N/A     | $8000.00           | $7060.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $16000.00          | $1041.99           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2036-09-15      | 0.0000%  | N/A     | $85000.00          | $49465.75          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $35602.00          | $20822.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.0000%  | N/A     | $1000.00           | $318.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2859.00           | $2700.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $14000.00          | $2463.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 2.5000%  | N/A     | $1000.00           | $180.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $34468.00          | $21965.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $35000.00          | $21566.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $17000.00          | $1272.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $8999.00           | $4188.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $125000.00         | $18533.86          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $0.55              | $0.45              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $42000.00          | $32964.12          | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2038-03-15      | 0.0000%  | N/A     | $85000.00          | $45186.85          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $83000.00          | $6190.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $368.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $15000.00          | $883.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $395000.00         | $238.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-12-20      | 4.5490%  | N/A     | $450578.00         | $453526.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $21991.00          | $21071.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $3000.00           | $94.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $10000.00          | $581.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $16000.00          | $1999.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $9000.00           | $2186.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $790739.00         | $197.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $9000.00           | $5611.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $13000.00          | $9525.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 4.0000%  | N/A     | $146000.00         | $13.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $1243.00           | $1.59              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $208709.00         | $12376.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $25092.00          | $24844.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 2.5000%  | N/A     | $172189.00         | $18182.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $60000.00          | $4545.49           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $25.42             | $22.57             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $3000.00           | $126.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $75000.00          | $24900.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $1000.00           | $865.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $4000.00           | $384.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $5000.00           | $423.32            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $218.77            | $140.71            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $80000.00          | $2929.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19000.00          | $747.33            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-03-15      | 0.0000%  | N/A     | $85000.00          | $9644.10           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $190000.00         | $21956.97          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2028-03-20      | 4.2500%  | N/A     | $30000.00          | $30676.07          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $86000.00          | $3872.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-05      | 0.8750%  | N/A     | $3000.00           | $2595.97           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-05-01      | 5.5000%  | N/A     | $7750000.00        | $17283.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.5800%  | N/A     | $220000.00         | $8305.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $13000.00          | $1217.57           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2055-09-15      | 0.0000%  | N/A     | $85000.00          | $15244.75          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $18000.00          | $2142.73           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2041-09-15      | 0.0000%  | N/A     | $83000.00          | $33921.27          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $169000.00         | $14560.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.2650%  | N/A     | $7517.00           | $0.19              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $4000.00           | $3679.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $32000.00          | $4505.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.7360%  | N/A     | $304806.00         | $27432.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $105000.00         | $13700.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $130000.00         | $16412.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $33000.00          | $759.25            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-04-24      | 4.8750%  | N/A     | $25000.00          | $25363.69          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $16111.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $59000.00          | $4634.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.0000%  | N/A     | $34000.00          | $24052.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.6800%  | N/A     | $6887808.00        | $6975551.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $50000.00          | $3884.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1043.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 8.5000%  | N/A     | $1100000.00        | $49758.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $4000.00           | $81.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $49000.00          | $4203.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 7.2390%  | N/A     | $3700000.00        | $33866.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $3000.00           | $736.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $10000.00          | $946.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $50709.00          | $14612.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 5.1050%  | N/A     | $30832.00          | $99.14             | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2043-03-15      | 0.0000%  | N/A     | $85000.00          | $31742.40          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-01-15      | 4.1250%  | N/A     | $65000.00          | $66532.46          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $43000.00          | $7597.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $104000.00         | $24590.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $294.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $100000.00         | $3661.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $97000.00          | $5663.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $47000.00          | $1895.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-20      | 8.5000%  | N/A     | $1211.00           | $0.91              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $5000.00           | $870.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $26000.00          | $14107.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.0000%  | N/A     | $120000.00         | $7919.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $150000.00         | $10513.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 5.4980%  | N/A     | $48951000.00       | $48213.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $12000.00          | $906.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $9000.00           | $1884.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $233000.00         | $17502.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $29000.00          | $1353.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.5000%  | N/A     | $180000.00         | $326.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1437881.00        | $20386.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.5000%  | N/A     | $100000.00         | $235.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $3000.00           | $664.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $60000.00          | $16584.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $72.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 6.5000%  | N/A     | $8000.00           | $0.12              | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2046-09-15      | 0.0000%  | N/A     | $85000.00          | $26110.30          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $25000.00          | $13192.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $30000.00          | $2835.51           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $2.00              | $1.34              | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2027-05-03      | 4.5950%  | N/A     | $68702000.00       | $69306310.40       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $5000.00           | $480.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1426.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $240000.00         | $17091.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $26060.00          | $5217.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $124581.00         | $14628.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $26000.00          | $3912.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 3.0000%  | N/A     | $29000.00          | $16830.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $2000.00           | $1554.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $9000.00           | $5364.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $341419.00         | $833.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $7000.00           | $740.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 4.0000%  | N/A     | $1520524.00        | $24886.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $735.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $25000.00          | $18579.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $1014.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $14000.00          | $1179.26           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2040-09-15      | 0.0000%  | N/A     | $85000.00          | $38057.73          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $19000.00          | $15159.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3000.00           | $3028.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $24000.00          | $1851.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $9000.00           | $7761.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.8390%  | N/A     | $11407274.00       | $12313638.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $27000.00          | $21480.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $34000.00          | $4419.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $2021.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $6000.00           | $4464.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3000.00           | $2953.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $2000.00           | $217.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $17000.00          | $1482.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $19000.00          | $14257.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $8337979.00        | $10609.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $14720.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $2000.00           | $1383.19           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2274.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $16000.00          | $13525.91          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $101.46            | $98.01             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $31000.00          | $22179.90          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $1230.00           | $355.58            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $315.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.1000%  | N/A     | $2329579.00        | $1957917.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $56000.00          | $3765.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $3000.00           | $309.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $50000.00          | $6817.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.5000%  | N/A     | $9000.00           | $2680.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-05-20      | 6.5520%  | N/A     | $495639.00         | $514517.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 2.5000%  | N/A     | $22000.00          | $3446.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $2000.00           | $310.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 6.0000%  | N/A     | $13000.00          | $9403.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.5000%  | N/A     | $6000.00           | $4002.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $10000.00          | $1240.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $83000.00          | $3223.40           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $17146606.00       | $4865486.63        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $55828.00          | $4345.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $393119.00         | $20508.15          | Agency Mortgage-Backed Securities         |

### Security 102: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZV0, C.4 - ISIN: US3133EPZV03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140082577.60
- **C.18.a - Value (excl. sponsor support):** $140082577.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PT0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1072156.00        | $1074648.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $1500000.00        | $229014.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3381524.00        | $3464298.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1724354.00        | $1426733.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.5000%  | N/A     | $841840.00         | $820818.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.5000%  | N/A     | $21796704.00       | $22461777.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $22878112.00       | $458795.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1464776.00        | $1527724.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $609000.00         | $548985.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1228880.00        | $780031.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1011740.00        | $966696.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-15      | 2.9800%  | N/A     | $842472.00         | $722793.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $7549800.00        | $2806016.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.0000%  | N/A     | $1275000.00        | $149859.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.4800%  | N/A     | $16966688.00       | $16578332.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $8225344.00        | $1856768.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $9933392.00        | $3083120.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $10000000.00       | $8517203.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $17253664.00       | $7190481.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2215072.00        | $1984976.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $336477.00         | $336013.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1740538.00        | $1816162.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $100000.00         | $90338.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1265350.00        | $1269324.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $4350000.00        | $833466.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $4201000.00        | $384186.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1245000.00        | $354294.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.5000%  | N/A     | $3000000.00        | $444653.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $150684416.00      | $149208067.26      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $6064128.00        | $5690384.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12176976.00       | $11907544.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $20395616.00       | $19715094.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $187734272.00      | $170713203.91      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $2010910.00        | $1222308.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1096000.00        | $737474.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $1500000.00        | $281114.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | 3.0000%  | N/A     | $102208256.00      | $86435561.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $2950000.00        | $510873.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $18281344.00       | $17516023.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $810000.00         | $549042.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 1.5000%  | N/A     | $5986232.00        | $3707108.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $6780960.00        | $6954598.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1366170.00        | $1280020.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $31324704.00       | $31949594.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1515000.00        | $371925.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $2125020.00        | $2073884.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2497076.00        | $1931448.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $14734864.00       | $2802831.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.0800%  | N/A     | $11185400.00       | $10359441.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $500000.00         | $309920.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $3300000.00        | $2275035.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $229266176.00      | $147349464.12      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $5258000.00        | $635196.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $3988248.00        | $1364336.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3293388.00        | $1950500.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1800000.00        | $810608.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $26291840.00       | $25216211.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1000000.00        | $113729.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.5000%  | N/A     | $2500000.00        | $310955.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $17120992.00       | $17145136.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $15209312.00       | $15434194.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.0000%  | N/A     | $8961260.00        | $8916642.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $786000.00         | $602250.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.9900%  | N/A     | $5191160.00        | $4448964.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1219276.00        | $854886.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 3.0000%  | N/A     | $2238424.00        | $1088881.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1443238.00        | $1428413.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $1100000.00        | $98306.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1636000.00        | $681828.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2002704.00        | $1735092.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-16      | 3.2500%  | N/A     | $14044896.00       | $9998843.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.7519%  | N/A     | $100000000.00      | $54324561.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $1736734.00        | $233224.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 4.0000%  | N/A     | $2223920.00        | $361277.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $33360.00          | $21305.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $1810000.00        | $1226846.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $7377616.00        | $6557388.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1198710.00        | $235282.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $15000.00          | $10864.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000000.00        | $913300.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $16066944.00       | $253984.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $23290944.00       | $20639305.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $2300000.00        | $543660.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $317428.00         | $226060.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $100093.00         | $96051.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-16      | 1.2500%  | N/A     | $1000000.00        | $675732.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $511997.00         | $462780.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1385000.00        | $228088.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $4409000.00        | $3093661.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $9210784.00        | $7910101.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1224896.00        | $1274945.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.8121%  | N/A     | $80000000.00       | $1678486.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $237020.00         | $243901.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $967945.00         | $1001748.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $975000.00         | $468336.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $22000000.00       | $19247118.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $2000000.00        | $588530.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $980000.00         | $879689.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $9984000.00        | $7459368.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $320257.00         | $244217.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $950000.00         | $552799.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $26000.00          | $24893.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $50000000.00       | $37248954.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1400000.00        | $1211311.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $11437568.00       | $9953016.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1695438.00        | $1059457.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1475882.00        | $233880.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $478814.00         | $321436.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1732464.00        | $1811919.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.0000%  | N/A     | $177619.00         | $36205.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1089190.00        | $1091412.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $9545488.00        | $9514054.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $5614528.00        | $3505206.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $750000.00         | $611578.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $105102.00         | $24950.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-16      | 3.5000%  | N/A     | $3013612.00        | $2162750.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $800000.00         | $531993.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1100000.00        | $946026.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $301000.00         | $180420.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-16      | 2.2135%  | N/A     | $300000.00         | $237371.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1530000.00        | $1346379.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $817251328.00      | $696481098.59      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6976360.00        | $6357580.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $85000.00          | $74326.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1600890.00        | $1671759.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $16000.00          | $12040.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 4.0000%  | N/A     | $11298144.00       | $11167780.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $329404.00         | $29200.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $6874480.00        | $5047047.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.0000%  | N/A     | $1148000.00        | $256537.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $542831.00         | $566326.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $900000.00         | $790614.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.5000%  | N/A     | $567917.00         | $521097.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3276496.00        | $3083783.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0019%  | N/A     | $6489000.00        | $5754760.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1916868.00        | $1211545.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $961404.00         | $350091.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.0000%  | N/A     | $29077440.00       | $5281041.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1480762.00        | $754555.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 5.0000%  | N/A     | $1514632.00        | $195191.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $296000.00         | $279937.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.0000%  | N/A     | $3715240.00        | $1720128.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1380000.00        | $987482.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 4.0000%  | N/A     | $1003500.00        | $36729.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2123736.00        | $1554943.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $148600.00         | $111632.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1568158.00        | $73917.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 1.5000%  | N/A     | $1100000.00        | $634169.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1334000.00        | $409936.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.0000%  | N/A     | $443820.00         | $361693.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $4684936.00        | $3191422.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $100380.00         | $78000.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $64303.00          | $37716.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2912330.00        | $3031737.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $14434112.00       | $11441421.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $5882544.00        | $5248659.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $400000.00         | $381578.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1360000.00        | $218655.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $625830.00         | $19694.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $1344000.00        | $172935.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.5000%  | N/A     | $1200000.00        | $6427.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $65178080.00       | $67170334.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 6.0000%  | N/A     | $1529948.00        | $1131409.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5281210.00        | $4409497.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1960000.00        | $1256881.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $200000.00         | $180587.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5765456.00        | $5524223.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 7.0000%  | N/A     | $19533920.00       | $712691.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $5600000.00        | $788540.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $373075.00         | $382672.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $815626.00         | $811862.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.5000%  | N/A     | $1867932.00        | $1496546.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1072330.00        | $1024515.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $7933880.00        | $6447933.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $966056960.00      | $933709058.42      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-16      | 4.5000%  | N/A     | $6377168.00        | $5201843.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 1.5000%  | N/A     | $1223678.00        | $697963.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1157702.00        | $1056308.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $244426.00         | $63919.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1200000.00        | $349590.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.8821%  | N/A     | $195000000.00      | $7323830.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $65000.00          | $5048.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $34117.00          | $24639.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4396872.00        | $4509108.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | 2.7500%  | N/A     | $27681472.00       | $20630178.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $5477952.00        | $4818352.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4483696.00        | $3296059.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $5059680.00        | $3378909.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $252762560.00      | $235013867.70      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $1700000.00        | $694163.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.0000%  | N/A     | $1051000.00        | $128892.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.2700%  | N/A     | $5741160.00        | $5019051.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $1004062.00        | $320480.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $301210.00         | $271178.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $59337.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1600000.00        | $1364407.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $22352.00          | $14728.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $149333.00         | $139152.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $188000.00         | $118981.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4693888.00        | $4814948.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.5790%  | N/A     | $19903603.00       | $47870.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $45500000.00       | $6129438.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $28961.00          | $22119.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3320000.00        | $3136799.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $9329776.00        | $9023992.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $27661720.00       | $3817565.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 2.5000%  | N/A     | $74000.00          | $22843.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $3148136.00        | $71365.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $4369464.00        | $3382263.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $29000.00          | $6171.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $1700000.00        | $863508.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $13700000.00       | $739404.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1486286.00        | $1220950.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2203816.00        | $2252394.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $14794976.00       | $14583781.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1325000.00        | $163146.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | 6.0000%  | N/A     | $316419.00         | $326251.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $134000.00         | $92716.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $10412.00          | $8362.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 4.6900%  | N/A     | $15241000.00       | $15497141.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $24561920.00       | $3053036.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $5999980.00        | $4251658.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $9281664.00        | $7085029.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $12918000.00       | $10336925.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1755000.00        | $506614.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.5000%  | N/A     | $2003912.00        | $21228.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-16      | 2.2500%  | N/A     | $588614.00         | $447000.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1286166.00        | $1344234.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $5173320.00        | $3117734.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $7646000.00        | $965855.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $17000.00          | $9841.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 3.0000%  | N/A     | $1012134.00        | $291965.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $481831.00         | $353668.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $7278128.00        | $331414.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $5178470.00        | $3281404.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.5000%  | N/A     | $8736448.00        | $50913.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $2565296.00        | $815482.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $8513264.00        | $8094539.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $12314784.00       | $205897.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $2900000.00        | $523057.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $738000.00         | $613246.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $14853280.00       | $11978387.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3214636.00        | $3238829.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $52703000.00       | $48675464.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.5000%  | N/A     | $42369088.00       | $38619783.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 4.0500%  | N/A     | $29648000.00       | $29181118.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $13625632.00       | $12077327.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $40035584.00       | $40028005.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $6313570.00        | $6215312.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $430000.00         | $358225.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2499800.00        | $1812530.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $4458480.00        | $255755.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 2.0000%  | N/A     | $810000.00         | $494136.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.5000%  | N/A     | $18500000.00       | $14985563.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $88913.00          | $81826.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $16259000.00       | $1980538.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4220024.00        | $2837535.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.5000%  | N/A     | $2000000.00        | $521952.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $73000.00          | $52257.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1025498.00        | $767643.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $141631.00         | $96050.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $116703040.00      | $100454064.11      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $600000.00         | $405429.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $13283776.00       | $8387951.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $21209728.00       | $12879135.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2045000.00        | $1318273.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1003402.00        | $1058137.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $5244000.00        | $3908824.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $500000.00         | $486814.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $2800000.00        | $817361.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2606892.00        | $2678774.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1040958.00        | $1060232.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $6043520.00        | $5444153.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3567880.00        | $3473852.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $518734.00         | $500463.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $19828416.00       | $18677117.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $69061376.00       | $66707916.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.5000%  | N/A     | $433718.00         | $270742.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $5721200.00        | $4207152.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $47000.00          | $29850.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $18525664.00       | $14890412.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $632207.00         | $588593.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $3600000.00        | $2208039.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $33387120.00       | $31403930.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $116047.00         | $101822.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $3200000.00        | $539703.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2156732.00        | $2099938.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8083184.00        | $6428630.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1049250.00        | $991511.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $14016544.00       | $11692844.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $84000.00          | $52147.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $14222560.00       | $12745731.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-16      | 2.7868%  | N/A     | $1000000.00        | $139523.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $7187872.00        | $5941818.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1933276.00        | $2014901.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $5174264.00        | $5347952.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $916000.00         | $460893.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $7665416.00        | $1272145.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $5045000.00        | $809379.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $2134220.00        | $1363733.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 5.0000%  | N/A     | $1313278.00        | $1211207.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8612752.00        | $8952594.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $194256.00         | $148040.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1845000.00        | $1407849.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.5000%  | N/A     | $345000.00         | $55134.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $61440.00          | $16710.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1703036.00        | $412917.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1500000.00        | $432813.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $649451.00         | $632657.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4480656.00        | $3414470.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $1858000.00        | $221585.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1004240.00        | $645545.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.0000%  | N/A     | $480000.00         | $275224.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $4022712.00        | $4126842.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2317796.00        | $1007115.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $3607380.00        | $3188342.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $7500000.00        | $48990.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 3.5000%  | N/A     | $10435008.00       | $3836003.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $25298240.00       | $1313549.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $21603200.00       | $17389793.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.0000%  | N/A     | $80000000.00       | $6429329.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $863514.00         | $848277.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $35000000.00       | $30864777.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | 5.1262%  | N/A     | $100000000.00      | $1608574.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3700000.00        | $2681603.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $27548000.00       | $24816773.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $24692864.00       | $1278225.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $435751.00         | $302153.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $8540528.00        | $6268935.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $113209472.00      | $96574081.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $7143872.00        | $6481798.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $9035152.00        | $8161218.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $528000.00         | $489000.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $3749112.00        | $450264.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $14493728.00       | $12491920.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $4159800.00        | $3161455.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $6877960.00        | $5772035.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5100%  | N/A     | $16542000.00       | $16466585.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $520000.00         | $349747.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $4367752.00        | $3056862.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $100000.00         | $92511.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 2.5000%  | N/A     | $25000240.00       | $1131842.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $344601.00         | $41889.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.0000%  | N/A     | $4594000.00        | $3611489.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1814830.00        | $1127475.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.0000%  | N/A     | $1600000.00        | $139821.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3170000.00        | $2648609.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1287280.00        | $1283410.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1200000.00        | $1178537.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $9476450.00        | $7896865.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $157391.00         | $137302.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3211772.00        | $3352064.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $589000000.00      | $86652720.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.0000%  | N/A     | $6678720.00        | $6126595.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $7653072.00        | $4645819.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $2691000.00        | $305070.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $473183.00         | $450075.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.9200%  | N/A     | $5872000.00        | $5460103.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1255554.00        | $205658.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-15      | 4.0000%  | N/A     | $5000944.00        | $3036783.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $2784250.00        | $2554192.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.0000%  | N/A     | $16272800.00       | $16105019.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $41766848.00       | $38656726.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | 3.5000%  | N/A     | $3650188.00        | $2517014.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2096848.00        | $691081.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $43660.00          | $42385.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $157700.00         | $123975.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $181000.00         | $112857.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $109772.00         | $70575.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1140594.00        | $1164151.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $60541056.00       | $61173138.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $816000.00         | $528678.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $75000.00          | $26476.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $9342000.00        | $5180691.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $29206528.00       | $22370417.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.4818%  | N/A     | $4660000.00        | $4308656.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2585904.00        | $2692550.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 2.5000%  | N/A     | $390458.00         | $31325.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $81000.00          | $10551.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-16      | 3.5353%  | N/A     | $250000.00         | $8521.95           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $9195568.00        | $8826221.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $7513040.00        | $7316489.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1095000.00        | $98665.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2500000.00        | $2093544.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $3830032.00        | $3656925.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1182010.00        | $1151291.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 4.5000%  | N/A     | $4123000.00        | $331197.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $400000.00         | $288415.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7297000.00        | $6537456.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $380000.00         | $227120.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $271707.00         | $213006.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1158628.00        | $1208098.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.0000%  | N/A     | $25000000.00       | $304871.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.5000%  | N/A     | $29137568.00       | $12157202.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1108970.00        | $1114859.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $139154.00         | $13393.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $564000.00         | $503705.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $20057088.00       | $19189733.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $200000.00         | $201047.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $3913804.00        | $1133451.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-16      | 3.5000%  | N/A     | $10855000.00       | $9734740.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $11949408.00       | $10264720.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $55000.00          | $53304.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $224568.00         | $143005.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $97672.00          | $95041.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $9000000.00        | $7872363.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $5295864.00        | $2948858.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2814948.00        | $2975715.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $3540492.00        | $1755987.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.5000%  | N/A     | $4700000.00        | $1578451.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1737000.00        | $1211002.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $105000.00         | $93635.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2543956.00        | $2051445.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $425000.00         | $279998.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $13080.00          | $11342.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1019352.00        | $1059458.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2031944.00        | $840523.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $1149990.00        | $158778.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $200000.00         | $145571.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $89004544.00       | $54017487.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.0000%  | N/A     | $800000.00         | $586049.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $1506000.00        | $197925.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $19000.00          | $15779.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $5000000.00        | $4114143.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1687050.00        | $1461687.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $382054.00         | $184079.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $13802464.00       | $13181875.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $8292304.00        | $990542.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5946120.00        | $5831178.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-16      | 3.4580%  | N/A     | $1600000.00        | $538801.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $89708.00          | $58085.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1938738.00        | $1793197.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1025624.00        | $1076683.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $4607832.00        | $2834120.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $300000.00         | $188623.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4000%  | N/A     | $6503215.00        | $5402864.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2096240.00        | $2095343.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4044424.00        | $3622805.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2622408.00        | $1655205.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $10694384.00       | $11046225.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $921611.00         | $970647.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1515000.00        | $1085188.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $200000.00         | $181497.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.0000%  | N/A     | $1518050.00        | $682631.83         | Agency Mortgage-Backed Securities         |

### Security 104: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008FH5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $31044200.00       | $31857783.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $2148600.00        | $2010434.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $18259100.00       | $18398928.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $102122500.00      | $103682446.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $130000.00         | $128324.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $141323600.00      | $142505575.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $2340500.00        | $2390475.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $10000.00          | $8578.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $5056100.00        | $5054926.98        | U.S. Treasuries (including strips) |

### Security 105: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3071502353.75
- **C.18.a - Value (excl. sponsor support):** $3071502353.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5580465905.72
- **C.18.a - Value (excl. sponsor support):** $5580465905.72
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1049989741.50
- **C.18.a - Value (excl. sponsor support):** $1049989741.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002C82
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5008709.00        | $4587944.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-25      | 5.0000%  | N/A     | $2849730.00        | $1993868.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 1.5000%  | N/A     | $2265125.00        | $1287892.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2878807.00        | $2460045.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8052%  | N/A     | $58303.00          | $33988.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1259283.00        | $1279320.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1705793.00        | $1506394.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $22516653.00       | $18538617.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $14821701.00       | $7631751.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $5182685.00        | $451958.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1001600.00        | $1001858.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1097290.00        | $838041.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $5000000.00        | $3839663.37        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5445781.00        | $4060463.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $250000.00         | $158466.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.1272%  | N/A     | $3000000.00        | $2595516.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $12702000.00       | $3705500.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1229405.00        | $799458.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1892864.00        | $1803362.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.9040%  | N/A     | $3839571.00        | $3111048.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $27825502.00       | $24924860.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $4000000.00        | $1053410.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $81875968.00       | $18034771.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $15127995.00       | $3950765.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $296549094.00      | $23244853.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-25      | 3.2730%  | N/A     | $437641.00         | $396619.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3640193.00        | $3495422.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5023559.00        | $3945244.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1600313.00        | $1576961.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1944739.00        | $382131.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $10966264.00       | $2791643.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6552%  | N/A     | $1000.00           | $952.88            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $52839359.00       | $4330193.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $1396.00           | $61.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3467932.00        | $2540488.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5801954.00        | $3482572.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $43523.00          | $26072.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $6470265.00        | $2144323.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $3876192.00        | $3683109.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $11226035.00       | $1913368.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $9398539.00        | $5101235.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $9256626.00        | $2181551.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.4052%  | N/A     | $305606.00         | $205792.52         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $21502224.00       | $11944473.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $13513352.00       | $1731969.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $10469737.00       | $4127243.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $99144.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $129593070.00      | $130146871.02      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2755402.00        | $1452962.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.0450%  | N/A     | $13392457.00       | $11339751.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-25      | 3.1089%  | N/A     | $3514000.00        | $1823033.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $9595232.00        | $1790912.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $15269121.00       | $1893831.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $980346.00         | $823885.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1074244.00        | $798443.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $19379916.00       | $3671817.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.5000%  | N/A     | $1060070.00        | $843285.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.2052%  | N/A     | $32289792.00       | $30699777.79       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $3452694.00        | $2026978.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2000000.00        | $1985654.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1165238.00        | $1228222.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3381438.00        | $2541455.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1159003.00        | $918204.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4786960.00        | $3119501.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $15732388.00       | $8164941.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.2052%  | N/A     | $6588651.00        | $5191887.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5092288.00        | $3961120.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $680941.00         | $589092.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $1006777.00        | $1055170.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 1.7641%  | N/A     | $16900000.00       | $14379652.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $190754340.00      | $100904323.01      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5039000.00        | $3633504.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $28200000.00       | $23789704.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $31647468.00       | $32279109.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2516270.00        | $2507398.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.6552%  | N/A     | $1192696.00        | $837096.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $10849905.00       | $6013019.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $4483288.00        | $4373730.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1061635.00        | $1120276.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $142856549.00      | $74131339.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5552%  | N/A     | $5469752.00        | $5333577.76        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $219572.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $30226763.00       | $3550025.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $41188913.00       | $3970032.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $27741336.00       | $22319671.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $4738697.00        | $4669294.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2087840.00        | $1762011.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $54646823.00       | $15284597.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $6088465.00        | $3249785.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $114999076.00      | $66499844.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $156687.00         | $31799.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $3095.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1575181.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000000.00        | $222674.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3766564.00        | $3340085.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $8443159.00        | $1856229.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 2.5770%  | N/A     | $3000000.00        | $2414317.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $10502134.00       | $9022522.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $19650000.00       | $3439019.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $27362618.00       | $14421266.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2440650.00        | $2317213.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $3928096.00        | $1650671.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $290202.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1774534.00        | $506287.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $40215861.00       | $37270966.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $14204049.00       | $2478747.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $5484628.00        | $1314065.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1229179.00        | $939661.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $105713.00         | $12106.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.6052%  | N/A     | $41988713.00       | $38044748.03       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1995556.00        | $1042829.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 7.5000%  | N/A     | $2895054.00        | $1990751.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $6440744.00        | $3912379.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $5895412.00        | $4328486.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1534134.00        | $1431100.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $4000000.00        | $542818.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3132770.00        | $2160451.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3659426.00        | $2069369.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1565951.00        | $1618284.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $6237322.00        | $4611325.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $9112207.00        | $4192362.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1694851.00        | $1724696.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $4931232.00        | $3670338.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3476979.00        | $3527330.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $13533518.00       | $12404919.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $2025000.00        | $996177.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1145376.00        | $968032.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1139896.00        | $603175.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4190250.00        | $3013322.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1147432.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1057.00           | $284.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $17540990.00       | $13219164.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1177641.00        | $928239.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $144479763.00      | $109474456.34      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1001.00           | $9.29              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $624981.00         | $778818.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1915632.00        | $1916968.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1144508.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 7.0000%  | N/A     | $1005097.00        | $830169.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $122334720.00      | $67290809.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $13550393.00       | $7753838.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $931.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $23304000.00       | $4407960.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1071650.00        | $133774.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $19944688.00       | $3566194.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $222999.00         | $87253.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1339913.00        | $1298670.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $313684.00         | $210998.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.0552%  | N/A     | $6189121.00        | $3914057.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $4106099.00        | $3828809.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $2000000.00        | $205226.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 2.0000%  | N/A     | $112628.00         | $65946.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $6014048.00        | $5961837.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3964485.00        | $2287431.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $9958366.00        | $9784676.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2863%  | N/A     | $2997700.00        | $2565983.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $136035961.00      | $33660572.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $30139975.00       | $13193638.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $5031717.00        | $4748917.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1265228.00        | $1260232.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8898912.00        | $7342120.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1834699.00        | $1824317.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $10161955.00       | $3347630.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.8052%  | N/A     | $76412.00          | $59683.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-11-25      | 3.7429%  | N/A     | $4055000.00        | $3495522.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2049820.00        | $1699511.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $4575111.00        | $1395951.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $2500000.00        | $369416.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $799996.00         | $182556.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $9920654.00        | $1994662.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1900000.00        | $248431.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1556021.00        | $1552051.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4059641.00        | $1194804.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1395030.00        | $1317679.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1241344.00        | $871834.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-25      | 2.4440%  | N/A     | $543048.00         | $510018.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5050119.00        | $3874811.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $44590047.00       | $27478197.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1001543.00        | $773375.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $7831158.00        | $3412966.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $145416364.00      | $108412603.20      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $375000.00         | $247224.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $11551600.00       | $10568933.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $9811000.00        | $3080263.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1397927.00        | $748592.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4879651.00        | $1736270.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $20857060.00       | $6204580.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $27062404.00       | $14472008.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $3508379.00        | $3155523.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $733385.00         | $760103.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $2989837.00        | $1455702.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4784053.00        | $3951164.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1426357.00        | $1423414.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1283758.00        | $697682.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $90974.00          | $52686.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4801773.00        | $4634584.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8552%  | N/A     | $20845400.00       | $12162608.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3429036.00        | $3460465.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1230145.00        | $1022782.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 5.9390%  | N/A     | $3837054.00        | $2829812.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1289721.00        | $733162.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $6087552.00        | $3419401.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $24417324.00       | $3866902.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $5811935.00        | $4416134.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1798405.00        | $1406099.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $996999.00         | $822546.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $9482115.00        | $5307292.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1458364.00        | $1453936.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $19391449.00       | $11267065.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $7415507.00        | $7116713.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $11338633.00       | $1496669.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | 3.0000%  | N/A     | $3697136.00        | $2384307.33        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $6028744.00        | $3680273.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $100550523.00      | $57321388.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $70400000.00       | $23278739.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $3664000.00        | $3175760.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.2050%  | N/A     | $22319758.00       | $110656.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $2800000.00        | $250908.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $4631568.00        | $1037230.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1432707.00        | $1427458.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3563873.00        | $3631635.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $122905.00         | $73756.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000000.00        | $313329.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $4325000.00        | $1952903.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6252%  | N/A     | $100000000.00      | $95775906.80       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1416872.00        | $857727.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.7752%  | N/A     | $25402900.00       | $20248187.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1420000.00        | $1045548.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1180175.00        | $955848.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.6552%  | N/A     | $1230804.00        | $1151679.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $12681451.00       | $10553149.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1335053.00        | $1355490.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $700000.00         | $241989.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1334350.00        | $1332164.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1189688.00        | $1006947.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1235291.00        | $785896.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $754995.00         | $510078.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1417206.00        | $1336996.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 3.0000%  | N/A     | $691933.00         | $81267.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $523443229.00      | $61604708.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2894510.00        | $1976743.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $8520247.00        | $2344332.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.6552%  | N/A     | $196687.00         | $145254.62         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $30328414.00       | $26277976.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2095925.00        | $2089097.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5653072.00        | $2764974.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $8747672.00        | $2726524.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $6473002.00        | $3658277.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1083523.00        | $878085.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2806740.00        | $2627359.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $232965.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2890800.00        | $2944812.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $16127709.00       | $2834388.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $4925380.00        | $1059484.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4107194.00        | $2790542.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $105590.00         | $57078.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1005806.00        | $860599.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $12500000.00       | $2987125.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5852458.00        | $4178053.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.1552%  | N/A     | $90077000.00       | $67618695.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $3030000.00        | $2344089.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1360931.00        | $1019963.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4163901.00        | $2372870.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1552815.00        | $1631931.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.4519%  | N/A     | $1000.00           | $966.83            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $15054507.00       | $4783359.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.6052%  | N/A     | $1713900.00        | $1425224.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $60660000.00       | $42240320.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1668691.00        | $1425900.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1597075.00        | $1600438.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2255000.00        | $1889844.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1405999.00        | $1092922.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $8462265.00        | $2734038.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1712343.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $41020044.00       | $23602627.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $4448420.00        | $3993673.47        | Agency Mortgage-Backed Securities         |

### Security 109: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004V26
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $58259700.00       | $53637038.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $100000000.00      | $81238288.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $66492000.00       | $34768046.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $20000000.00       | $11253911.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $200000000.00      | $145190706.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $200000000.00      | $183912092.00      | U.S. Treasuries (including strips) |

### Security 110: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125050631.25
- **C.18.a - Value (excl. sponsor support):** $125050631.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QO005LV5
- **C.18 - Value (incl. sponsor support):** $2450000000.00
- **C.18.a - Value (excl. sponsor support):** $2450000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: A1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A-; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $31845700.00       | $27582218.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $196259100.00      | $196251506.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $153144400.00      | $90092486.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $76000000.00       | $76660685.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $26544600.00       | $19372037.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $156352800.00      | $158970410.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $259000.00         | $268274.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $20644800.00       | $15588224.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $5907100.00        | $6008635.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $5500.00           | $3037.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 3.0000%  | N/A     | $2089500.00        | $2090515.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $13899900.00       | $13496340.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $10619200.00       | $10363051.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $279473200.00      | $178673015.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $26000000.00       | $25754092.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $27754700.00       | $25515102.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $15442100.00       | $12539467.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $208498400.00      | $217464006.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $11733200.00       | $11928219.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $11449400.00       | $11789395.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $185000000.00      | $181963388.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $12528800.00       | $12895330.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $231722400.00      | $174102930.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $59231100.00       | $59199270.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $500.00            | $492.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $25700.00          | $25969.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $17167200.00       | $17470121.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $34359500.00       | $23501726.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $16917600.00       | $10638901.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $2543500.00        | $2358149.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $500209600.00      | $467146620.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $127711400.00      | $78226665.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $223466300.00      | $223616483.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $117994200.00      | $117966825.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $29101500.00       | $29781196.55       | U.S. Treasuries (including strips) |

### Security 112: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5391675988.13
- **C.18.a - Value (excl. sponsor support):** $5391675988.13
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $625123500.00
- **C.18.a - Value (excl. sponsor support):** $625123500.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6351373749.82
- **C.18.a - Value (excl. sponsor support):** $6351373749.82
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $241600.00         | $160372.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $19818000.00       | $20602733.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $5300.00           | $5793.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $481800.00         | $488681.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $35.72             | $34.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $10324700.00       | $8460892.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $500.00            | $140.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $4342525.63        | $2328800.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $20001500.00       | $17657452.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 2.2500%  | N/A     | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $5653700.00        | $5512821.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $100.00            | $85.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $149762700.00      | $142009928.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-23      | 0.0000%  | N/A     | $1012000.00        | $1001935.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 6.0000%  | N/A     | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $54.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $13.62             | $10.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-21      | 0.0000%  | N/A     | $3897600.00        | $3873240.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $3301400.00        | $3412953.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $179364600.00      | $174519177.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $362100.00         | $367134.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $500.00            | $492.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $9.19              | $3.87              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $3871800.00        | $3869719.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.2500%  | N/A     | $25300.00          | $24969.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $2168600.00        | $1951890.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $17939200.00       | $18625541.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $11261643.66       | $7541517.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $500.00            | $186.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $107100.00         | $216198.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $200.00            | $195.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $633100.00         | $694540.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.2500%  | N/A     | $9199200.00        | $9175465.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $58.03             | $32.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $11067600.00       | $10338564.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $200.00            | $97.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $19920400.00       | $24086334.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $26.17             | $18.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $92.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $14907600.00       | $14746213.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $735400.00         | $175451.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $160485900.00      | $160340462.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $2447400.00        | $2458879.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $19584800.00       | $26350551.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $45877.92          | $26824.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $11401200.00       | $11293367.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $100.00            | $60.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $289314.02         | $233434.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $40.98             | $15.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $13339000.00       | $16428731.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $3299064.51        | $1081519.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $1000.00           | $975.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $36689816.73       | $18506637.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $43252100.00       | $18226607.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $162.76            | $141.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $8664800.00        | $11726761.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $100.00            | $24.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $64712019.28       | $32089007.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $5030000.00        | $5121070.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $28900.00          | $30674.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $3220300.00        | $3219552.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $73224700.00       | $64561504.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $51380600.00       | $56013109.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $27149900.00       | $27053979.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $33100.00          | $36787.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $28700000.00       | $28948219.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-13      | 0.0000%  | N/A     | $700.00            | $689.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $92343800.00       | $89399995.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $8438200.00        | $12383697.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $668900.00         | $670679.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $200.00            | $66.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $57085796.62       | $33842286.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $3019214.40        | $1865545.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $15687800.00       | $15819006.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $4239700.00        | $4171955.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $544000.00         | $580984.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $297.13            | $145.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1900.00           | $690.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $2630500.00        | $2684197.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $381.48            | $198.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | 0.0000%  | N/A     | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $2.00              | $0.57              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $78865.12          | $34195.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $3616663.06        | $2454509.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $66224600.00       | $67393156.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $29098200.00       | $28671804.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $15747700.00       | $18160383.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $100.00            | $35.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $255.25            | $153.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $5493200.00        | $11769922.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $1700.00           | $1705.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $8.62              | $4.96              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $45.04             | $35.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $48984800.00       | $33505358.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $89300.00          | $92578.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $169.31            | $49.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $15515100.00       | $16011120.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $73908700.00       | $71981767.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $200.00            | $56.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $100.00            | $28.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $395.96            | $248.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $87216200.00       | $115666067.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $6206226.55        | $3417924.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $3220100.00        | $3283961.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $200.00            | $234.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $26229732.08       | $22358249.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $200.00            | $195.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $169800.00         | $170068.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $27404024.29       | $17398842.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | 0.0000%  | N/A     | $2726500.00        | $2695036.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $600.00            | $776.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $400.00            | $147.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $3.40              | $2.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $54350500.00       | $54361152.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $1.00              | $0.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $100.00            | $92.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $56800.00          | $120460.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $12428400.00       | $11537224.21       | U.S. Treasuries (including strips) |

### Security 116: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G56, C.4 - ISIN: US3130B3G568, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1400540792.00
- **C.18.a - Value (excl. sponsor support):** $1400540792.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2874855441.50
- **C.18.a - Value (excl. sponsor support):** $2874855441.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5FT0, C.4 - ISIN: US3130B5FT02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998929.00
- **C.18.a - Value (excl. sponsor support):** $99998929.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXM47, C.4 - ISIN: US3130AXM475, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700191443.00
- **C.18.a - Value (excl. sponsor support):** $700191443.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1980013840.20
- **C.18.a - Value (excl. sponsor support):** $1980013840.20
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GR3, C.4 - ISIN: US3130B5GR37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $439995199.60
- **C.18.a - Value (excl. sponsor support):** $439995199.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600226020.00
- **C.18.a - Value (excl. sponsor support):** $600226020.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5FG8, C.4 - ISIN: US3130B5FG80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749991157.50
- **C.18.a - Value (excl. sponsor support):** $749991157.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2043-01-16      | 4.7762%  | N/A     | $10227000.00       | $405632.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-15      | 5.7200%  | N/A     | $11254864.00       | $11767161.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $496549.00         | $509815.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $1853854.00        | $132729.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 6.4500%  | N/A     | $2292600.00        | $2515019.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1071558.00        | $1102746.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.5000%  | N/A     | $473697.00         | $336974.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-03-15      | 5.2000%  | N/A     | $523000.00         | $526824.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $118743.00         | $118631.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 4.0000%  | N/A     | $195465.00         | $178208.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $314179.00         | $327980.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $1719332.00        | $653395.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $208475136.00      | $165504532.66      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1665000.00        | $180987.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 3.5000%  | N/A     | $596236.00         | $521687.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 2.5000%  | N/A     | $199989.00         | $98790.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9000%  | N/A     | $6944488.00        | $6831421.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10774368.00       | $11233345.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $354649.00         | $10125.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.2500%  | N/A     | $2677300.00        | $2682490.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $185358.00         | $194602.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $2800080.00        | $264270.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $44708000.00       | $926280.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $2333000.00        | $29928.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-09-01      | 3.0000%  | N/A     | $5561520.00        | $4287095.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $500000.00         | $13246.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1985490.00        | $2068583.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.4500%  | N/A     | $7672100.00        | $7908003.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.4800%  | N/A     | $797200.00         | $758057.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $14857000.00       | $568286.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $60000.00          | $41735.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $1135446.00        | $194254.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $2000000.00        | $23049.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 2.0000%  | N/A     | $15873780.00       | $10403914.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 2.5000%  | N/A     | $1977408.00        | $197631.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $7227872.00        | $7434656.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-15      | 5.5600%  | N/A     | $1753800.00        | $1791455.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $50000.00          | $8626.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.5000%  | N/A     | $88568192.00       | $28371890.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.5000%  | N/A     | $317522.00         | $24709.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.5000%  | N/A     | $498832.00         | $7296.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $304000.00         | $8601.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1100000.00        | $153266.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 7.0000%  | N/A     | $6616632.00        | $6821753.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2863224.00        | $2923465.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.1600%  | N/A     | $10764600.00       | $10865738.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $2734440.00        | $376672.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $953894.00         | $893709.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2158620.00        | $2182155.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $229500.00         | $25427.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $958253.00         | $982468.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $10427216.00       | $10649890.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $785068.00         | $821080.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $772143.00         | $784180.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $328099.00         | $332950.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2191188.00        | $2230424.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $2882200.00        | $524773.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $211000.00         | $111366.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $4453320.00        | $4594725.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $32276544.00       | $23120970.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $6917888.00        | $6975677.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $596000.00         | $183039.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $2960392.00        | $248517.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $101944.00         | $103899.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $45495800.00       | $30651282.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $1906628.00        | $289098.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $517651.00         | $543675.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 3.5000%  | N/A     | $619538.00         | $543190.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $10114848.00       | $10191273.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $159000.00         | $140557.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $273588.00         | $280693.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $711200.00         | $747543.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $736095.00         | $44463.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.0000%  | N/A     | $222400256.00      | $18558296.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $122385664.00      | $7597095.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 2.5000%  | N/A     | $163387.00         | $88765.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $6384610.00        | $6235168.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2672420.00        | $2787190.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.5000%  | N/A     | $160000.00         | $70679.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $701912.00         | $732310.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $198172.00         | $199519.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 2.0000%  | N/A     | $863403.00         | $468025.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $300000.00         | $286053.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $364342.00         | $23490.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $955000.00         | $761556.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.0000%  | N/A     | $249580.00         | $115159.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1094966.00        | $1132006.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $229020.00         | $238215.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000000.00        | $829322.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $4650000.00        | $47000.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.5000%  | N/A     | $1202780.00        | $1244260.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $6081984.00        | $6255985.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1663052.00        | $1710630.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 5.0000%  | N/A     | $3134992.00        | $430931.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $37441536.00       | $25952574.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $1606944.00        | $1527096.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $190251.00         | $195501.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1006854.00        | $1016535.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0000%  | N/A     | $999000.00         | $758226.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2867284.00        | $2949312.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1340906.00        | $1318772.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $1805586.00        | $1852257.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-03-15      | 5.1600%  | N/A     | $1000000.00        | $996950.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $3121392.00        | $3226831.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $3050704.00        | $3176113.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.0000%  | N/A     | $626803.00         | $407747.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $21000.00          | $21403.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $81331712.00       | $71343211.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $10948576.00       | $7057093.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0000%  | N/A     | $2397000.00        | $1983348.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.4000%  | N/A     | $668000.00         | $684823.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $1829852.00        | $77280.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | 4.0000%  | N/A     | $46000.00          | $18171.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2435556.00        | $2528946.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $960460.00         | $84355.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $48000.00          | $8527.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-10-15      | 5.9000%  | N/A     | $250001.00         | $264643.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-16      | 2.2500%  | N/A     | $42512256.00       | $30795942.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $354000.00         | $31036.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $420000.00         | $36777.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $129801.00         | $127801.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $344964.00         | $142145.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $10166280.00       | $4844568.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $227000.00         | $71486.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $132150.00         | $137632.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $729580.00         | $753552.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1237620.00        | $1293270.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $30057664.00       | $30247365.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $10075424.00       | $83003.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $2282332.00        | $375512.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2300740.00        | $2400367.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 4.0000%  | N/A     | $155487.00         | $141701.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $2510616.00        | $745572.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.4200%  | N/A     | $805500.00         | $817171.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $173475.00         | $18299.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $99000.00          | $84241.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1002058.00        | $1032478.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-15      | 6.2200%  | N/A     | $7639216.00        | $8295579.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-04-15      | 2.5000%  | N/A     | $12936.00          | $10639.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | 6.0400%  | N/A     | $443461.00         | $472634.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $12147696.00       | $7252401.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1653942.00        | $1683558.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.3600%  | N/A     | $1991000.00        | $2032233.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $8530120.00        | $8813122.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 3.0000%  | N/A     | $158632.00         | $33116.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 5.5000%  | N/A     | $900000.00         | $67186.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.5000%  | N/A     | $350000.00         | $37859.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $122000.00         | $18569.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1007568.00        | $994799.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1665216.00        | $1712853.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $9768176.00        | $10125267.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $293000.00         | $150932.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $94214144.00       | $57759278.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $136000.00         | $73795.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $25000.00          | $22973.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $164412.00         | $170899.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $65527600.00       | $36415392.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.0000%  | N/A     | $75978.00          | $61128.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $2734075.00        | $136181.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.1000%  | N/A     | $494705.00         | $103538.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $33000.00          | $32636.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $439641.00         | $447067.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $91000.00          | $45758.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $32245184.00       | $3404610.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $10199.00          | $9517.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $8522384.00        | $8746727.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2437416.00        | $2535201.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $5816472.00        | $421258.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $51092720.00       | $34826643.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $1698000.00        | $63638.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $1983098.00        | $565420.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $348000.00         | $266917.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $764618.00         | $767532.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $3079352.00        | $1102337.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $104375.00         | $105750.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.5000%  | N/A     | $1942422.00        | $28566.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $2444988.00        | $463149.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1490737.00        | $92879.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1538222.00        | $1588457.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $308129.00         | $18846.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 2.5000%  | N/A     | $310000.00         | $33757.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $774798.00         | $783199.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $938355.00         | $944603.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $6399280.00        | $6582352.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1599920.00        | $1648298.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3267692.00        | $3443686.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.9900%  | N/A     | $1000000.00        | $1041708.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $672100.00         | $678325.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $1467912.00        | $1522957.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $13204944.00       | $6384695.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $137495000.00      | $82521516.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1798984.00        | $1873731.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-15      | 5.5000%  | N/A     | $1418380.00        | $195066.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $41378.00          | $42738.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $58000.00          | $25770.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $4698168.00        | $150804.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3183376.00        | $3329151.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $541986.00         | $489939.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $128204.00         | $132243.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-15      | 3.9500%  | N/A     | $6562536.00        | $6036103.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $48000.00          | $36751.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $10246208.00       | $10351657.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.0000%  | N/A     | $100000.00         | $83201.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $8591.00           | $8349.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $135331.00         | $138942.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $1200912.00        | $349409.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $54716096.00       | $25671700.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $178027.00         | $23349.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1376142.00        | $1388860.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $6396030.00        | $4723477.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $21981200.00       | $16851266.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $8809984.00        | $8894696.89        | Agency Mortgage-Backed Securities         |

### Security 125: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100051758.00
- **C.18.a - Value (excl. sponsor support):** $100051758.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.4 - ISIN: US3130B56R40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1842606868.95
- **C.18.a - Value (excl. sponsor support):** $1842606868.95
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1354340076.30
- **C.18.a - Value (excl. sponsor support):** $1354340076.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $9691000.00        | $9013007.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $3193000.00        | $3207976.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $236400.00         | $218902.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $23048200.00       | $6303567.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $26235600.00       | $42839239.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $144400.00         | $140144.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $387000.00         | $378142.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $400.00            | $376.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $200.00            | $50.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-24      | 0.0000%  | N/A     | $4999900.00        | $4986200.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $160.47            | $107.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $20000.00          | $19606.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $14996900.00       | $14777140.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $3135600.00        | $3484955.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $800.00            | $828.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $26554900.00       | $26193552.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $32000.00          | $31091.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $82.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $141313000.00      | $139491612.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-02      | 0.0000%  | N/A     | $1000000.00        | $992409.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $10356397.67       | $4359515.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1235619.84        | $612711.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $156836104.45      | $60584846.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $243.14            | $126.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $204063.36         | $117516.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $476000.00         | $474296.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $2600.00           | $2577.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $420000.00         | $413653.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $4910000.00        | $4958570.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $67458000.00       | $72100443.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $5000.00           | $5698.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $600.00            | $235.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $300.00            | $197.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $83583000.00       | $85475410.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $44200.00          | $42084.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $2524500.00        | $2418931.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $337999000.00      | $391989899.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $81.19             | $63.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.4850%  | N/A     | $600.00            | $605.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $100.00            | $66.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $49400.00          | $24541.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $3251700.00        | $3318465.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $1000.00           | $1203.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $44.16             | $38.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $44832800.00       | $47880851.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $4600.00           | $4684.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-26      | 0.0000%  | N/A     | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $63.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $221091400.00      | $216891689.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $4000.00           | $3991.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $14025472.61       | $8200539.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $2585900.00        | $2639495.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $34427816.66       | $18960259.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $100.00            | $71.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-14      | 0.0000%  | N/A     | $2127900.00        | $2116451.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $200.00            | $85.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $1098800.00        | $1115584.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $400000.00         | $368057.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $80780600.00       | $77265360.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $61344000.00       | $60679904.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $23496400.00       | $23823112.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $22468058.97       | $18538912.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $201.92            | $124.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $90274710.72       | $58835730.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $5139322.88        | $2918821.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $1732810.80        | $1302371.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $2603400.00        | $4085317.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | 0.0000%  | N/A     | $300.00            | $294.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $2239319.89        | $1327540.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $2536300.00        | $5434365.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $60.80             | $30.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $101600.00         | $27187.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $299600.00         | $108812.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $3120618.65        | $1955835.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $100.00            | $37.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $17.37             | $14.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $75.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1100.00           | $409.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $94657800.00       | $96205450.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $2969000.00        | $3061855.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $9.48              | $6.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-23      | 0.0000%  | N/A     | $2613400.00        | $2578615.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $19027000.00       | $20742487.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $200.00            | $50.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $300.00            | $302.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $3358100.00        | $2043849.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $30888100.00       | $37347698.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 4.7500%  | N/A     | $1472900.00        | $1502196.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $415700.00         | $398001.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $572900.00         | $573258.78         | U.S. Treasuries (including strips) |

### Security 129: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: 0FRT13PS0
- **C.18 - Value (incl. sponsor support):** $16800000000.00
- **C.18.a - Value (excl. sponsor support):** $16800000000.00
- **C.19 - Percentage of Net Assets:** 5.6600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $4259764500.00     | $3660109996.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $4326931100.00     | $3699152892.69     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $4868180400.00     | $4292227193.92     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $1313312300.00     | $1138668610.83     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 3.1250%  | N/A     | $9472300.00        | $9564389.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $4690525500.00     | $4002260307.34     | U.S. Treasuries (including strips) |

### Security 130: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195828124.00
- **C.18.a - Value (excl. sponsor support):** $195828124.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 131: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $305161152.85
- **C.18.a - Value (excl. sponsor support):** $305161152.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008CY1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3458561.00        | $3472352.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2368442.00        | $2438506.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $5300000.00        | $2786296.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.0000%  | N/A     | $6000.00           | $1440.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $60000.00          | $51980.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.5000%  | N/A     | $3320100.00        | $818833.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $75000.00          | $5138.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $10529881.00       | $9181003.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1201345.00        | $1204911.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 4.0000%  | N/A     | $1500000.00        | $1122972.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $345000.00         | $169713.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $570000.00         | $383015.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1271214.00        | $1276276.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $4415916.00        | $1531369.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $41000.00          | $2540.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.0000%  | N/A     | $230000.00         | $4440.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $275000.00         | $193720.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $40000.00          | $35781.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2424506.00        | $2439631.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $12358616.00       | $12736398.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2260000.00        | $287389.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $654250.00         | $6821.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4805914.00        | $4636542.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $2300000.00        | $2983.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $495053.00         | $12102.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2490896.00        | $759155.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 2.0000%  | N/A     | $481135.00         | $14673.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 5.0000%  | N/A     | $1963931.00        | $112860.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $2000.00           | $1676.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3999600.00        | $4001841.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $15000.00          | $11852.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2652278.00        | $2560816.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $30000000.00       | $26351688.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $230000.00         | $24848.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.5000%  | N/A     | $33026.00          | $1035.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $486000.00         | $108294.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5502400.00        | $826006.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $391289.00         | $226711.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $51000.00          | $37464.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $486000.00         | $375377.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $25000.00          | $15971.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $7126000.00        | $5475083.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1386000.00        | $797142.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $2792683.00        | $1944181.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $84144.00          | $16516.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $3045000.00        | $1570637.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.5000%  | N/A     | $1165000.00        | $33671.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1540398.00        | $1222090.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1216227.00        | $1093446.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $4200000.00        | $3447218.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $1895000.00        | $1027160.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $175000.00         | $5053.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1553364.00        | $1524811.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $2061527.00        | $119302.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $1595288.00        | $103273.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $56947.00          | $34259.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1792515.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $4650000.00        | $2958188.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $2959576.00        | $1602891.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14498567.00       | $14007334.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1601782.00        | $1652720.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1299056.00        | $365874.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $768.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.5000%  | N/A     | $1000000.00        | $22444.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $29000.00          | $22428.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $7000.00           | $5842.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 6.0000%  | N/A     | $5247765.00        | $5084665.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.5000%  | N/A     | $2092774.00        | $316348.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 4.5000%  | N/A     | $1694000.00        | $1319170.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $4000.00           | $1108.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $2003334.00        | $10235.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $2000.00           | $1176.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $57990.00          | $2350.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $33091476.00       | $29102492.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $25000.00          | $1391.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $585000.00         | $471929.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1765985.00        | $1052988.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $1780000.00        | $244166.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $23000.00          | $20712.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $510121.00         | $444087.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.0000%  | N/A     | $3111478.00        | $2226418.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $71114241.00       | $59322878.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $1496178.00        | $1523923.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $106000.00         | $83393.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $350000.00         | $243526.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $189924.00         | $115327.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $9658000.00        | $8534970.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1554057.00        | $1589445.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $32151012.00       | $18246249.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1366000.00        | $1040204.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $750000.00         | $529228.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 3.5000%  | N/A     | $4923135.00        | $4245166.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $344000.00         | $75679.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $235000.00         | $157409.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $75000.00          | $3471.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $90000.00          | $82460.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $4697938.00        | $2386299.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.5000%  | N/A     | $3032369.00        | $2521754.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $7181000.00        | $4661812.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1085351.00        | $1103560.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1335732.00        | $1374306.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $103000.00         | $11662.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $5059949.00        | $4823377.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3667940.00        | $3766297.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $2740027.00        | $618035.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $3367455.00        | $3204525.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.0000%  | N/A     | $5858419.00        | $4267852.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $1072907.00        | $43150.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2500000.00        | $1386092.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $189000.00         | $140669.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $550000.00         | $39833.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $20174906.00       | $19246898.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $3916542.00        | $3919791.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $17494681.00       | $12447443.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $15000.00          | $13304.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1541317.00        | $1271821.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.5000%  | N/A     | $1500000.00        | $984219.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $17590000.00       | $8771082.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3138496.00        | $3137852.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $3368000.00        | $792064.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $2250000.00        | $121254.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000000.00        | $895382.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1067000.00        | $314917.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 2.5000%  | N/A     | $818000.00         | $537961.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $50000.00          | $31895.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $9889366.00        | $8883809.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $162138.00         | $16042.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2600000.00        | $1687706.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $468285.00         | $432539.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1513000.00        | $1349237.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $750701.00         | $173280.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $243000.00         | $159113.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1358248.00        | $1415934.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $36163.00          | $25619.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2857488.00        | $2796670.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $1306047.00        | $942917.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $925000.00         | $141655.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $1151354.00        | $1126428.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $41793680.00       | $31624955.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.0000%  | N/A     | $25000.00          | $2627.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2550000.00        | $2041392.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $5709218.00        | $5227368.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $231546.00         | $192045.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $760000.00         | $114922.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $16284705.00       | $13075832.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $160000.00         | $143283.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $2250000.00        | $1585395.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $73000.00          | $70326.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $323547.00         | $34881.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $600000.00         | $463704.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1210277.00        | $1248763.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $544000.00         | $360264.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $200000.00         | $12428.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 6.0000%  | N/A     | $34727795.00       | $35631493.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2000.00           | $1562.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $971822.00         | $25933.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $4159475.00        | $4199793.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $270000.00         | $52007.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $400000.00         | $114535.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $15161450.00       | $15195344.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $3561980.00        | $3495180.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $90000.00          | $26528.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1042478.00        | $1024874.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1050050.00        | $901755.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3272092.00        | $3179935.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1235654.00        | $1213959.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $854.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $17837422.00       | $15073961.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $1434442.00        | $1033656.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $145000.00         | $117553.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1038018.00        | $746460.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $28000.00          | $3784.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1505486.00        | $1506042.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4435476.00        | $4562048.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $1550000.00        | $1363033.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 5.0000%  | N/A     | $27655621.00       | $790.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $10000000.00       | $2744688.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $3048000.00        | $2603901.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $211000.00         | $152791.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $17739905.00       | $17335759.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $90000.00          | $3451.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $282338.00         | $75715.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $10000.00          | $1567.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $6900.00           | $5173.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $598437.00         | $1957.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1966300.00        | $2044606.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $3477118.00        | $527941.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $84144.00          | $14816.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $145000.00         | $528.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $90000.00          | $1122.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $2293379.00        | $1982285.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $971944.00         | $944127.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $35928.00          | $26377.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $75328.00          | $8394.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $12318343.00       | $7434279.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $144450.00         | $115745.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $500000.00         | $435371.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $5000.00           | $2051.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $89077686.00       | $88023952.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1021822.00        | $1002535.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $486000.00         | $120956.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $55076.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $60000.00          | $47711.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $280000.00         | $182715.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1455376.00        | $1531003.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $912538.00         | $769579.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $17000.00          | $14563.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $140000.00         | $24976.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8594170.00        | $8606620.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $890042.00         | $591169.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $34000.00          | $24852.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $5229440.00        | $4039782.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $156000.00         | $47938.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1431291.00        | $1453926.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $555000.00         | $7581.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $29699424.00       | $26021719.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $582156.00         | $421193.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $42000.00          | $28636.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 7.0000%  | N/A     | $3329000.00        | $20712.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $182835288.00      | $156894248.11      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $10972797.00       | $11386176.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $1269838.00        | $932545.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2292607.00        | $2365513.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.5000%  | N/A     | $2292700.00        | $2187211.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $1000000.00        | $570685.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.0000%  | N/A     | $90000.00          | $58914.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.0000%  | N/A     | $75000.00          | $46300.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $56904.00          | $42707.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $100000.00         | $33652.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.0000%  | N/A     | $590000.00         | $461539.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $6843805.00        | $6902318.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $143780.00         | $142660.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1005320.00        | $987329.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $2800000.00        | $1831942.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $115000.00         | $13973.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $3473512.00        | $2769064.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $11000.00          | $5600.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $210000.00         | $149443.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $81440.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1600000.00        | $1041713.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $248000.00         | $2279.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2220259.00        | $2219226.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $650259.00         | $401912.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2027420.00        | $1821385.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2594000.00        | $1906362.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $4250841.00        | $2694729.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1596968.00        | $1527986.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $1898663.00        | $1843600.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $68148348.00       | $66079934.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $200000.00         | $163601.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $340000.00         | $53186.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1208436.00        | $1242862.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $4020706.00        | $3339492.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2075041.00        | $2083466.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $3000000.00        | $1869291.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1606475.00        | $1677601.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1550316.00        | $1416140.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2200000.00        | $395254.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $20000000.00       | $24892.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $164136006.00      | $149784744.58      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $3731626.00        | $2390698.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2140000.00        | $1125926.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2434062.00        | $2507836.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $117000.00         | $12087.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $325596.00         | $245607.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2004438.00        | $1957135.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $17057548.00       | $10878343.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1374000.00        | $1414441.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $549000.00         | $71154.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3396366.00        | $3407154.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $1183000.00        | $390718.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $7465000.00        | $49112.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2194435.00        | $2253874.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 2.5000%  | N/A     | $170000.00         | $33054.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.5000%  | N/A     | $1077637.00        | $790070.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1665403.00        | $1725802.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1470000.00        | $936113.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $24000.00          | $18270.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1522210.00        | $1548459.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $409001.00         | $86497.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $26683000.00       | $14758862.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1563643.00        | $51442.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1105000.00        | $726539.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $564506.00         | $504163.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1123295.00        | $1129111.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1792618.00        | $1775573.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2743591.00        | $351093.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $50000.00          | $36838.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $11000.00          | $1538.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4331835.00        | $4451568.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $1243000.00        | $311766.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $2409575.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $659250.00         | $47199.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $6320476.00        | $5318795.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.0000%  | N/A     | $7024524.00        | $4552154.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1275281.00        | $1088046.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $5779157.00        | $4839328.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $77688517.00       | $67935605.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $15214747.00       | $14149440.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $280488.00         | $245940.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5995522.00        | $6182854.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $452079.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $10000000.00       | $6142909.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $2923000.00        | $770966.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4177180.00        | $4227752.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $1069491.00        | $757190.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1501547.00        | $1572965.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.5000%  | N/A     | $1018221.00        | $795147.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $9279240.00        | $8101479.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.0000%  | N/A     | $300000.00         | $183275.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $15000.00          | $12605.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $34000.00          | $23725.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $138776.00         | $96094.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1091262.00        | $1113084.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $3931770.00        | $2935430.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $12059049.00       | $9618134.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1300000.00        | $1030925.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $20040057.00       | $18798242.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $1673570.00        | $1437.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $51000.00          | $45239.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3415055.00        | $3432715.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.0000%  | N/A     | $44781143.00       | $30050250.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $3000.00           | $723.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.5000%  | N/A     | $399286.00         | $250828.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $150000.00         | $589.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $350000.00         | $69179.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $200000.00         | $162934.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $400000.00         | $343687.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 3.5000%  | N/A     | $200000.00         | $76047.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $135000.00         | $65415.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3071520.00        | $2950129.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.5000%  | N/A     | $1766000.00        | $19664.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000000.00        | $854386.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $250000.00         | $73180.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $252000.00         | $134206.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $765.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1758631.00        | $1765049.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $3800000.00        | $829207.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $396000.00         | $97784.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $2173663.00        | $1636342.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $8000.00           | $3023.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $51682256.00       | $48508439.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $70000.00          | $6720.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000000.00        | $1535025.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $943279.00         | $860099.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1697213.00        | $1302389.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $115000.00         | $16644.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $110000.00         | $72944.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2613831.00        | $2689251.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $59000.00          | $44396.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $4258028.00        | $2919922.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1060225.00        | $1122105.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1233654.00        | $1272838.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $10000000.00       | $1211618.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $18344063.00       | $15525935.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $945000.00         | $697086.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.0000%  | N/A     | $142000.00         | $64788.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $22763017.00       | $22835325.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $250000.00         | $56847.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $356037.00         | $258806.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $1870000.00        | $319776.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $30000.00          | $19516.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $102000.00         | $88684.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $315093.00         | $36017.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $81896.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1109250.00        | $1160844.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9192991.00        | $9146432.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $477928.00         | $297841.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1375348.00        | $1381329.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $140000.00         | $17575.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $85254.00          | $6777.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $1000000.00        | $665684.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.0000%  | N/A     | $1306690.00        | $787675.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1659000.00        | $945134.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $40000.00          | $2983.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $17444.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $8145189.00        | $8103745.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $828965.00         | $501479.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $109000.00         | $32495.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1022699.00        | $1058699.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.0000%  | N/A     | $185000.00         | $19364.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $6000.00           | $4972.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $154953.00         | $12532.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $158000.00         | $2175.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $935000.00         | $939054.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $19000.00          | $6863.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $500000.00         | $333779.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $187735.00         | $148724.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $554475.00         | $554339.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.5000%  | N/A     | $158993.00         | $166355.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $3408382.00        | $2579959.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $680000.00         | $514425.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $74000.00          | $2756.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $31500.00          | $24593.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1180209.00        | $1216765.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $320000.00         | $47011.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $28745.00          | $28378.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $38571.00          | $22193.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1534975.00        | $1424919.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $1044166.00        | $709094.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $2076652.00        | $1319797.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $48000.00          | $46519.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $6669159.00        | $6629342.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $11000.00          | $2480.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $10769924.00       | $6923228.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $11000.00          | $8555.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $50000.00          | $1860.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $11938349.00       | $10962719.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000000.00        | $499330.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $12575729.00       | $83692.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $10179768.00       | $10202650.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2240049.00        | $2309559.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $10793163.00       | $9573525.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $700000.00         | $487260.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $184411.00         | $43937.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1536426.00        | $623329.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $50000.00          | $27872.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.5000%  | N/A     | $1500000.00        | $213210.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $494909.00         | $458881.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1470.00           | $1399.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $6654041.00        | $6279495.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $31173.00          | $22692.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $46000.00          | $32323.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $690000.00         | $211845.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $1225000.00        | $10642.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $2122000.00        | $35220.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $8094162.00        | $4890328.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3791.00           | $3103.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2000.00           | $1341.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $3839000.00        | $3131650.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $82000.00          | $11248.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $81000.00          | $17924.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $16136593.00       | $10375415.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $160000.00         | $132120.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.0000%  | N/A     | $240000.00         | $117458.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $3136193.00        | $8633.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.5000%  | N/A     | $21000.00          | $8447.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $32000.00          | $658.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.0000%  | N/A     | $545205.00         | $32724.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $47231.00          | $29720.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $354000.00         | $204875.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $79680.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $184000.00         | $51799.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $115000.00         | $12173.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $3583400.00        | $361422.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 5.0000%  | N/A     | $447600.00         | $3747.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $200000.00         | $102443.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5000%  | N/A     | $3000000.00        | $49586.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $22279319.00       | $21292152.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $2901038.00        | $2769969.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $13000.00          | $1010.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $9066721.00        | $8537709.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $204982.00         | $134820.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7454399.00        | $7271437.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $4025844.00        | $22636.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $3976458.00        | $18164.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $180000.00         | $133576.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $4900967.00        | $3420020.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1283000.00        | $214631.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1793247.00        | $1848891.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $6000000.00        | $3685330.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $119845.00         | $67886.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $3025000.00        | $1852894.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1101415.00        | $1084924.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1039508.00        | $989862.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $380536.00         | $226482.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $2210787.00        | $1393135.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $4016170.00        | $4058101.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $34672800.00       | $33348183.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $2760274.00        | $2208100.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15575000.00       | $67212.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1973445.00        | $1832762.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 6.0000%  | N/A     | $1100000.00        | $1647.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $145000.00         | $50218.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $70877.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $200000.00         | $170623.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $17000.00          | $3129.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $436687.00         | $401810.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1777682.00        | $1731326.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $372279.00         | $65079.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $2300000.00        | $1704032.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $11695639.00       | $12153622.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $2958500.00        | $1438536.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $7023185.00        | $324127.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $250000.00         | $141037.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $569797.00         | $6293.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $63000.00          | $41859.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $73404.00          | $10094.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $3927863.00        | $59975.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1445000.00        | $958818.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $56663.00          | $7881.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $52962.00          | $53070.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1840000.00        | $175559.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $203956.00         | $181297.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $1298000.00        | $1185710.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.0000%  | N/A     | $1000000.00        | $465129.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $136000.00         | $72676.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $340000.00         | $287132.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $53000.00          | $6346.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $81985.00          | $58689.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $1800000.00        | $235999.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $511494.00         | $493736.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1700000.00        | $1437780.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $225000.00         | $187454.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4995475.00        | $5144331.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2585390.00        | $2627364.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $295000.00         | $229557.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2529794.00        | $2369885.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $21000.00          | $15180.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1180749.00        | $1128944.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $4000.00           | $2933.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 2.5000%  | N/A     | $1125000.00        | $297959.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $15000.00          | $2700.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $29423275.00       | $18035657.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000000.00        | $175938.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $3413648.00        | $447226.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $8756615.00        | $8981111.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4684575.00        | $4791684.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $4000.00           | $3134.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1253505.00        | $147614.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5200000.00        | $4039000.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.5000%  | N/A     | $57168779.00       | $47237072.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $14000.00          | $504.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $160000.00         | $131292.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.5000%  | N/A     | $349314.00         | $6467.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $50000.00          | $40398.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $7640612.00        | $6239985.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $1746913.00        | $64256.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1062153.00        | $1014218.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1027224.00        | $1087063.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2389610.00        | $2269043.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $14412000.00       | $13973035.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $13930917.00       | $12758587.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1990015.00        | $2051556.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2442825.00        | $377976.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $55380.00          | $54856.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 4.5000%  | N/A     | $119000.00         | $15132.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $300000.00         | $203097.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $3610871.00        | $3654079.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.5000%  | N/A     | $3101279.00        | $32926.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 3.5000%  | N/A     | $5748000.00        | $4607260.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1098850.00        | $1151659.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1700000.00        | $1306048.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $520000.00         | $474350.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2564000.00        | $2183921.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $5693963.00        | $5304660.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $69720643.00       | $62605104.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $248000.00         | $12667.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 3.0000%  | N/A     | $2500000.00        | $294929.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $2010000.00        | $77570.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.0000%  | N/A     | $9000.00           | $1157.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $9000.00           | $7736.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1221395.00        | $1292725.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $21105000.00       | $6813397.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5202228.00        | $622724.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1604512.00        | $1486056.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 2.5000%  | N/A     | $12500000.00       | $2663279.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3523912.00        | $3637051.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $584011.00         | $415584.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $10229129.00       | $10441990.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1163246.00        | $787294.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $74334.00          | $10002.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $5069642.00        | $3346562.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $916392.00         | $765036.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $100000.00         | $4548.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $15081966.00       | $616787.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $28535.00          | $1380.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $35000.00          | $29421.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4865608.00        | $3406347.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $52000.00          | $8164.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1195202.00        | $1208910.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $506986.00         | $23902.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1063650.00        | $1118178.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $4000.00           | $794.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.0000%  | N/A     | $190000.00         | $41571.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $1549000.00        | $311945.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $158484.00         | $110203.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $17612602.00       | $26227.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1211447.00        | $1280665.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $1922756.00        | $137236.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $27000.00          | $8339.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 3.0000%  | N/A     | $5731615.00        | $4325587.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.5000%  | N/A     | $68328209.00       | $55846854.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $5992897.00        | $5684317.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $29072.00          | $16580.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 3.5000%  | N/A     | $225000.00         | $44730.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $151439.00         | $14214.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $819195.00         | $643133.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 2.5000%  | N/A     | $218000.00         | $33826.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $17904440.00       | $18419026.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $20000.00          | $15860.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2499990.00        | $2639787.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1127454.00        | $1136981.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $595000.00         | $372251.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $3689455.00        | $2964648.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1655253.00        | $1093382.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $2128377.00        | $2262.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $5000000.00        | $2681433.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $9552116.00        | $7909958.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1925172.00        | $1997718.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $675665.00         | $411556.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $29900.00          | $4239.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $257000.00         | $71017.29          | Agency Mortgage-Backed Securities |

### Security 133: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXR67, C.4 - ISIN: US3130AXR672, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500284615.00
- **C.18.a - Value (excl. sponsor support):** $500284615.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005DO8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $1906383600.00     | $1915325492.28     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $116646900.00      | $124674511.31      | U.S. Treasuries (including strips) |

### Security 135: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5E53, C.4 - ISIN: US3130B5E535, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $974989002.00
- **C.18.a - Value (excl. sponsor support):** $974989002.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXBC1, C.4 - ISIN: US3130AXBC19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1225461580.00
- **C.18.a - Value (excl. sponsor support):** $1225461580.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $859639170.00
- **C.18.a - Value (excl. sponsor support):** $859639170.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18IM6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $64.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $97.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 7.0000%  | N/A     | $2467.00           | $0.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $5.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $8510.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $329.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $1069.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $728.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $417.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $235.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $107.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $289.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $23.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $69300.00          | $283.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $164.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $234.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $203.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $335.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $286.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $175.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $99.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $310310.00         | $669.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $16.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $83.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $408.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $167.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $370.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $587.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $17.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $171.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $600.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $92.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $367.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $219.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $627.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $353.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $400.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $276.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $48.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $123.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $20000.00          | $914.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $228.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $72.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $348.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $553.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $35000.00          | $97.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $711.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $5436.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $4.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $900.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $160.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $66.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $468.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1318.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $19.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $64.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $5008.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $187.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $80.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $255.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $307.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $391.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $135.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $56.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $80.97             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $1236700.00        | $1452995.80        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $39.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1419.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $24.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $256500.00         | $481.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1211.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $661.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $130.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $67.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $252.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $777.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $26.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.0000%  | N/A     | $25000.00          | $8.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $55.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $208.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $50000.00          | $800.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $72.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $18.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $105.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $20.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2381.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $9000.00           | $100.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $115.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $72.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $365000.00         | $55.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $904.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1922.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.0000%  | N/A     | $8000.00           | $1.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $356.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $256.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1469.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 9.0000%  | N/A     | $65000.00          | $8.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $10.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $41.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $32.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $344.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $4.33              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $61.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $182950.00         | $3069.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $146.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $449.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $347.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $182.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $213.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $440600.00         | $1443.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $168.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $859.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $330.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $53.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $4.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $196.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $2132.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $311.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $194000.00         | $2451.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $51.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $147.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $69000.00          | $27.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $683.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $71.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $74.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $1000.00           | $106.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $38.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $1315.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $290000.00         | $54.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $583.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $453.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $150.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $59.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $34000.00          | $7.80              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $1000.00           | $18.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1624.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $2051.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $34.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $150.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $730.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $48.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $619.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $58.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $315.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $4.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $70000.00          | $130.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $138.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $259.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $204.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $32.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $15.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $61.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $285.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $792.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $1219.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $157.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $5374.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $150000.00         | $100.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $268.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $45.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $324.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $243.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $696.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $57.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $22.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $44.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $72.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $254.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $10661.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $60000.00          | $3.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $92.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $174.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $30.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $58.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $3.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $353.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $34.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $120.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $318.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $49.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $710.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $116300.00         | $1056.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $2348.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $65.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $28.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $38.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $29.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $113.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $357.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $118.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $51000.00          | $852.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $16.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $637.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1585.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1435.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $133.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1312.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $245.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $75000.00          | $125.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2351.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $711.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $9000.00           | $814.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1509.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $815.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7658.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $154.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $632.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $824.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.5000%  | N/A     | $5000.00           | $4.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $27.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $406090.00         | $3171.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $193.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $143.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $352500.00         | $38.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 7.0000%  | N/A     | $3000.00           | $0.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $201.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $88.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $187918.00         | $2337.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $79.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $3193.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $182800.00         | $1923.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $55.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1339.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $198.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $6000.00           | $40.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $299.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $294.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $80.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $48.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $43.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $285.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $346.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $79.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $5000.00           | $273.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $33.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $273.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3780.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $7.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $135.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $157.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $285.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.5000%  | N/A     | $5000.00           | $222.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $85.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $159.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $74.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25025.00          | $5.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $968.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $25000.00          | $48.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $197.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $257.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $51.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $43.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $75.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $78.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $788.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $31.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $665.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1488.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $331.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $82.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1566.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2273.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $343.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 4.8750%  | N/A     | $1000000.00        | $1555.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 8.0000%  | N/A     | $320000.00         | $3.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $3.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $180.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $21.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $270.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $40.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $208.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $513.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | 8.0000%  | N/A     | $185000.00         | $9.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $383.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $139.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $31.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $44.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $246.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $500.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $271.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $76389.00          | $7.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $811666.00         | $2303.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $176138.00         | $1800.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $420.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $140.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $47.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $22.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.5000%  | N/A     | $175000.00         | $49.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $120.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $130.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $205.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $123.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $147.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $19.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $114.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $175000.00         | $41.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $164.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $33.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $530.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $12.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $433.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $141000.00         | $228.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $46.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $100.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $359.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $409.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $409.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $300.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $170.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $248.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $564.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $259.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1550.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $40000.00          | $697.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $6.15              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $47.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $389.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1345.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $90.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $15000.00          | $489.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $295.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $249.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $993.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $304.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $754.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $22.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25487.00          | $47.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $141.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-07-25      | 4.0000%  | N/A     | $45000.00          | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $200000.00         | $286.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $289.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $24.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $375.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $172.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $58.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $174.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $14.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $50000.00          | $35.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $1.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $418.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $104000.00         | $1653.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $73.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $174.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265287.00         | $1355.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $114.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1340.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $483.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $29.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $27.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $70.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $448.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $118.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $40.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $13.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $29.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $1046.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $3.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $763.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $77500.00          | $57.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $655136.00         | $41.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2984.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $558.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2303.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3468.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $119.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $84.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1851.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $79.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $698.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $846.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $449.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1920.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $35000.00          | $24.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $206.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $363.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $3162.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $175562.00         | $71.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2901.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $67.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $411.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $796.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $18.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $407668.00         | $508.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $73218.00          | $54.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $817.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $909.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $60.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1357.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1871.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $386750.00         | $953.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $874.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $528.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $58.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $597.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | 7.0000%  | N/A     | $195043.00         | $11.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $9.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $167.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.4720%  | N/A     | $50000.00          | $9206.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $16.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $835.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $116.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $116.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $38.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1324.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $220.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $125.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $16.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $750.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $835.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $105.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25366.00          | $160.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $428.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 7.0000%  | N/A     | $5000.00           | $0.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $41.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $88.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $619.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $207.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $181.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $2005.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $297.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $927.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $823.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $770.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $67.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1097.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $24.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $27.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $684.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $81.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $48.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $921.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $168.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $353.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $157000.00         | $497.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $119.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $265.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $77220.00          | $81.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $63454.00          | $96.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $59.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $140.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $278.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-15      | 7.5000%  | N/A     | $25092.00          | $0.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $790.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $636.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $87.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $421.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $334.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $59.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $9.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 8.0000%  | N/A     | $49940.00          | $0.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $228.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 3.5000%  | N/A     | $7000.00           | $3.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $35.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $88.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $587.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $73.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $33.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1201.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $240000.00         | $602.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2381.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $238.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $293.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $217.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $24000.00          | $168.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $62.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $774.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $154.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $514.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $686.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $91.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $23.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $2.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $803.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $278417.00         | $331.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $213.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $27.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $530.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 7.5000%  | N/A     | $323940.00         | $18.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $823.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $9500.00           | $1256.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3104.00           | $1617.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $68.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $31.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $17272.42          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $1.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $2.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2691.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $83.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $165000.00         | $129.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1494.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $168.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $910.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $614.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $300.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $15.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $35.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $66333.00          | $64.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $160.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $9.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $249.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3000.00           | $260.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $95.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $1.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1317.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $559.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $617.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $430.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $199.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $347.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $25.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $1386.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2213.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $212.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $25219.00          | $0.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $251.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $864.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $9.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 7.0000%  | N/A     | $121500.00         | $117.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $6000.00           | $615.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $51.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $210.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $25114.00          | $2.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $100.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $13000.00          | $23.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $266990.00         | $3323.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $240500.00         | $1523.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $272.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $776.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $24.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $108.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $396.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $37.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $1.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1487.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $665.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $2.49              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $16.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $28.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2991.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $841.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.9280%  | N/A     | $50000.00          | $12490.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $733.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 7.0000%  | N/A     | $46000.00          | $13.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $923999.00         | $479.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $111.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $44.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $69.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $273.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $758.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $464.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $70.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.5000%  | N/A     | $2000.00           | $3.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $52.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $162.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $134.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $141.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $220.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $11203.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $432.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $65.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $143000.00         | $4242.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $1272.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $233.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5700.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $325.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $413319.00         | $252.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.0000%  | N/A     | $15000.00          | $0.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $290.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $599.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $257.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $388.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $192.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $43.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $826.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $87000.00          | $850.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $76.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $461.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $73.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $32.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $64.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $351.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $165.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $44000.00          | $601.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $536.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $24.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $551.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $35.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $41.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $2.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $779.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $19.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $541.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $91000.00          | $938.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $15.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $76.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $8.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $103.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $20000.00          | $25.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1249.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $32.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $219.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $299.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $7.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $1274.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3704.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $736.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $269.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $3.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $72.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $63.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $369.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $216.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $46.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $398.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $79000.00          | $1106.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1574.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $1015.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $785.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $25.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $530.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $207.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $95000.00          | $845.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $20.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $179.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $40000.00          | $4.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $72500.00          | $734.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $306.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $118.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $188.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $19.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $983.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $10.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $7000.00           | $246.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $85.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $169.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $197.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $716.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $47.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $121.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $834.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1362.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $353.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $57.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $145.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $23.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $62.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $85.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $10.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $154.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $524.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $72.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $11.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $574.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $69.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $314.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $389.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 8.0000%  | N/A     | $6000.00           | $0.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $102.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $78.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $8.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $42.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $6138.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $5000.00           | $14.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $2334.00           | $272.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $27.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $132.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $12.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $428.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1555.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $111000.00         | $31.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $693.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $217.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $19.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $197.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $993.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $36300.00          | $30.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $161.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $28.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 6.5000%  | N/A     | $48750.00          | $15.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.25              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $1000.00           | $90.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $106.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $67000.00          | $621.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4622.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $53.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $6000.00           | $104.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $591.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $73.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $210.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $226.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $310.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 4.7500%  | N/A     | $503419.00         | $182.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $234000.00         | $180.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3696.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $123.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $25.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $231.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $686.60            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $41000000.00       | $46725975.65       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $284.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $188.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $562.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $96.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $311.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $327.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $7.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $692666.00         | $106.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $40.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $512.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $15.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $433.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $80.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $867308.00         | $1202.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $8.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $27.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1788.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $194.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $2.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $175.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $272.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $713684.00         | $773.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $714.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $256.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 3.5000%  | N/A     | $2000.00           | $1.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 4.0000%  | N/A     | $45000.00          | $23.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $37.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $164.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $622.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-15      | 7.0000%  | N/A     | $105703.00         | $0.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $1020.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1206.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 8.0000%  | N/A     | $95821.00          | $1.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $405.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $129.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $203.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $537.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $468.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $22.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $65.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $11.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $987.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $716.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $1208028.00        | $122.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1367.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $808.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $13.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $2275.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $156.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $39.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $17.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $418.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $55000.00          | $806.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $86.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3652.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $118.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $23.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $653.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $34500.00          | $1406.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $155000.00         | $378.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $241.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $895.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $6.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $719.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $60.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $178.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $160.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $125108.00         | $1446.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $89.74             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $87.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $515.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $596.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $32.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $150.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $197.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $489.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25000.00          | $315.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $949.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1936.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $399.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $25000.00          | $19756.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $438.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $163.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $965.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $225000.00         | $3274.46           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $38.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1586.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $294.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $531.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $88.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $96.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1328.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $141.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $31.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $63.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $23.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $333.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $29.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $331.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $67500.00          | $33.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4921.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $120004.00         | $1515.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $204.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $206.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $261.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $71.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $313.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $111.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $89.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $637.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.5000%  | N/A     | $27241.00          | $31.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $46.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $16.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1761.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1144.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2329.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $18.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $357.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.5000%  | N/A     | $188500.00         | $3.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $393.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $3108.00           | $11.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $408.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $132.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $46.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1734.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $39.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $1.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $217.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $9.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $526.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $154.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $203.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $136.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $251.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $61.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $13.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $25069.00          | $24.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3562.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $319000.00         | $653.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $828.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $238.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $423.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $623.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $353000.00         | $159.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $206.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $628.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $325.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2355.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $154.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $191.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $31.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $75.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $24.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $194.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $30.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $543.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $549.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $1061.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $334.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $16.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $902.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $1042.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $133.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $65.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7856.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $122.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $128.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $45.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $432.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $507.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $19.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $75.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $507853.00         | $1531.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $212.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $409.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $96.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $50538.00          | $7.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $70.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $8.69              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $176.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $591.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $67.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $293.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2869.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $82.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $4.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $560.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $192.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $183.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $657.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $289630.00         | $188.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $148705.00         | $62.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $83.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $172.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 7.0000%  | N/A     | $225082.00         | $3.54              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $235.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $135.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $108.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $55.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $514.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $184.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $1214.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $637.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1170.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $65000.00          | $14.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $91.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $124.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $440.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $688.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $637.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $134.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $6038.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $396.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $95.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $845.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $718.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $4.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $205.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $59.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4947.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $363100.00         | $177.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1379.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $190.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $729.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $4.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $86.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $259.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2340.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.5000%  | N/A     | $158000.00         | $14.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $109119.00         | $1168.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $335.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $48.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $293.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.0000%  | N/A     | $50000.00          | $178.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $52000.00          | $493.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $99.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $107.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2370.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $275.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $27000.00          | $338.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $34.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $1088.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $111.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $94.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $285.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $536.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $101.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $1000.00           | $3.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $541500.00         | $823.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1270.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $60000.00          | $646.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $11.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $84.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $366.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $132.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $174.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1654.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $363.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 8.0000%  | N/A     | $65000.00          | $14.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $4.40              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $60.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $4.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1959.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $25.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3341.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $467.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $76.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $633.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $182.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $608.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $199.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $99.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $13.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $103.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $285.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $82.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $143.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $9.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $467.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $377274.00         | $277.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $2094.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $451.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $219.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $382.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $7000.00           | $73.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.7820%  | N/A     | $85000.00          | $601.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $79.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $588.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $1048.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $155000.00         | $349.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $37.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $329.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $204.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $170.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $743.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $126.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $39.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $187.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1953.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $84.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $89.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $1152.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $398.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $67.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $20.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $197.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $201.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $374.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $842.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $109.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $482.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $2099.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $347.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $27.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10817.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246500.00         | $764.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $145.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9423.00           | $1702.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $23.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $902319.00         | $3327.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $213.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $877.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $55.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $147.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $191.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 7.0000%  | N/A     | $1000.00           | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $258.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $65000.00          | $29.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $70.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $314.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $296000.00         | $1317.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $51.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $606.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $869.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1132344.00        | $874.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $7.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $783.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2670.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $200000.00         | $101.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3392.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $75.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $49.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $4.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $221.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $1388.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $17376.00          | $1262.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $887.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $396.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $43.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $200.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $34.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1426.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $26.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $254.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $429.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $436.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $173884.00         | $487.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $265000.00         | $91.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $295.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $411.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2375.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $14079.00          | $146.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $16.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $5.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $102.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $229.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $313.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $413466.00         | $366.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $336.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $108000.00         | $231.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $361.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $25811.00          | $24.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $798.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $87000.00          | $1280.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $176.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $29.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $10.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $483.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1111.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $154.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1927.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $147.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1442.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $25.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $76.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $20.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $14.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $8.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $288.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $224.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $8.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $77.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $2.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $17.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $28.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $42.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $266113.00         | $207.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $96.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $6000.00           | $240.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $68.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $94.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $318.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $324.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1832.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $253.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $237.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $88.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $50.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $131.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $240.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $139.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $270.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $7536.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $191.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2297.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $559.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $108.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $21.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $22.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $170.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $116.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $593661.00         | $377.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $492.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $161.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $326.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $436.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $482.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $125.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $107500.00         | $215.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $3378.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $24.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $41.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $13.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $7446.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $247500.00         | $35.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.7410%  | N/A     | $90000.00          | $10503.23          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $15.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $328.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $265000.00         | $1945.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $2067.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $562.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1575.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $365.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $7.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4757.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $190041.00         | $40.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $466.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $381.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $10000.00          | $1022.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3616.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $41.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $238.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $234.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $222.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $17.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $463.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $60.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $1.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 7.5000%  | N/A     | $165329.00         | $1.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $284.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $532.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $67.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $558.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $132.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 8.0000%  | N/A     | $20000.00          | $10.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $189.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $80.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $185000.00         | $6.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $566.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $312.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $219.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $102.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $21.13             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $44.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $13759.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $565.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $233.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $59.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2000.00           | $55.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $314.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $103.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $180508.00         | $2389.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $132.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $121.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $918.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $110.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $29.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $1060.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $239.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $218.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3689.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1697.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1622.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $95.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $7.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $335.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $790.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $173.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $296.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $2500.00           | $381.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $227.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $665.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $161.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $21.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $71.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $745.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1629.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $58.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $212.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $54.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 4.8750%  | N/A     | $500050.00         | $1097.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $228.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $103.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $200.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $83.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $1058.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $123.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $59.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $129.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $257.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $77.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $298.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $224.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $124.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $219.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 7.0000%  | N/A     | $38000.00          | $3.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2897.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $157.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $7968.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $2000.00           | $131.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $177.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $773.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $25.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2427.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $18.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $37.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $81.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $53.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $57.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $20000.00          | $237.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $83.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $1080.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $116.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $222.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1118173.00        | $1635.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2983.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $25000.00          | $10.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $624673.00         | $2206.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $49000.00          | $981.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $786.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $589.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $159.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $151.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $289.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $451.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $38.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $393000.00         | $643.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | 7.0000%  | N/A     | $37000.00          | $5.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-15      | 7.5000%  | N/A     | $25000.00          | $0.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $175000.00         | $117.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $68.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $405.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $582.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $621.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $4036.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $96.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $581.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $713.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $814.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $38000.00          | $107.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 5.5000%  | N/A     | $80000.00          | $11.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $409.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 8.0000%  | N/A     | $100000.00         | $38.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $29.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $271.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $154.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $618178.00         | $26.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $280.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $6.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $8000.00           | $437.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $483.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $282.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $179.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 8.0000%  | N/A     | $35000.00          | $4.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $33334.00          | $437.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $72.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $24.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $114.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $113.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $179.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $540.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25320.00          | $2.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $500.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $274.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1528.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $467.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $1085.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $105000.00         | $223.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $453.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $43.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $542.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $494.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $27.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $200.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $199.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $262.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $77500.00          | $974.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $659.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1371.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $58.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30039.00          | $402.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1953.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $339.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $186.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1460.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $896.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $6000.00           | $218.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2694.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $19200.00          | $266.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $660.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2929.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $54.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $2000.00           | $673.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2979.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $319.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $121.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $859.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $480.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 8.0000%  | N/A     | $105000.00         | $1.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $139.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $180.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $33.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $21.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $390.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $42.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $25000.00          | $94.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $496.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $74.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $66.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $390.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.5000%  | N/A     | $484717.00         | $11.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $517.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 4.0000%  | N/A     | $300000.00         | $68.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $97.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $274.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $3471.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $654.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $11748.00          | $180.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $432.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $52.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $449.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $12000.00          | $106.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $717.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $314.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $38.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $302.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $468.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $265000.00         | $381.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $45000.00          | $43.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $264.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $2036.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $603.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1200.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $314.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $298.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $80.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $53.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $500840.00         | $4938.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $308.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $10000.00          | $123.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $422.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $199.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $131.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $352.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $207.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $389152.00         | $529.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $16.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $95.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $67000.00          | $2701.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $411.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1254.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $48.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $187.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $531.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $108.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $30000.00          | $7.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $55.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $500484.00         | $454.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $260.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $100000.00         | $35.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $7000.00           | $110.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $405.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $27.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $274.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $56.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $32.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $80.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $25.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $795.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $26.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $567.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $68.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $43.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $142.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $2048.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1672740.00        | $3109.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $203.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $682.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $404.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $178.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.5070%  | N/A     | $350000.00         | $78.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $617.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $67500.00          | $1024.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $521.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-01      | 5.0000%  | N/A     | $100000.00         | $33.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $1103.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $12.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $59.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1295.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $4000.00           | $231.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1810.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $61.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $23000.00          | $268.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $123.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $136.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $104.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $856.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1646.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2384.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $471.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $31.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $698377.00         | $1257.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6484.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $452.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $928.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.0000%  | N/A     | $304950.00         | $38.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3775.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $192.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $208.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $35.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $19.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $510.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $11.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $539.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $28.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $63.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $209.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $89.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1138.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $285.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $289750.00         | $199.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $231.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $898.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $108.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $418.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $456.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $496.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $38.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $455.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $342.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $530.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $204.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11936.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $92.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $7.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $87.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $711.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $124.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $5087.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $4.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $44.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $4.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $542.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $175.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $363.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1152.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 8.0000%  | N/A     | $20000.00          | $0.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1409.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $103.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $638.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $85.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $16.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $312.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $700.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $58.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $6000.00           | $361.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $714.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $42.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $191.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $361.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $4000.00           | $392.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $970.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $200.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $14.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $36.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $44500.00          | $5.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $108334.00         | $14.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1771000.00        | $1925.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $601460.00         | $8154.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $39.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $31.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $113406.00         | $1418.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $112.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $1096.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $125000.00         | $31.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $166.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $155.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $3000.00           | $391.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $42.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $6.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $23.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $493.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $181.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $670.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $161.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $92.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $82.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4620.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $389.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $682.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1355.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $25000.00          | $445.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $34.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $79.74             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $109.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $140.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $497.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $30000.00          | $144.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $30.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $35.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $32.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $118.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $111.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $1000.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $107.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $238.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $389.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1341.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $122.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $399.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $29.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $26.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2428.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $95.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1962.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $275464.00         | $2423.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $130.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $97.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $806.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $88.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1317.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 8.0000%  | N/A     | $25038.00          | $15.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $236.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $27.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $564000.00         | $399.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $472.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $56.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $104.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $43.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $558.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2237.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $254.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $70.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $147.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $277.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $314.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $228.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $10500.00          | $613.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $446.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $270.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1014.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $336.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $53.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $140.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $32.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $449.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $472.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $50000.00          | $642.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $24.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $66.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1455.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 6.0000%  | N/A     | $90000.00          | $15.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1513.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $125.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $19.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $53.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 7.0000%  | N/A     | $170000.00         | $3.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $1.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2624.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $160000.00         | $1060.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $47.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $275.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1183.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $412.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $56.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $378.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $95.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $55.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $152525.00         | $102.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $287.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $312.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $418.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $32.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $119.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $1169.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $212.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $119000.00         | $2264.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 6.0000%  | N/A     | $6000.00           | $2.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $30000.00          | $2.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1650.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1173.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $581.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $990.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $86000.00          | $97.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $15000.00          | $396.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $87000.00          | $10.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $723.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $388500.00         | $489.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $99.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $45.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $685.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $288.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $56.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $30.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $229.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $153.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $62500.00          | $60.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $79.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $732.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $97.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $107.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $823.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $11273.00          | $0.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.2500%  | N/A     | $75000.00          | $51.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $137.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $225.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $2477.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $27.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $23.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1587.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $53000.00          | $139.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $161.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $275.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $438000.00         | $557.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $100000.00         | $32.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $282.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $676.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $567.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $246.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $911.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1206.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $131.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $2.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $746000.00         | $1162.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $8.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $205000.00         | $79.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $148.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $104.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $57.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $448.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $231.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $21.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1429.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 6.5000%  | N/A     | $65000.00          | $6.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $161.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $99.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1436.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $32.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $7000.00           | $83.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $50.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $29.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $56.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $517.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $119.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $542.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $136.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $51.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $361.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 6.0000%  | N/A     | $75000.00          | $71.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676836.00         | $534.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $719.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $76.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $345.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $212.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $170.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $120.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $230.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $13000.00          | $24.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $5.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $40.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $203.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $171.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $457.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $223.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $730.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $584.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3962.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $7.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $84.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $306.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $130000.00         | $89.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $280.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $628.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $979.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1227.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $683.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 5.0000%  | N/A     | $100000.00         | $52.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $128.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $41.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1104.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $128.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $65000.00          | $656.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2286.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $1157.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $254.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $151.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $484.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $80000.00          | $22.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $223.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $76.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $11.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $50.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $557.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $281.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $10.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $24.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $157500.00         | $36.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $2.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $70115.00          | $41.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $19.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $4000.00           | $290.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1665.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $282.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $296.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $176.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $4.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $122.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $130.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $309.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $663.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $461.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $3000.00           | $414.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2475.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $10.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $323.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $167.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $5000.00           | $2.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $164.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4338.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $261.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $194.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $656412.00         | $2272.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $264.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $171.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $130.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $836.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $12000.00          | $276.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $21.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $515.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $740.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $333.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $91.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 7.0000%  | N/A     | $523929.00         | $3.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $7.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1265.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $292.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1649.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $54.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1758.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $115.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $24.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $65.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $15.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $21000.00          | $1678.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $12000.00          | $1055.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $818.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $83.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $55.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $194.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $134.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $179667.00         | $1654.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $402.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 9.0000%  | N/A     | $95000.00          | $36.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $224.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $1025.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $169.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $570000.00         | $650.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1007334.00        | $59.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $2125.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $478.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.5000%  | N/A     | $146000.00         | $16.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $4.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $305.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $620.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $11250.00          | $758.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $106.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $101.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1000.00           | $961.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $157.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $22467.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $538.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $41.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $22.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $15.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $136.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $42.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $225500.00         | $153.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $675.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $276.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $447.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.5000%  | N/A     | $25000.00          | $436.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $12.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $30.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $58.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $238.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $348000.00         | $1318.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $112.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $250000.00         | $123.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $3.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1702.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $513.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $219000.00         | $248.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $26.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2488.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $430.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $378.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $206.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-15      | 8.0000%  | N/A     | $118295.00         | $5.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1661.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $19000.00          | $171.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $41.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $801.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $632.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $280.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $140285.00         | $952.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $1012.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $98.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $500.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $186.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $789.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $38.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $675.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $1025.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $65.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $150.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $241.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $669000.00         | $642.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $144.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $103.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $345.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $107.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2393.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $979.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $108.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $12.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $182.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $94.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $8.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $254.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $410.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $231.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $574.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $105000.00         | $1681.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $126972.00         | $455.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2350.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $390.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $181.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $104.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $850.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335538.00         | $477.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $75.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $75.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $20.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $382650.00         | $2700.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $24.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1784.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $201.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $275.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $221.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $193.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $795.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $21000.00          | $514.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $130.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $34.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $3000.00           | $2.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $5303.39           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $5787500.00        | $6185794.34        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $111.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $132600.00         | $1807.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $544.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $29.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $389.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $211.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1612667.00        | $531.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1877.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $19.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $393.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $38.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $2122.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $383500.00         | $264.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $961000.00         | $937.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $516.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $83.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $150.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $435.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $454.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $326.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $10.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $8500.00           | $1325.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $500.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $715.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $487.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $179605.00         | $2082.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $136.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $158.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $122.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $896.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $268.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $29.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $574.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2905.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $1003.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $267.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $55.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $880.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $80000.00          | $15.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $308.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $100.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $343.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1770.00           | $956.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $54.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $142.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $68.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1069.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $145.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $3.81              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $58.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $588.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $47000.00          | $20.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $154.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2197.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $45000.00          | $978.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $59.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $37.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $35.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $115000.00         | $77.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $147.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $173.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $485.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1172071.00        | $1302.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1793.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $283.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $133.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $4.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $370.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $2000.00           | $15.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $172.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $33.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $410.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $851.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $37.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $543496.00         | $20.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $372.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $396.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $127.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2149.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $382.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $19.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1701.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1161.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $160.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $146.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $117831.00         | $1539.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $16.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $426.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $141.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1661.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $78.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $540.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $46.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $279.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $252.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $23.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $129.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 5.0000%  | N/A     | $28000.00          | $3.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $201000.00         | $2058.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $91.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $2288.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $10000.00          | $0.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $720.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $107.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $114.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $51000.00          | $657.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $267.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $432.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3000.00           | $344.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $134.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $2175.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $15.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $106.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $1373.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $24.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $336.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $353050.00         | $688.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $50.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $231000.00         | $139.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $305000.00         | $385.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $825.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 5.5000%  | N/A     | $25332.00          | $1022.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 7.0000%  | N/A     | $5000.00           | $0.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $29.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $74.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $6.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $465.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $75.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $43.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $654.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $3067.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $8.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $68.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.8270%  | N/A     | $80000.00          | $16068.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $15.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $50910.00          | $180.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.7450%  | N/A     | $50000.00          | $16199.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $106.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $658.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $67.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2338.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $10000.00          | $7.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $232.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $15.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $59.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $232.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $145.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $122.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $149250.00         | $1883.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $174.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $13500.00          | $135.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $712.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $693.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $174.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $503178.00         | $535.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $14241.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $2216.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $108.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $60.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1216.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $12.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $123.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $391.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $33.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $567.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $472.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $112.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $32.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $376.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4231.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $194.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $116.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $477.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $268.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $261.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $254.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $271.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $2130.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $4000.00           | $15.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $1069.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $207.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $426.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $297500.00         | $209.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $65.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $50.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $52.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1486.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $20.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $115.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $16750.00          | $1273.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $375.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $458.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $99.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $380.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $99.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3180.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $43.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $55.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2431.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $61000.00          | $802.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $20.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $524.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $92.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $803.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $14.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $228.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $146.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $63.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.0000%  | N/A     | $110000.00         | $55.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $930.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $2020.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 8.0000%  | N/A     | $171000.00         | $10.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $104.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $595.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $134.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2777.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $344.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $56.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $214.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $29.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $324.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3811.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $146.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $142.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $43.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $740064.00         | $961.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $277.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1751.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $362.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 6.5000%  | N/A     | $25102.00          | $0.36              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $80.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1779.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $151.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $501.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $381.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $4.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $175000.00         | $72.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $8000.00           | $606.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1788.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $16.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $309.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $127.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $8000.00           | $22.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1568.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $591500.00         | $197.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $2707.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $434.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $165.09            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $117439500.00      | $103545262.11      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2025-11-20      | 7.5000%  | N/A     | $25000.00          | $0.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $239.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $204.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $923522.00         | $2780.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $663.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $35.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $994.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $696.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $599.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $266.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $75000.00          | $505.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $24000.00          | $3131.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $86.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $3.39              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $50.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $58.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $867.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $2000.00           | $255.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $370000.00         | $276.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $44.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 7.0000%  | N/A     | $10000.00          | $0.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $46.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $331.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 6.5000%  | N/A     | $125000.00         | $16.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $236.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $816.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $598.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $124.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $427.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $404.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $573.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $616.59            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $29875900.00       | $30047019.09       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2025-08-01      | 3.5000%  | N/A     | $18000.00          | $1.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $68.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $731.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $429.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $114.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $75.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $319.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $98000.00          | $201.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $757.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $302.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $30000.00          | $10.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $70.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 3.5000%  | N/A     | $27000.00          | $75.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $87000.00          | $897.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $66.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $415.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $63.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $97.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $760.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $141.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $335.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $210.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $100.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $177.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $201000.00         | $374.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4873.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $15942.00          | $213.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $1300.00           | $128.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $6000.00           | $1163.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $346.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $198.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $21000.00          | $166.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $2225.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $73.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $828.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $102.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $290000.00         | $83.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $150000.00         | $270.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $589.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $217.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $181.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $382.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.5000%  | N/A     | $230000.00         | $22.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $81.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $30.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $77.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $699.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $78.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1398.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $159.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $151.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $97.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $854.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $83.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $64.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $3000.00           | $173.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $15000.00          | $178.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $176.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $260.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $39667.00          | $8655.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $3096.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $578.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1500.00           | $512.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $389635.00         | $4947.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1666.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $92.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $207.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $464.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $341.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $129.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $407.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $125645.00         | $4.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $154.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $73.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $112.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $621.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $177.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $115.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $756.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $452.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $393.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $100.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $274.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $20000.00          | $298.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $390.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $175.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $93.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1272.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $98.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $584.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $622.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $296.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $178.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $716.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $23.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $16.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $5.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $155.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $60.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $61.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.8970%  | N/A     | $150000.00         | $403.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $373.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $461.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.5480%  | N/A     | $300000.00         | $4317.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $244.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $1024.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $60.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $118.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $93.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $325000.00         | $183.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $23.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $566.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $30000.00          | $24.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $98.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $45000.00          | $577.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $118000.00         | $1739.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $96.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $50000.00          | $334.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $2044.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $450.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $50000.00          | $2.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $179.22            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $13000000.00       | $14172088.74       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $60622.00          | $5.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $31200.00          | $19.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $332.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $187.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $275.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $1062.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $91.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $770.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $289.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $532.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $6205.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $464.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $24.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $107.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $88.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $211.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $10344.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $2000.00           | $24.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $56500.00          | $853.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $3.91              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $68.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $64.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $804.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $243.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $225000.00         | $33.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $4136.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $78.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $405.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $102500.00         | $2616.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $680.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $540.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 6.5000%  | N/A     | $35000.00          | $1.63              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $107.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $29.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1361.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $745.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $687.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1320.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $248.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $230.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $10.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $89.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $556.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $3000.00           | $48.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1416.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $20.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $270.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $132.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $67000.00          | $261.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $376.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $69.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1975.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $328.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $456.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $66.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $604.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $43.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $256.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $5075.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $323.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $85.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $260.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $778.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $205.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $597.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2319.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.5000%  | N/A     | $116000.00         | $170.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $739.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $138.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $71.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $30000.00          | $77.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1412.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $363.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $296.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $3176.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 6.5000%  | N/A     | $429167.00         | $38.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $163.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $93.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $334.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $112.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $270.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $176.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $1021.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $59.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $295.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $7.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $177.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $25000.00          | $17.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $59.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $98.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $2655.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $8.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $16.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $187.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $419.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $364.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $101.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $147.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $165248.00         | $245.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2744.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $488.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $319.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $49.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $34.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $261.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $178.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $552.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $430.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $132.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $998.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $450336.00         | $60.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $151.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $325.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $21.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $159.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1939.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $68.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $410.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $39000.00          | $718.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $475.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $217.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $107.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $13000.00          | $3.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $271.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $112.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1860.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $90000.00          | $36.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $35000.00          | $269.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $66.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $4000.00           | $46.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $81300.00          | $2.90              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $140.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $32.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $527.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $418.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $124.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $150000.00         | $213.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $216.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $979.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $180.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $31.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $46.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $14600.00          | $1303.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $80.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $223.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $181.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1862.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $28.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $547.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $194.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $532708.00         | $529.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $704.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $639680.00         | $2357.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $556.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $57.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.5000%  | N/A     | $6000.00           | $17.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $723.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $2088.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $7417.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $667.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $708.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $151.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $363152.00         | $589.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50146.00          | $106.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $5500.00           | $483.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $366.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $20.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $41.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $30.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $80000.00          | $144.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $102.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $584.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $102.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $31539.00          | $8.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $2133.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.0000%  | N/A     | $246839.00         | $12.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $13.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $278.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $123.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $18.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $478.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $525.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2215.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $274.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $252.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $187484.00         | $2017.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $213.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $184.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $22000.00          | $206.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $1000.00           | $56.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $124.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $66000.00          | $397.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $111.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $71.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $202000.00         | $120.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $50000.00          | $10.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $32000.00          | $221.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $67500.00          | $694.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $9.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $124.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 7.0000%  | N/A     | $100000.00         | $16.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $5000.00           | $856.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $39.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $11.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $52.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $172.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $518500.00         | $1733.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $64.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 8.5000%  | N/A     | $40000.00          | $1.63              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $19.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $5000.00           | $0.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $678.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1898.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $70.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $85.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $829.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $215.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $118.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1330.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $44000.00          | $526.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1731.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $955.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $132000.00         | $50.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $211.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $30000.00          | $6.95              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.81              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $85.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $145.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | 7.0000%  | N/A     | $225000.00         | $5.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $3292.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1909.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $16000.00          | $104.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $30000.00          | $108.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 3.5000%  | N/A     | $6347.00           | $5.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $85.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $1286.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $100000.00         | $584.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $7.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $180000.00         | $46.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $22.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $211.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $449.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $71.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $876.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1086.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $50000.00          | $4.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $228.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $106728.00         | $1575.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3386.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $112.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $5000.00           | $13.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $57.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $460.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $319.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $10.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $163.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $487.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1443.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $900.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $52.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $1.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $321.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $4197.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $60.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $210085.00         | $3897.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $473.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $173.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1118.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | 7.5000%  | N/A     | $50000.00          | $18.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $152.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $215400.00         | $88.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $3215.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $75.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $28.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $159.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $59500.00          | $763.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $130.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $769.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $1076.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $142.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $718.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $150000.00         | $20.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.5000%  | N/A     | $82825.00          | $5.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $105.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $316.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1485.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $361.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1504.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $91.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $281.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $77.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $647.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $626.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $155000.00         | $76.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $61.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $22.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45299.00          | $144.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $170.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $64.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $40.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $10.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $3513.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $289.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $236.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $639.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $99.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | 7.5000%  | N/A     | $25000.00          | $1.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $571.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $573.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $344.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $593.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $136.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $182.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $393.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $77000.00          | $871.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $813.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $111.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $207.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $583.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $59.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $6000.00           | $4.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $114.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $6035.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $381.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $17.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $208.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1497.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $5.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $55.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $189.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $73.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $17.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $118.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $339.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $166275.00         | $2278.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $117000.00         | $48.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $383.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $42.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $30.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $93.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $363.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $120.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $4.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $26945.00          | $534.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $444.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $159.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $896.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $203000.00         | $148.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $641.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $65523.00          | $209.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $490.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $142.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $54.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $219.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $68.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $299691.00         | $467.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $229.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $22.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2000.00           | $263.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1520.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $490.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2318.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $235000.00         | $88.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $318.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $20000.00          | $19467.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $32000.00          | $7.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $24.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $67000.00          | $191.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $79.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $90.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3369.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $4.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $86.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $625.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $385.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $80.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $13.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $123000.00         | $119.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $46.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $399039.00         | $2252.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $517.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $517.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $30.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | 7.0000%  | N/A     | $442300.00         | $9.63              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $494.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $205456.00         | $349.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2706.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.7500%  | N/A     | $130000.00         | $78.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $380000.00         | $310.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $27.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $83.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $21436.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $44.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $15000.00          | $3.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $469500.00         | $4179.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $18.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $333.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $301000.00         | $159.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $74.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $579.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $640.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $244.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $35.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $27.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1392.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $811.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $9.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $21.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $90.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $887.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $259.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $358.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $474.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $41000.00          | $339.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $121.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $37000.00          | $784.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $883.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $2804.00           | $21.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $42.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $3005.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.98              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $4012.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $82000.00          | $154.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $100.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $102.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $50000.00          | $34.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16158.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $595020.00         | $613.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $7536.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $2009.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $160000.00         | $94.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $497.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $233.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $55.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $26000.00          | $36.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $506.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $205500.00         | $2915.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $34.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $77.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $96.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $272.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $136.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $460.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $136.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $54.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 8.0000%  | N/A     | $30000.00          | $0.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $40000.00          | $36.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $799.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $12.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $703.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $92.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $284.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $62.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $356.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $84.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $27000.00          | $1233.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $170.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $113.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $2208.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $4500.00           | $828.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 7.0000%  | N/A     | $252500.00         | $14.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $506.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $470.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $341.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $282.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $372.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $57.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $68.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $219.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $163.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $187.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $65.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $731.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $374.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $276.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $290.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $180.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 7.5000%  | N/A     | $75000.00          | $0.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $10.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $71.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $107000.00         | $26.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $662.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $798.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1996.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $88.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $356985.00         | $557.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $55.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $476.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $554.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $108.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $35.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $147368.00         | $1441.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $218.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $309.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $52.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $520.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $477.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1421.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $270.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $451.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $148.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $611.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $15.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.0000%  | N/A     | $45000.00          | $19.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $83.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6856.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $902.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $14000.00          | $177.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $84.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $88.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $120.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $2114.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $81.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $19.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7650.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $208040.00         | $984.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $323.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $385.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $481.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $277.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $26.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $105.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 6.5000%  | N/A     | $511722.00         | $0.41              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $12.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $632.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $146.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $62.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $76.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $25.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $37500.00          | $78.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $10000.00          | $68.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $416.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1442.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $170.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2156.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1125.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $210000.00         | $63.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $488.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $289.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $126.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $706.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $828332.00         | $657.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $33694.00          | $496.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $78.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $219.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $439938.00         | $634.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $43.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $82.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $989.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $172.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $52.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $192.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1167.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $251.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $4.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $705.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $28000.00          | $204.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $468.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $13.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $304.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $360.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $3.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $35.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $173.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $0.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 4.0000%  | N/A     | $6800.00           | $1.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8575.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 8.0000%  | N/A     | $48000.00          | $7.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $36.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $70664.00          | $29.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2197.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $1053.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $295.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $28.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $45.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $455.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $125.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $6022.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $117.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $4.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $527.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $173.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1242.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $181.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $29.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $492.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $410.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $44277.00          | $648.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $110.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $129.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $313.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $395.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $33.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $636.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $110000.00         | $8.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $513.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $40000.00          | $99.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $60000.00          | $1332.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $34.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $817.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1474.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $140.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $431.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $259.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $171.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $90.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $405.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $10.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $1091.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $194.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $34000.00          | $564.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $143.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $295.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $115.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $1045.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $112.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $21.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $105000.00         | $1199.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $25134.00          | $34.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $12000.00          | $787.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $125080.00         | $1365.45           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $11019.00          | $147.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $56.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $185.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $547.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $353.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $403.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $6.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35405.00          | $236.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $503000.00         | $659.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $21.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $161.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $1024.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $12.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $75000.00          | $157.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $16.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $941.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $108.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $1032.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $5.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $6750.00           | $647.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $77.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $787.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $155.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $47.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $465.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $121.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $520500.00         | $469.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $205000.00         | $49.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $121.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2303.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 8.0000%  | N/A     | $300500.00         | $0.49              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $8000.00           | $312.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $712.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $390.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $50834.00          | $412.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $369.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $443.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.73              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $9.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $439.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.5000%  | N/A     | $15000.00          | $494.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $102.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $11.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $79650.00          | $1098.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $837.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100000.00         | $132.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $101.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $153.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $21.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1851.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $705.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $599.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 8.0000%  | N/A     | $255000.00         | $10.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $85000.00          | $487.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $18000.00          | $760.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1307.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $25408.00          | $8.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2997.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $620.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $46.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $799.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-07-15      | 4.0000%  | N/A     | $2000.00           | $0.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $38.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $50000.00          | $709.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $925.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $110.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $158.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $390459.00         | $200.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $116.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $583500.00         | $9076.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $27.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $18.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $25056.00          | $3.51              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $76.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $65.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $722.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $50.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $115.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $493.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $332187.00         | $5464.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $248.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $75.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $232000.00         | $70.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $927.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $150.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $25.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $349.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $110.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1201.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1498.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $385.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $46.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $145.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $326.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $795.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $84.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $485.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $202.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $15000.00          | $18.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $131.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1679.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $305.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $291.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $171.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $69096.00          | $84.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $318.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $25051.00          | $32.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $90.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $806.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $189.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $87000.00          | $1219.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $90.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $60000.00          | $218.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $219.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $658.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $203.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $5000.00           | $20.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $780.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $276.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $35.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $50058.00          | $941.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $43.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $153.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $2000.00           | $83.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $122.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $43500.00          | $505.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $150000.00         | $76.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $131.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $686.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5750.00           | $709.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $192000.00         | $216.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $83.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1094.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $50000.00          | $7.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $69.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1598.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $30000.00          | $284.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $197.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $170.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1137.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $130.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $391.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $34.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $680.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $3400.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $986.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1472.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2160.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $3101.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $80.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $30000.00          | $673.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $142.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.78              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $11.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $87.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $321.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $364.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $64.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $29.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $532.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $52.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $64.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $28.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $3218.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $55.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $480.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $175000.00         | $137.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $86.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $240000.00         | $250.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $13.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $862787.00         | $806.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $1065.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $391.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $188.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $225.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145016.00         | $340.77            | Agency Mortgage-Backed Securities  |

### Security 139: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004V34
- **C.18 - Value (incl. sponsor support):** $705000000.00
- **C.18.a - Value (excl. sponsor support):** $705000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $1983900.00        | $1475557.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $55306900.00       | $50368171.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $56000000.00       | $40124313.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $76000000.00       | $66238757.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $400000000.00      | $399031292.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $200000000.00      | $161862070.00      | U.S. Treasuries (including strips) |

### Security 140: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1207131071.22
- **C.18.a - Value (excl. sponsor support):** $1207131071.22
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197222920.00
- **C.18.a - Value (excl. sponsor support):** $197222920.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1460460353.81
- **C.18.a - Value (excl. sponsor support):** $1460460353.81
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HV6, C.4 - ISIN: US3130B4HV64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998752250.00
- **C.18.a - Value (excl. sponsor support):** $998752250.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GM4, C.4 - ISIN: US3130B5GM40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $650000676.00
- **C.18.a - Value (excl. sponsor support):** $650000676.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNS5, C.4 - ISIN: US3130AWNS59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000093780.00
- **C.18.a - Value (excl. sponsor support):** $1000093780.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW007X82
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $138584200.00      | $125096349.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $641157000.00      | $377182766.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $288656700.00      | $262720895.51      | U.S. Treasuries (including strips) |

### Security 147: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110042099.20
- **C.18.a - Value (excl. sponsor support):** $110042099.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365133152.00
- **C.18.a - Value (excl. sponsor support):** $365133152.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001S87
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Moody's Long Rating: A1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $302410900.00      | $306000045.60      | U.S. Treasuries (including strips) |

### Security 150: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25M97
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $400000.00         | $343888.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $400000.00         | $348509.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $567727.00         | $47513.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $271000.00         | $59138.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $98000.00          | $16106.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 4.5000%  | N/A     | $1995000.00        | $163785.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.6052%  | N/A     | $157167616.00      | $152825698.43      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $29011.00          | $27682.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | 5.0000%  | N/A     | $22216000.00       | $22327852.62       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $200494.00         | $184376.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $506000.00         | $63521.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 6.0000%  | N/A     | $1723000.00        | $71420.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $500384.00         | $116763.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $60000.00          | $49138.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $44874.00          | $42956.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $110800.00         | $89107.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $193197.00         | $155953.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-25      | 1.2500%  | N/A     | $25000000.00       | $9119949.10        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2900000.00        | $259190.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $860000.00         | $13756.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1550000.00        | $136011.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $25000.00          | $21915.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $94582784.00       | $81986869.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.5000%  | N/A     | $160000.00         | $52460.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 1.5000%  | N/A     | $150664.00         | $98638.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 4.5000%  | N/A     | $775000.00         | $44177.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $8000.00           | $6965.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1013000.00        | $581463.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $286831.00         | $293678.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11105040.00       | $37010.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $36896896.00       | $9188960.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $14073120.00       | $13905536.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $300000.00         | $234147.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $46000.00          | $35271.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $4284000.00        | $2934068.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.0000%  | N/A     | $170000.00         | $121627.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $41000.00          | $31267.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $195399.00         | $65959.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.0000%  | N/A     | $2000000.00        | $123434.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $83823.00          | $5873.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $1526130.00        | $127278.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $10000.00          | $7905.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $130000.00         | $92309.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $402257.00         | $396008.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $296879.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1100000.00        | $714379.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $222000.00         | $173752.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $2625000.00        | $263708.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $119997.00         | $22747.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.5000%  | N/A     | $10000.00          | $8972.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $100000.00         | $77145.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1351000.00        | $180627.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $262860.00         | $245142.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $250000.00         | $192652.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 2.5000%  | N/A     | $1218000.00        | $309467.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $200886.00         | $200266.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000000.00        | $350614.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $16957344.00       | $16311116.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $21000.00          | $18108.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $28880000.00       | $354573.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $375000.00         | $146630.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.0000%  | N/A     | $515453.00         | $72341.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.5000%  | N/A     | $290000.00         | $284163.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $1141758.00        | $377515.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1727146.00        | $384901.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-25      | 5.0000%  | N/A     | $83662500.00       | $86635930.32       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $300000.00         | $293726.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-25      | 5.0000%  | N/A     | $10674400.00       | $8201362.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.1552%  | N/A     | $107500000.00      | $102772835.15      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $39725.00          | $22642.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $25651.00          | $15680.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $160000.00         | $132578.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.5000%  | N/A     | $3280160.00        | $1314196.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $397000.00         | $91544.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $38086.00          | $22938.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $99603.00          | $79506.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $30000.00          | $25700.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $415207.00         | $304920.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 6.0000%  | N/A     | $33000.00          | $27452.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $547094.00         | $34023.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $102000.00         | $22475.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 4.0000%  | N/A     | $324000.00         | $458354.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $400000.00         | $241126.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $283699.00         | $289359.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $145000.00         | $31302.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $1124800.00        | $146955.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $3000000.00        | $426094.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $20111.00          | $19220.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $62660.00          | $59752.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $416455.00         | $332208.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $2431032.00        | $229900.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $43000.00          | $34946.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 5.0000%  | N/A     | $39932000.00       | $39462596.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $162000.00         | $148947.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $200000.00         | $152902.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $201355.00         | $201006.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $121928.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 4.0000%  | N/A     | $2315000.00        | $226904.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-25      | 4.5000%  | N/A     | $4800000.00        | $5299436.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $3325000.00        | $256105.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $59850.00          | $59222.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $21000.00          | $15644.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $28144997.00       | $8336034.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $6008880.00        | $11713.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $172257.00         | $157348.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-25      | 1.0000%  | N/A     | $42170000.00       | $15838139.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $59329.00          | $10431.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 3.0000%  | N/A     | $1145000.00        | $103578.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $1151826.00        | $493942.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 2.5000%  | N/A     | $3059000.00        | $382072.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2900000.00        | $242481.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $68346.00          | $49364.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $41378.00          | $37199.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 4.0000%  | N/A     | $2000000.00        | $93079.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $120000.00         | $67236.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $2000000.00        | $233368.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 3.5000%  | N/A     | $245000.00         | $28410.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $106863.00         | $107004.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 2.5000%  | N/A     | $100000.00         | $45971.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $25000.00          | $21833.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $27281.00          | $22192.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $504000.00         | $76330.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2750000.00        | $1606636.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $38001.00          | $28852.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 6.0000%  | N/A     | $150000.00         | $14895.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $323000.00         | $35238.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $24752832.00       | $22280122.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $2100000.00        | $219010.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $175264.00         | $105218.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 2.0000%  | N/A     | $1107226.00        | $781544.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $435002.00         | $442520.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $349796.00         | $314261.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $380828.00         | $307389.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.5000%  | N/A     | $334800.00         | $260876.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $267809.00         | $274229.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $150000.00         | $120500.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $380000.00         | $381207.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 4.0000%  | N/A     | $116000.00         | $23006.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 10.4260% | N/A     | $2295000.00        | $1355442.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $976000.00         | $449893.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $252171.00         | $201599.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $350000.00         | $141888.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $97000.00          | $75196.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $570615.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $30000.00          | $27093.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $49000.00          | $35043.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $500000.00         | $454275.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $164000.00         | $149430.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $10000.00          | $7820.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1008798.00        | $407091.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 2.5000%  | N/A     | $55000.00          | $17801.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $118024.00         | $94291.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $6245010.00        | $135184.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $25000.00          | $21009.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $212613.00         | $156046.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $9112256.00        | $60344.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $400000.00         | $332065.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-25      | 5.0000%  | N/A     | $602836.00         | $569512.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 3.0000%  | N/A     | $13000.00          | $10787.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | 2.5000%  | N/A     | $700000.00         | $810183.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $10000.00          | $10076.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 3.0000%  | N/A     | $300000.00         | $77999.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $141669.00         | $141497.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $699537.00         | $281290.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 2.5000%  | N/A     | $28937000.00       | $19531774.61       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.5000%  | N/A     | $1217024.00        | $201344.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $270000.00         | $252310.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $335314.00         | $342931.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $85076.00          | $75104.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.7135%  | N/A     | $181313280.00      | $187652998.31      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $144000.00         | $142089.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1810000.00        | $275469.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $100000.00         | $11777.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $148000.00         | $27907.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $461602.00         | $347639.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.5000%  | N/A     | $3422796.00        | $3203788.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $257718.00         | $195952.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1029790.00        | $31158.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $328000.00         | $70799.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $364000.00         | $267868.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $500000.00         | $435054.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $4604128.00        | $120391.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 2.5000%  | N/A     | $11116000.00       | $3125385.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $831879.00         | $754686.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $65000.00          | $12142.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $10000.00          | $9449.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $142515968.00      | $118645538.29      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $147344.00         | $140499.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-25      | 4.2500%  | N/A     | $2286000.00        | $575181.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $151000.00         | $8816.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1919331.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $3162000.00        | $2812328.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $1380000.00        | $220153.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $100000.00         | $59689.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.5000%  | N/A     | $200000.00         | $11854.45          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | 4.0000%  | N/A     | $5125336.00        | $4341488.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $400080.00         | $23125.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $535222.00         | $397584.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $16333.00          | $14193.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $519821.00         | $380286.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $400000.00         | $72847.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $24842592.00       | $243907.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $62000.00          | $54840.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7000.00           | $6608.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $504000.00         | $118970.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $297987.00         | $240208.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.0000%  | N/A     | $4059712.00        | $465017.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $327464.00         | $152545.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $22549.00          | $15679.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.0000%  | N/A     | $618369.00         | $764931.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 5.5000%  | N/A     | $1897566.00        | $217604.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 5.0000%  | N/A     | $1965000.00        | $234112.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $21000.00          | $18846.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $8901952.00        | $8651377.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $24000.00          | $18750.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1200000.00        | $54123.77          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $185000.00         | $168574.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 5.0000%  | N/A     | $1600000.00        | $628180.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 4.8197%  | N/A     | $18768832.00       | $5864132.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $88000.00          | $78805.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | 3.5000%  | N/A     | $1316610.00        | $1111166.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $112406.00         | $95859.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $1525914.00        | $160793.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $810869.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $2581000.00        | $359143.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $57352.00          | $52930.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $377674.00         | $384991.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $1900000.00        | $188409.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $332534.00         | $278266.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $140000.00         | $30086.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $80000.00          | $63471.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $20979808.00       | $21453875.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $214966.00         | $208912.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $984000.00         | $210154.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $26980.00          | $26160.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $11426.00          | $9339.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $17971.00          | $16094.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $41000.00          | $36112.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $351587.00         | $349735.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $500000.00         | $105583.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $162666.00         | $125973.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $358000.00         | $292836.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $351334.00         | $359097.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $125000.00         | $91882.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $35764.00          | $26823.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $400000.00         | $23617.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $19767.00          | $7713.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $85064.00          | $17765.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1500000.00        | $149286.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1963000.00        | $180957.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 5.0000%  | N/A     | $264933.00         | $254381.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.5000%  | N/A     | $630812.00         | $608240.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $42000.00          | $38192.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-25      | 3.4590%  | N/A     | $5905000.00        | $5540433.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $3091536.00        | $301733.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $326000.00         | $62037.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $25442.00          | $22164.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.0000%  | N/A     | $1646000.00        | $184750.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5000%  | N/A     | $3074264.00        | $2625424.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $14000.00          | $11030.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1040996.00        | $57939.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $250000.00         | $14676.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $125000.00         | $98859.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.0000%  | N/A     | $464751.00         | $53180.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $566667.00         | $123940.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $139235.00         | $131637.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $66208.00          | $65045.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $18000.00          | $15064.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $65085.00          | $55772.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $500000.00         | $408501.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $62607.00          | $59922.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 5.0000%  | N/A     | $705489.00         | $143172.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $25000.00          | $17293.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.4052%  | N/A     | $36975168.00       | $36278415.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 3.0000%  | N/A     | $1000000.00        | $890262.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $148794.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $13065.00          | $10689.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 5.0000%  | N/A     | $860893.00         | $55354.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $104922.00         | $19585.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $1311008.00        | $221276.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $100000.00         | $76459.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $2550000.00        | $410794.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 6.0000%  | N/A     | $394241.00         | $389097.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $85237.00          | $65347.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $395202.00         | $393808.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $26559.00          | $5231.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 3.5000%  | N/A     | $1235384.00        | $271084.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $51609280.00       | $38845713.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $7658168.00        | $6999234.27        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $8500000.00        | $215274.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $190495.00         | $186458.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $128000.00         | $124960.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 2.5000%  | N/A     | $350000.00         | $63435.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $75855.00          | $73683.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $555000.00         | $46898.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $215000.00         | $181378.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $455000.00         | $81391.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $30747.00          | $5943.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $25289.00          | $25219.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-15      | 4.0000%  | N/A     | $150000.00         | $170528.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $200000.00         | $184903.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.0000%  | N/A     | $110809000.00      | $110784929.82      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $169463.00         | $164893.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $716722.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $434852.00         | $429636.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $28283.00          | $20168.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $16555.00          | $6503.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $327667.00         | $195896.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $98468.00          | $91100.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $526145.00         | $109631.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $278315.00         | $283713.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $100000.00         | $57550.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.6539%  | N/A     | $57899264.00       | $59768209.22       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $85638.00          | $69837.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $428000.00         | $414664.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $294295.00         | $272805.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.5000%  | N/A     | $2006064.00        | $477726.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $1799120.00        | $156359.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $103043.00         | $101732.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $222560.00         | $170239.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 10.5616% | N/A     | $18972200.00       | $6778635.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.0000%  | N/A     | $1600000.00        | $1043684.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $16878432.00       | $17306997.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $53252.00          | $53258.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $30000.00          | $26292.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 5.0000%  | N/A     | $15000000.00       | $268458.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $72373.00          | $71531.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $148864.00         | $122625.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $1000000.00        | $46616.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $200000.00         | $107412.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-25      | 4.0000%  | N/A     | $315000.00         | $74522.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $67619.00          | $64652.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.5000%  | N/A     | $1879480.00        | $188926.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $21797.00          | $18077.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $29064000.00       | $28213377.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $6000.00           | $5297.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $1000000.00        | $51049.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $260653.00         | $226325.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $120154.00         | $15322.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $64000.00          | $48984.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $29499.00          | $28767.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $166520.00         | $149559.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $200000.00         | $91942.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $222037.00         | $72895.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $700000.00         | $257087.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $51000.00          | $43190.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1359000.00        | $54576.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $200000.00         | $153238.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $385133.00         | $381351.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.5000%  | N/A     | $1269570.00        | $1123115.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $80000.00          | $61040.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $8000.00           | $6976.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $5936000.00        | $5946091.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2048164.00        | $2098576.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1047308.00        | $451659.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $3246000.00        | $2913194.84        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.5000%  | N/A     | $250000.00         | $149504.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.3352%  | N/A     | $52775040.00       | $51512866.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $165000.00         | $19320.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $32400000.00       | $32138030.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $3140000.00        | $148683.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $550000.00         | $86114.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 5.0000%  | N/A     | $725000.00         | $717155.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $135000.00         | $112332.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $209065.00         | $156634.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $14000.00          | $12107.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.0000%  | N/A     | $24000.00          | $20280.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 6.5000%  | N/A     | $115484.00         | $61239.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $63283.00          | $42566.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.5000%  | N/A     | $1166292.00        | $132460.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-25      | 4.0000%  | N/A     | $75000.00          | $88456.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $27860.00          | $5800.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $306433.00         | $278819.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1242310.00        | $138835.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $124352.00         | $108531.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $735000.00         | $143594.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1258000.00        | $187297.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $78207.00          | $8527.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.0000%  | N/A     | $28789024.00       | $381182.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $262000.00         | $80786.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $18409.00          | $12796.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $2020000.00        | $200042.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $122000.00         | $51681.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $162146.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1725000.00        | $1093054.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.0000%  | N/A     | $486428.00         | $319602.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $59463000.00       | $53582091.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $800000.00         | $160185.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $67836.00          | $57270.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $165000.00         | $49840.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $274598.00         | $282014.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $215127.00         | $102704.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $100000.00         | $83220.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $2000000.00        | $189346.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $31706.00          | $24237.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 3.0000%  | N/A     | $129297.00         | $118440.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $33596.00          | $7025.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1789000.00        | $171108.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.4052%  | N/A     | $25664960.00       | $24729691.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $35000.00          | $30023.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $575000.00         | $475883.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $100912.00         | $94551.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $387974.00         | $354130.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1001082.00        | $10397.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $189634.00         | $57338.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $112300.00         | $84786.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $112705.00         | $89155.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.0000%  | N/A     | $1198862.00        | $105396.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $68000.00          | $8995.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $252257.00         | $97658.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-15      | 3.0000%  | N/A     | $1664286.00        | $1342872.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-09-01      | 5.5000%  | N/A     | $300000.00         | $90183.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $6657856.00        | $163252.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $11123.00          | $8659.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $50000.00          | $45944.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $5650000.00        | $923127.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $2125000.00        | $237762.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $259501.00         | $204090.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1925000.00        | $1215115.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $198055.00         | $183954.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $306603.00         | $301009.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1435000.00        | $1091814.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $38174.00          | $36403.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 6.0000%  | N/A     | $2085404.00        | $10348.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $363701.00         | $362158.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.0000%  | N/A     | $2000000.00        | $180854.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $547000.00         | $119532.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $2544000.00        | $387265.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $508964.00         | $474011.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $106787.00         | $103518.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $1852352.00        | $197905.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $99825.00          | $40252.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $25470.00          | $6067.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $166000.00         | $70202.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $86633.00          | $85139.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $360700.00         | $69506.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $200000.00         | $164153.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 6.0000%  | N/A     | $21000000.00       | $40520.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $2370000.00        | $302032.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $313758.00         | $265229.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $10558.00          | $8617.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.5000%  | N/A     | $230000.00         | $31096.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.0000%  | N/A     | $2181836.00        | $220811.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1600000.00        | $1313046.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $122472.00         | $89214.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $546387.00         | $475627.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $243000.00         | $51273.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $486600.00         | $465239.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $203000.00         | $101325.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 5.0000%  | N/A     | $2200000.00        | $199731.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-25      | 4.0869%  | N/A     | $655000.00         | $649477.19         | Agency Collateralized Mortgage Obligation |

### Security 151: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q68, C.4 - ISIN: US3130B5Q687, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699994743.00
- **C.18.a - Value (excl. sponsor support):** $699994743.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWQ52, C.4 - ISIN: US3130AWQ528, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1350124254.00
- **C.18.a - Value (excl. sponsor support):** $1350124254.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26LO9
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A-; Moody's Short Rating: NR; Fitch Short Rating: F2; Standard & Poor's Long Rating: A; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $46455800.00       | $49614194.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $75809100.00       | $78180028.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $226310000.00      | $304490899.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $552074000.00      | $561100383.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $275843100.00      | $306576425.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $153581200.00      | $168802603.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $72334400.00       | $91506731.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $343618000.00      | $415478502.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $105381900.00      | $109530041.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $184020300.00      | $209720196.49      | U.S. Treasuries (including strips) |

### Security 154: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999995830.00
- **C.18.a - Value (excl. sponsor support):** $999995830.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005OQ3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2476132.00        | $2544675.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1773176.00        | $1529333.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4195186.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.0000%  | N/A     | $1921000.00        | $1557472.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6052%  | N/A     | $56970000.00       | $53700454.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $54868928.00       | $3203881.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1519590.00        | $1439684.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $6294770.00        | $5293625.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $340567.00         | $236670.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.0000%  | N/A     | $475635.00         | $2332.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $11418128.00       | $11146481.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $388995.00         | $181740.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $370465.00         | $378357.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $74945900.00       | $7600114.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $7063168.00        | $6501151.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-16      | 3.3015%  | N/A     | $5000000.00        | $6445602.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2094630.00        | $1756527.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $7126120.00        | $206054.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1278174.00        | $1244822.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $51963.00          | $40587.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $13279792.00       | $10345696.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-25      | 6.0000%  | N/A     | $20978432.00       | $21283939.92       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-03-01      | 2.0000%  | N/A     | $557928.00         | $380080.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2244196.00        | $2222188.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-15      | 4.0000%  | N/A     | $1000.00           | $531.64            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.5000%  | N/A     | $1855068.00        | $1977784.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $13000000.00       | $1613576.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $410000.00         | $276946.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-01-20      | 5.2494%  | N/A     | $10000000.00       | $2676944.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $1053562.00        | $217971.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 6.0000%  | N/A     | $93129.00          | $66351.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $400000.00         | $228622.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $446000.00         | $326616.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.0000%  | N/A     | $2945770.00        | $233532.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $682516.00         | $605231.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $323099648.00      | $203831413.50      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 3.0000%  | N/A     | $299166.00         | $163724.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $600427.00         | $261157.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-25      | 5.5000%  | N/A     | $35203000.00       | $35284788.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $3155416.00        | $3053883.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $210000.00         | $156677.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | 4.7183%  | N/A     | $8434496.00        | $6790027.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $3500000.00        | $3579124.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 1.5000%  | N/A     | $1599404.00        | $1076773.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $55081.00          | $43806.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $172794880.00      | $178720276.70      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-16      | 6.6598%  | N/A     | $80000.00          | $556.10            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 4.8960%  | N/A     | $3900000.00        | $1994794.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $80000.00          | $42453.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $11544864.00       | $7402312.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $719806000.00      | $561545082.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $310988.00         | $1476.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.0000%  | N/A     | $3994000.00        | $1096298.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $265746.00         | $171193.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 2.5000%  | N/A     | $1000000.00        | $261888.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $1419382.00        | $274849.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 5.0460%  | N/A     | $1200000.00        | $105242.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.6018%  | N/A     | $100000000.00      | $53244101.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $1402834.00        | $893454.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1532450.00        | $1371574.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1006448.00        | $975998.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $49460560.00       | $42996844.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-25      | 1.5000%  | N/A     | $18200000.00       | $10258216.84       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $500000.00         | $78327.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $19218720.00       | $3649190.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 2.5000%  | N/A     | $100000.00         | $3740.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $800000.00         | $814222.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1875000.00        | $1680285.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-16      | 6.0000%  | N/A     | $18000000.00       | $1778931.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $16472128.00       | $14818187.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0870%  | N/A     | $7469320.00        | $7310373.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $1000000.00        | $10110.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $43000.00          | $31735.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $5292000.00        | $5208113.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 2.5000%  | N/A     | $25308.00          | $3960.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.4052%  | N/A     | $10700000.00       | $9760853.03        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2600000.00        | $1775588.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $456899.00         | $29683.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-03-20      | 5.0460%  | N/A     | $16615000.00       | $627774.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $39084.00          | $5698.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-16      | 4.0000%  | N/A     | $7355960.00        | $10703771.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $569837.00         | $48211.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $13463936.00       | $1358869.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1990712.00        | $2062848.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.3280%  | N/A     | $10550000.00       | $1394751.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.5000%  | N/A     | $115352.00         | $25916.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $1063092.00        | $1090516.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $8852528.00        | $4849543.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 2.5000%  | N/A     | $845000.00         | $112143.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1495452.00        | $1515569.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1254259.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | 5.1260%  | N/A     | $7000000.00        | $9114.19           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $560000.00         | $326678.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $3796188.00        | $3948772.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.3719%  | N/A     | $100000000.00      | $97905842.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.0000%  | N/A     | $2000000.00        | $117566.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $641.59            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1046571.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $12000.00          | $11362.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1432436.00        | $356131.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $16997664.00       | $18008836.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $399992.00         | $230335.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1234644.00        | $1078827.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $440641.00         | $226771.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2295000.00        | $2198027.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-10-20      | 3.5000%  | N/A     | $107407.00         | $48279.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 4.0000%  | N/A     | $4280368.00        | $2625615.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $960000.00         | $152749.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $2220304.00        | $2293309.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $81509.00          | $59911.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 3.5000%  | N/A     | $22873280.00       | $17383954.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1936718.00        | $2015766.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $1018188.00        | $1055075.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1895000.00        | $1487764.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $60000.00          | $45718.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $42505728.00       | $39619904.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2545316.00        | $2014336.49        | Agency Mortgage-Backed Securities         |

### Security 156: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200096760.00
- **C.18.a - Value (excl. sponsor support):** $200096760.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6786787603.82
- **C.18.a - Value (excl. sponsor support):** $6786787603.82
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXLE6, C.4 - ISIN: US3130AXLE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125061522.50
- **C.18.a - Value (excl. sponsor support):** $125061522.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PA1
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $1355008000.00     | $1369756669.94     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $102014156.80      | $58748218.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $778400.00         | $230555.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $384119.99         | $107398.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $1802147200.00     | $1315192688.68     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $65460633.47       | $60964469.86       | U.S. Treasuries (including strips) |

### Security 160: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1475048997.30
- **C.18.a - Value (excl. sponsor support):** $1475048997.30
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PS2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $11206061.65       | $3956927.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $3066000.00        | $6569318.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $782155200.00      | $228873472.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.4450%  | N/A     | $5573700.00        | $5621235.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $13782700.00       | $12802327.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $30473760.00       | $9990090.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $23250000.00       | $17564915.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $1087000.00        | $768360.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $235882800.00      | $220714359.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $4138700.00        | $3138992.88        | U.S. Treasuries (including strips) |

### Security 162: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002C90
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA-; Fitch Long Rating: AA; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $9312109.00        | $7188413.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $155.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $25974120.00       | $19267957.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $1222794.00        | $602636.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $265255.00         | $260519.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $11918412.00       | $9777446.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4326218.00        | $4179978.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $53804835.00       | $29818652.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $989.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $784000.00         | $741514.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $20547796.00       | $11836624.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $182.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.2100%  | N/A     | $46373000.00       | $46406406.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $639.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $530.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8052%  | N/A     | $31523293.00       | $18376718.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3266805.00        | $3260395.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $72000.00          | $26153.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $23310720.00       | $15488357.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $5113471.00        | $4920314.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $65354546.00       | $34444633.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $151976.00         | $146842.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $23639758.00       | $17923133.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $17914841.00       | $9615378.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1212433.00        | $937677.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $2818199.00        | $2459622.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $35583.00          | $29026.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $83.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $7346602.00        | $6959205.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3139374.00        | $2800170.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1822339.00        | $1369311.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $6160.00           | $5562.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $166.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $111.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-25      | 2.9610%  | N/A     | $4546000.00        | $3446972.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $24983969.00       | $13335470.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1697464.00        | $1692164.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $438700.00         | $425243.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $25534734.00       | $15625258.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $7000.00           | $5191.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $32574.00          | $26406.78          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $10851900.00       | $6685632.50        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $899930.00         | $844417.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $1162257.00        | $1448343.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $13535923.00       | $13005616.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.0000%  | N/A     | $1000.00           | $67.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $132.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $3227577.00        | $1661892.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $5000000.00        | $3428209.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $135000.00         | $113905.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $412000.00         | $77161.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $25909.00          | $25982.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $13975801.00       | $8194402.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $2273653.00        | $1399968.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $249.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6552%  | N/A     | $166333028.00      | $158495528.92      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $791.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $73549212.00       | $44288735.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $78717824.00       | $40554495.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $70529353.00       | $38885079.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7252%  | N/A     | $500760.00         | $444015.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $927256.00         | $561445.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $70271998.00       | $38360913.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $88402882.00       | $71125748.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $64000.00          | $47942.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $7777014.00        | $7164006.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.5174%  | N/A     | $500000.00         | $433198.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $72267123.00       | $35375060.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.5000%  | N/A     | $7690668.00        | $7318209.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $98000.00          | $84221.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $704.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $9168566.00        | $8829697.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $3000.00           | $2243.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $2000.00           | $440.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $2275696.00        | $303786.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $391686.00         | $377894.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $805000.00         | $122897.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2080496.00        | $1661610.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $117.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $37278427.00       | $37437732.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $664.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.8052%  | N/A     | $1451.00           | $1190.94           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $10767737.00       | $10546672.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $9098705.00        | $8425377.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 2.5000%  | N/A     | $1527.00           | $194.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $50000.00          | $46746.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 1.5000%  | N/A     | $7134443.00        | $5176413.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2086459.00        | $2175603.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $9494599.00        | $7734471.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $173496792.00      | $40009776.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $3043000.00        | $1846573.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $1000.00           | $100.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $103004740.00      | $8073975.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.3052%  | N/A     | $10000000.00       | $9357395.47        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.5000%  | N/A     | $1000.00           | $102.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $64172394.00       | $37026234.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.5000%  | N/A     | $1000.00           | $270.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $50000000.00       | $37623923.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $669.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2029757.00        | $1818598.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $118965836.00      | $48945209.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $94022.00          | $50490.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $3463234.00        | $2774736.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $5000.00           | $3665.09           | Agency Mortgage-Backed Securities         |

### Security 163: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008FE2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $73000.00          | $11071.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1911978.00        | $676695.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1272480.00        | $1218175.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $53854.00          | $50178.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $50000.00          | $32278.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $89000.00          | $12756.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.5000%  | N/A     | $310321.00         | $3617.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $5500000.00        | $3763482.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $175000.00         | $19342.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $32456794.00       | $32326739.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $500000.00         | $24324.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $685.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $100000.00         | $37826.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1066377.00        | $1055576.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $403000.00         | $364317.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $946000.00         | $318458.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1355197.00        | $1295593.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $25587.00          | $21091.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $63000.00          | $6115.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.0000%  | N/A     | $2940000.00        | $107515.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $86098128.00       | $18232622.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $21000.00          | $1620.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 4.0000%  | N/A     | $1004085.00        | $279921.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $35848923.00       | $34229623.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1681238.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.0000%  | N/A     | $2000000.00        | $211281.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $377000.00         | $187899.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $550000.00         | $135916.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1047551.00        | $159212.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $506591.00         | $133135.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $234000.00         | $3489.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $12820813.00       | $12816636.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $600000.00         | $88963.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.5000%  | N/A     | $1653612.00        | $14366.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1136000.00        | $209841.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1238323.00        | $1273748.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $755807.00         | $459103.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 1.5000%  | N/A     | $250000.00         | $153789.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $3664743.00        | $2978258.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1057000.00        | $834803.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3618721.00        | $3453415.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1141736.00        | $138199.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $800000.00         | $477512.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $8000.00           | $5569.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $265000.00         | $4085.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $73824732.00       | $73178027.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $2702664.00        | $2572418.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7000.00           | $4354.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $271000.00         | $37828.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $1115365.00        | $1108257.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $61146095.00       | $61638760.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 4.5000%  | N/A     | $1100000.00        | $395832.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $404271.00         | $323203.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1003533.00        | $1061249.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $25000.00          | $511.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $27000.00          | $21156.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.5000%  | N/A     | $432770.00         | $302954.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.0000%  | N/A     | $867166.00         | $505089.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000000.00        | $543545.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2504820.00        | $2586054.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $9000.00           | $6620.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $200000.00         | $125747.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $42232904.00       | $41508389.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $10089000.00       | $1416623.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $238759.00         | $16237.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 6.0000%  | N/A     | $1830000.00        | $7372.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $799188.00         | $273393.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $131987.00         | $23145.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.0000%  | N/A     | $1000000.00        | $17090.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $6000.00           | $5315.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $24729470.00       | $24922930.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $50860.00          | $50241.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $200000.00         | $141486.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $22000.00          | $5925.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $4405940.00        | $267356.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1640019.00        | $1640162.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $1372431.00        | $141835.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $17000.00          | $11293.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2610782.00        | $2610531.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.5000%  | N/A     | $25000.00          | $8880.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $50120000.00       | $40733150.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1407.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1060355.00        | $1068360.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $1201687.00        | $220195.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 4.0000%  | N/A     | $198168.00         | $114935.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2502440.00        | $2483950.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 5.0000%  | N/A     | $5695821.00        | $137571.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $70000.00          | $39026.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1129829.00        | $591008.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1668788.00        | $1643629.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $425000.00         | $30612.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $22466063.00       | $7854.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $113000.00         | $45868.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $814290.00         | $211545.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1375000.00        | $344868.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $235000.00         | $1044.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $21013000.00       | $19005328.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $5048927.00        | $307075.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.5000%  | N/A     | $250000.00         | $73197.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $354537.00         | $222988.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $105000.00         | $17777.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 7.0000%  | N/A     | $339533.00         | $253006.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.5000%  | N/A     | $2000000.00        | $788370.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $22000.00          | $18025.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2978577.00        | $2981243.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $543992.00         | $24395.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $2373785.00        | $482438.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4227370.00        | $4305811.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $3265070.00        | $2281198.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $115000.00         | $58988.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $500000.00         | $281951.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $440000.00         | $377796.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $784.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $1141031.00        | $44418.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3203219.00        | $3298669.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $584078.00         | $144883.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $4176440.00        | $2910008.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1008489.00        | $1019670.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1285684.00        | $1127246.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1692038.00        | $1697515.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.0000%  | N/A     | $541830.00         | $297794.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $500000.00         | $326254.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $4208399.00        | $2898140.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $21000.00          | $13925.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $19895971.00       | $16586002.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.0000%  | N/A     | $825000.00         | $584209.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $96510.00          | $1196.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.0000%  | N/A     | $619908.00         | $31938.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $11360747.00       | $2605844.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $100000.00         | $65649.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1759857.00        | $1810397.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $751683.00         | $466178.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 3.0000%  | N/A     | $81026.00          | $29233.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $21000.00          | $651.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $26000000.00       | $7325779.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $4957828.00        | $4832665.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $100000.00         | $1067.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $2382637.00        | $2127014.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.0000%  | N/A     | $1124042.00        | $758424.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $5000.00           | $2966.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1142070.00        | $1187607.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 3.5000%  | N/A     | $18139876.00       | $14571903.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $266747.00         | $187275.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $12300000.00       | $9450117.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $128000.00         | $68222.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $32000.00          | $25386.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $1000001.00        | $970599.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000000.00        | $271036.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2407197.00        | $2432391.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $2423000.00        | $977373.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $2215000.00        | $881897.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.0000%  | N/A     | $7782401.00        | $18326.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.0000%  | N/A     | $763446.00         | $395932.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2655550.00        | $2716453.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $174983.00         | $863.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $9121302.00        | $5883850.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $4914618.00        | $3517835.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 5.0000%  | N/A     | $61927.00          | $1352.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $30000.00          | $3306.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $100000.00         | $89383.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $24882000.00       | $4091407.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $300000.00         | $178177.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $9107706.00        | $8843855.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $2450000.00        | $1422183.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.5000%  | N/A     | $88416.00          | $30714.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $7000.00           | $2009.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1856999.00        | $1874152.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1521049.00        | $753238.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $50555726.00       | $48896650.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $703767.00         | $44263.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $25466376.00       | $24545563.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $211936742.00      | $186047227.35      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 3.5000%  | N/A     | $199096.00         | $21790.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1050808.00        | $1036458.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $60935695.00       | $60545847.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $29159908.00       | $28256847.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $505000.00         | $320908.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $52819.00          | $52123.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1100000.00        | $934967.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $3589222.00        | $2335703.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $7575613.00        | $2936.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1026000.00        | $857286.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $60053.00          | $38742.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $4310000.00        | $858323.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $711267.00         | $449656.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $7432393.00        | $1180938.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.0000%  | N/A     | $21370.00          | $2858.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $216133.00         | $109742.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $154348.00         | $993.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $575891.00         | $500131.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 4.5000%  | N/A     | $1153155.00        | $91532.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $14124031.00       | $14688923.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $12234540.00       | $12563286.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.5000%  | N/A     | $1000000.00        | $497777.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $795670.00         | $74174.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1849307.00        | $1771971.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $980000.00         | $734408.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $12492729.00       | $12670142.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000000.00        | $126197.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1637151.00        | $314166.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1275411.00        | $1265607.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $2576547.00        | $2403097.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3937572.00        | $3794380.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $180698.00         | $19777.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 2.5000%  | N/A     | $1270000.00        | $313006.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $270900.00         | $209881.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $3000000.00        | $2342106.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $2214682.00        | $516484.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $2876349.00        | $2700619.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2400469.00        | $2426865.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $98000.00          | $59238.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1360150.00        | $1398824.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $11690000.00       | $10126771.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $71727073.00       | $47331970.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $20715954.00       | $17265189.12       | Agency Mortgage-Backed Securities |

### Security 164: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274992627.25
- **C.18.a - Value (excl. sponsor support):** $274992627.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HW4, C.4 - ISIN: US3130B4HW48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $898877025.00
- **C.18.a - Value (excl. sponsor support):** $898877025.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AHW9919V0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Moody's Long Rating: A1; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $990026500.00      | $1008357109.93     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $507148900.00      | $521642935.62      | U.S. Treasuries (including strips) |

### Security 167: BANK OF AMERICA N.A. (REPO)

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03HW1
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $914459400.00      | $930493071.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $249187400.00      | $243476212.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $50028800.00       | $50030801.15       | U.S. Treasuries (including strips) |

### Security 168: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $488012695.00
- **C.18.a - Value (excl. sponsor support):** $488012695.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QR003W86
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: P-2; Standard & Poor's Short Rating: A-2; Moody's Long Rating: A3; Standard & Poor's Long Rating: A-; Fitch Long Rating: A-; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $1254.00           | $20.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $17779066.00       | $16878705.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $3013116.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $46870500.00       | $31718675.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4316.00           | $4243.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $1204.00           | $41.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $62000.00          | $27451.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-15      | 3.5000%  | N/A     | $29215431.00       | $27206766.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $4463888.00        | $4035226.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $3339208.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $33000000.00       | $25870581.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.2052%  | N/A     | $40000000.00       | $30405947.32       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 4.0000%  | N/A     | $631312.00         | $88498.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1261397.00        | $1321506.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2436769.00        | $2386942.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $712036.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1486900.00        | $1542916.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1235770.00        | $1214369.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $128730.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $205732.00         | $125697.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349310.00        | $5699533.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $84000.00          | $50155.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $601619.00         | $611719.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $9380000.00        | $9367080.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1966904.00        | $1852495.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19027572.00       | $17255409.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $83907.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $780231.00         | $766664.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $6103.00           | $3207.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20448621.00       | $15299831.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $10116638.00       | $9159183.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $56056.00          | $54710.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $23635454.00       | $18485482.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1132227.00        | $1006878.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $28780000.00       | $13151250.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $31935335.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9666683.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $22262576.00       | $21496903.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1638346.00        | $1680589.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $20995.00          | $19799.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1586997.00        | $1558770.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1462666.00        | $1108652.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-07-22      | 4.5400%  | N/A     | $23190000.00       | $23388628.79       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $4328237.00        | $4303165.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.2052%  | N/A     | $34763128.00       | $32553740.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $521758.00         | $510265.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $54131.00          | $50824.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $22936501.00       | $19150380.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $8196913.00        | $8505716.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 5.5000%  | N/A     | $19131291.00       | $17295696.17       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2646153.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $14429.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $41088870.00       | $37023163.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $19274482.00       | $16461588.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $4883397.00        | $4124160.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $43443336.00       | $38602792.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20809917.00       | $15765865.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3744913.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20839798.00       | $16504602.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $107518.00         | $57473.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $40324461.00       | $30286427.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1823176.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $85637.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $293257.00         | $292847.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $3179861.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2635855.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $900000.00         | $570077.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1868099.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $38235014.00       | $35550195.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2329266.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $5299.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $227920.00         | $158041.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $4097858.00        | $2123475.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1424694.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $21442272.00       | $20880105.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $32607087.00       | $30783121.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $302.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2890555.00        | $2886519.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $11872100.00       | $13456218.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $150000.00         | $132418.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $25503287.00       | $21864634.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $7205556.00        | $5132662.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $4284040.00        | $3922727.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $7999371.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3302093.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $950000.00         | $965024.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $5790000.00        | $4667606.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1765457.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1017338.00        | $962117.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1020638.00        | $883491.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.4390%  | N/A     | $10500000.00       | $8134488.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $62600000.00       | $51217866.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $4020000.00        | $3490448.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $46206000.00       | $13687725.67       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $8924600.00        | $8809570.54        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $32250000.00       | $10451725.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $83803990.00       | $86882222.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $30679953.00       | $23799121.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $165966.00         | $152836.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $182737.00         | $155056.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $14520783.00       | $14456867.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1079024.00        | $1141380.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $7060000.00        | $5630960.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $366387.00         | $302186.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $44166178.00       | $41484534.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3214076.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $779462.00         | $685313.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $31500000.00       | $23109152.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $11863986.00       | $11894303.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2408516.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $17456.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-25      | 6.0000%  | N/A     | $43243000.00       | $38840110.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $25300.00          | $25884.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $24831515.00       | $23515808.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1041202.00        | $1044311.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 5.0000%  | N/A     | $241252.00         | $196526.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $28349.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $257009.00         | $195995.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.2052%  | N/A     | $22777520.00       | $17455206.88       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $133000.00         | $97697.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $906641.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $50000.00          | $39555.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1864040.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $50003602.00       | $39684104.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $39641396.00       | $34955258.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 5.5000%  | N/A     | $8434562.00        | $7625288.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $59675000.00       | $44082418.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $8799.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $704.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $14815.00          | $404.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $8297790.00        | $7691091.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1202000.00        | $522611.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1026345.00        | $1015277.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $18422.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $3686570.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $527804.00         | $482714.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $13648045.00       | $12708625.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $1050534.00        | $859983.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $1043466.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1827838.00        | $1831542.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $12000.00          | $10277.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2407103.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $7355650.00        | $530759.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1040.00           | $675.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3410625.00        | $3395345.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $10269832.00       | $10102704.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1540000.00        | $893254.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $641969.00         | $495525.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $155000.00         | $72378.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 3.5000%  | N/A     | $609798.00         | $537957.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2046190.00        | $2086158.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.2052%  | N/A     | $38931766.00       | $30973720.38       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $63913623.00       | $60762498.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $7982949.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2133310.00        | $2145893.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $2140335.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $13416224.00       | $13065043.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $71713026.00       | $69269203.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $4000.00           | $3269.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $15688340.00       | $13238112.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2829932.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $6594451.00        | $6519904.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2414991.00        | $2422093.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1091426.00        | $1037922.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $1212493.00        | $1022769.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $82806.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $22640739.00       | $18013080.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2498959.00        | $1605958.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4270909.00        | $3366112.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5136119.00        | $4458259.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3135977.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $31650627.00       | $30291443.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2328159.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $874.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1004.00           | $266.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1221667.00        | $1271141.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1321919.00        | $1301981.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1075913.00        | $1037791.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $56308371.00       | $12394653.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $36870000.00       | $33226021.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $160000.00         | $134546.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $19160000.00       | $18591113.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.0000%  | N/A     | $527056.00         | $521058.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $50000002.00       | $39509805.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $9383463.00        | $9557206.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $433836.00         | $436542.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $170168.00         | $163362.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $10756.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $203342.00         | $201182.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.0000%  | N/A     | $91884.00          | $6633.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $798382.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1934201.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $35000.00          | $33036.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $2469287.00        | $2340984.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $15263933.00       | $2809750.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1764254.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7000.00           | $4919.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1656481.00        | $1792965.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2162808.00        | $2203979.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $9867899.00        | $10071704.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.1552%  | N/A     | $52610714.00       | $47690143.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1948566.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $12660183.00       | $10564988.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1863758.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $78637652.00       | $75538545.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5504.00           | $5764.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $13216488.00       | $10722662.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1486127.00        | $1438774.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2943762.00        | $2557894.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2024.00           | $124.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $114991249.00      | $112148814.42      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.3052%  | N/A     | $64247905.00       | $63255048.71       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $802524.00         | $805073.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1553.00           | $8.89              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10716.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1804344.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $367131.00         | $44351.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $32732168.00       | $32193323.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-25      | 3.0000%  | N/A     | $1400000.00        | $1150557.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $22563811.00       | $21689465.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $32930000.00       | $27541821.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-07-16      | 4.5400%  | N/A     | $107945000.00      | $108950912.47      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $20634277.00       | $16157383.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $9796076.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1330303.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2788520.00        | $2099439.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $12249.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3327624.00        | $3209130.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $25543926.00       | $20210416.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3052%  | N/A     | $121969960.00      | $120082284.68      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2984767.00        | $2642430.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $11321.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $2111071.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1084716.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $2001669.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $30016596.00       | $29298763.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $50000.00          | $43547.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $5335254.00        | $5183452.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5006017.00        | $5109447.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328957.00        | $486396.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.5000%  | N/A     | $4108.00           | $2095.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $2193296.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3883312.00        | $3849294.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.0000%  | N/A     | $30704.00          | $30071.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $29363083.00       | $28861857.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.5000%  | N/A     | $3001.00           | $1207.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $319990.00         | $306605.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $22212.00          | $22440.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $5000000.00        | $965942.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17812344.00       | $17118316.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11102880.00       | $8955119.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $8000.00           | $7341.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $983697.00         | $631818.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3518%  | N/A     | $4834810.00        | $3917762.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1949065.00        | $1954711.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $20213661.00       | $15808178.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $7757913.00        | $7482646.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1034.00           | $24.23             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1344348.00        | $1170606.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $6836.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $15149442.00       | $14448224.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2242381.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417185.00       | $14293844.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $985.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150282.00      | $1934084.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3018%  | N/A     | $19519944.00       | $16657069.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $136000.00         | $109201.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $114000.00         | $88776.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2095130.00        | $2146234.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $131172.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $154080.00         | $98356.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3589759.00        | $3601162.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $818692.00         | $803014.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $11124564.00       | $8593198.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $4012384.00        | $3881568.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1972892.00        | $2033633.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2416330.00        | $2358319.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.0000%  | N/A     | $1841173.00        | $1654801.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1438.00           | $1452.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1315000.00        | $1316742.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $15327599.00       | $14214542.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3633689.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1811527.00        | $1849167.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $1188755.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $35894044.00       | $35354620.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $835001.00         | $719611.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.0000%  | N/A     | $4382318.00        | $4071446.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813847.00        | $633565.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $38000.00          | $26041.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $825134.00         | $783862.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $23354.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $500510.00         | $281448.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3875191.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4368664.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $45180068.00       | $46117976.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $82661.00          | $77933.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $7124.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $3026808.00        | $2816179.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $40295185.00       | $9762176.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3385840.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 3.0000%  | N/A     | $41500000.00       | $3858616.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $8713.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $841.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3518%  | N/A     | $34885069.00       | $31652262.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $7687.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $41447061.00       | $41440110.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3999600.00        | $3812692.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12504000.00       | $12973845.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $673912.00         | $632557.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1002.00           | $520.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1708964.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $55892543.00       | $47132402.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $14833355.00       | $14903489.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $295565.00         | $279967.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $1536924.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $811027.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1701575.00        | $906876.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $2000.00           | $1531.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.2552%  | N/A     | $21203843.00       | $20487802.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $72696569.00       | $75130894.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $25249901.00       | $20012231.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $2206505.00        | $2161710.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 2.5000%  | N/A     | $92021.00          | $74034.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $50000000.00       | $37328423.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $100004.00         | $47327.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $52212255.00       | $39610520.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 5.0000%  | N/A     | $46592.00          | $3772.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $431055.00         | $114879.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2757000.00        | $1336673.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $29815000.00       | $23496351.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $4895.00           | $4620.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $237072.00         | $138065.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $783081.00         | $720718.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $11833279.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $8433.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.0000%  | N/A     | $166000.00         | $37095.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3312395.00        | $3332484.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $583482.00         | $418083.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $170000.00         | $138599.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $14052.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $300000.00         | $191514.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3924156.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $93682656.00       | $80803317.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $27848838.00       | $25970018.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2280348.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23095995.00       | $20171377.85       | Agency Mortgage-Backed Securities         |

### Security 170: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXH27, C.4 - ISIN: US3130AXH277, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $950315552.00
- **C.18.a - Value (excl. sponsor support):** $950315552.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999427.20
- **C.18.a - Value (excl. sponsor support):** $79999427.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365762791.60
- **C.18.a - Value (excl. sponsor support):** $365762791.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362362796.40
- **C.18.a - Value (excl. sponsor support):** $362362796.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J41, C.4 - ISIN: US3130B5J419, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1149989351.00
- **C.18.a - Value (excl. sponsor support):** $1149989351.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVN2, C.4 - ISIN: US3133EPVN23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224007302.40
- **C.18.a - Value (excl. sponsor support):** $224007302.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747080762.65
- **C.18.a - Value (excl. sponsor support):** $747080762.65
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15Y33
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $268391000.00      | $274121829.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $757652300.00      | $745878267.34      | U.S. Treasuries (including strips) |

### Security 178: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1479391436.84
- **C.18.a - Value (excl. sponsor support):** $1479391436.84
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q35, C.4 - ISIN: US3130B5Q356, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449997057.00
- **C.18.a - Value (excl. sponsor support):** $449997057.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005U52
- **C.18 - Value (incl. sponsor support):** $2591727000.00
- **C.18.a - Value (excl. sponsor support):** $2591727000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2036-04-01      | 1.5000%  | N/A     | $442504.56         | $216313.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $150502.16         | $36238.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.5000%  | N/A     | $436198.60         | $59304.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $244774.22         | $236058.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $773031.53         | $793614.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $1849492.10        | $429.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $316766.63         | $128365.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.7000%  | N/A     | $4387390.65        | $4426680.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3386431.13        | $3560304.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $256995.07         | $59239.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2184033.37        | $2141642.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $968726.50         | $981456.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1381639.30        | $1409288.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $303521.76         | $12583.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $11352750.27       | $10839187.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $287969.67         | $280649.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1330569.60        | $1330346.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $3225223.41        | $259328.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $30559470.04       | $27496611.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $2026730.51        | $287744.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 3.5000%  | N/A     | $2030142.38        | $1815916.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 7.0000%  | N/A     | $955032.97         | $972642.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $450015.38         | $324780.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1847055.87        | $1316442.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $679729.36         | $131116.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $3657735.42        | $3527998.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $186108501.70      | $123946905.02      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 7.0000%  | N/A     | $729939.75         | $765752.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 2.0000%  | N/A     | $519194.33         | $341886.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $5043486.92        | $4683638.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $172781.80         | $100185.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $809112.98         | $819253.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $568442.91         | $238554.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $7084053.80        | $768664.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $856076.23         | $797673.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $5763503.24        | $5807165.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $709439.77         | $734649.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $287969.67         | $273186.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $4174196.34        | $4293617.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $5126453.28        | $4158016.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $592510.26         | $90339.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2023346.29        | $2029771.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $345563.60         | $19386.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $31362.20          | $3490.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $28793133.21       | $9446034.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $604736.30         | $406165.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $518345.40         | $397221.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $22461.63          | $2480.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1310613.31        | $1279877.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $795655.58         | $814743.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-06-15      | 9.0000%  | N/A     | $9360695.33        | $110.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $732430.11         | $752916.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $3377487.94        | $3487064.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $571288.62         | $48065.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 7.0000%  | N/A     | $889909.21         | $531371.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $38587.94          | $153.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $60815.16          | $40963.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.9490%  | N/A     | $893103.36         | $762934.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $527529.90         | $527359.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $2118314.08        | $935757.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.0000%  | N/A     | $7239004.52        | $4788591.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $94998.89          | $10038.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $74196.54          | $68563.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1112851.87        | $1119886.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $416404.14         | $302289.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $287969.67         | $38990.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1045051.14        | $1106137.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1716626.35        | $1806871.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $746613.20         | $667110.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $132466.05         | $100639.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1051351.91        | $1110951.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $3284743.28        | $3316051.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 7.0000%  | N/A     | $2055175.01        | $798986.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $14589407.22       | $14622398.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $500895.01         | $492323.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $1100199.63        | $47467.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $518345.40         | $413346.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.8400%  | N/A     | $3032320.59        | $3214503.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 1.5000%  | N/A     | $15214216.16       | $8466171.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-08-20      | 6.5000%  | N/A     | $3697668.75        | $2457961.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $127643.71         | $95639.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $361689.90         | $520.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 1.5000%  | N/A     | $149724.64         | $124913.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.0000%  | N/A     | $8073342.49        | $7495585.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $166464.32         | $93212.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $971651.12         | $276804.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $296837178.81      | $162073437.87      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $670980.84         | $687121.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $13246028.73       | $11057804.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $182834.25         | $148145.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1474662.71        | $1540976.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1919732.50        | $1911695.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $15560111.50       | $1151342.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.7480%  | N/A     | $691127.20         | $10879.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $24218976.95       | $22830475.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $115182.11         | $101377.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $4613246.41        | $2568465.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $4031575.33        | $129255.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $647355.81         | $432933.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $42020.53          | $23641.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $59751.40          | $38454.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $804687.46         | $286430.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $86390.90          | $17926.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 7.0000%  | N/A     | $108899.19         | $37947.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-15      | 4.0000%  | N/A     | $147888.55         | $23826.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $420668890.44      | $257638196.74      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $295372800.07      | $265010470.13      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $57593.93          | $38321.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $982653.87         | $972865.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $651814.73         | $684614.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 3.0000%  | N/A     | $51258.60          | $834.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $5387419.46        | $5606627.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $580325.69         | $489.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $1276371.41        | $1279763.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 2.5000%  | N/A     | $133911.08         | $15358.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $236778.45         | $62726.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $226601.03         | $121536.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $259172.70         | $181115.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $5754998.92        | $3374583.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $287962.76         | $35804.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $25341.33          | $19390.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.1690%  | N/A     | $3911964.25        | $3945313.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1339001.36        | $1354441.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $115187.87         | $71597.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $287969.67         | $187567.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1036690.80        | $836005.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.0000%  | N/A     | $1406623.55        | $96894.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 3.5000%  | N/A     | $29249056.01       | $21726319.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.5000%  | N/A     | $149491.97         | $39586.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $2532939.72        | $124815.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $752612.18         | $757925.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-08-15      | 5.1400%  | N/A     | $391126.74         | $392895.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $5759393.33        | $92435.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.5000%  | N/A     | $1942249.43        | $159234.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.5000%  | N/A     | $417556.02         | $289857.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.5000%  | N/A     | $892818.85         | $890192.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4641604.52        | $4850324.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $57565.71          | $50413.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $51110.58          | $2781.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2747898.71        | $2673835.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1638547.40        | $338099.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2597656.87        | $2622634.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $10395704.97       | $6414838.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $36098550.45       | $36203123.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1750855.57        | $234343.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $24426.74          | $2580.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $3752535.03        | $2215174.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-15      | 3.5000%  | N/A     | $115187.87         | $35563.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-10-15      | 5.6300%  | N/A     | $230375.73         | $240321.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-15      | 3.0000%  | N/A     | $403157.53         | $178240.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $577107.34         | $449726.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $57873.84          | $7018.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $86390.90          | $59064.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $309650.33         | $320618.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $172525695.90      | $175805754.56      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $4800716.97        | $4925532.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | 4.5000%  | N/A     | $1314593.05        | $101283.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $187756.22         | $74930.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $2879696.67        | $1649702.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $25744469.77       | $2608368.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $91574.35          | $52203.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3034.05           | $2675.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $404557.07         | $422027.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $3427981.70        | $2445827.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 4.0000%  | N/A     | $245282.20         | $53871.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $116464.72         | $71424.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $2149411.35        | $1461846.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $111886.01         | $115444.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $14502631.59       | $14339462.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $23076092.16       | $23736283.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $3343286.36        | $3370098.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $5421524.28        | $5009482.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1626625.46        | $1675643.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $58169.87          | $43285.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1256400.14        | $670686.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1008166.83        | $1017468.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $661178.35         | $66458.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $57593.93          | $40094.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $6281950.00        | $5572747.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.0000%  | N/A     | $12967831.60       | $12964004.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.0000%  | N/A     | $1233687.39        | $1249604.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $134769.80         | $90413.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 4.7500%  | N/A     | $1063975.35        | $1044880.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.8300%  | N/A     | $6578782.22        | $6477329.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $172781.80         | $82842.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.1900%  | N/A     | $9238642.85        | $9288502.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $3336564.00        | $3483899.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $230232324.44      | $228456135.15      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $5700071.58        | $3669270.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.5000%  | N/A     | $85916.90          | $14446.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $144476.11         | $94165.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $17102873.28       | $17157201.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2349860.13        | $2283354.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.0000%  | N/A     | $13093432.45       | $3541082.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $103669.08         | $44264.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $495994.35         | $500764.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $767678.75         | $42026.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.5000%  | N/A     | $98039.27          | $47891.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $57593.93          | $19160.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $24508.52          | $3651.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $584002.48         | $365030.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.0000%  | N/A     | $47971.14          | $11386.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $172781.80         | $95607.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.8990%  | N/A     | $8454208.87        | $8452876.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $277385.63         | $180867.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1670069.71        | $1650136.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $394533003.08      | $256263190.62      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $27136565.82       | $20189422.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $113085.69         | $89385.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $131993.20         | $16307.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $14517136.05       | $13874114.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.0000%  | N/A     | $53562933.94       | $7546638.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 2.0000%  | N/A     | $173447.59         | $118587.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $33913.04          | $32230.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $272018.45         | $31396.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $10366.91          | $2170.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.9700%  | N/A     | $5069795.83        | $5424195.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $29993962.12       | $174030.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $8075821.33        | $451165.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $57593.93          | $34762.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 3.5000%  | N/A     | $320281.02         | $29368.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $14398483.33       | $1081343.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.5000%  | N/A     | $59037.24          | $36425.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $354801.09         | $342212.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $8275861.19        | $123892.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $639263.86         | $360312.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $5759393.33        | $4625540.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $190034251.64      | $131221230.58      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 1.5000%  | N/A     | $287969.67         | $138693.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $42047.60          | $35563.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $2883728.24        | $1848274.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $38025.24          | $59.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $304722.01         | $39527.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-04-20      | 4.0000%  | N/A     | $911299.59         | $261235.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1496730.41        | $1564032.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.0000%  | N/A     | $13455619.96       | $7956087.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1483287.98        | $1468755.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $1329254.16        | $67002.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $4166077.90        | $4153686.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1017129.60        | $1017744.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $40465.50          | $6105.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1765830.00        | $433461.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $93489642.56       | $79232649.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $283938.09         | $147709.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $70272085.88       | $1890921.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $3156147.55        | $442194.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1328777.28        | $1401374.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 2.5000%  | N/A     | $5759393.33        | $374411.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $7013918.21        | $7225362.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $3393245.64        | $5673.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.8700%  | N/A     | $4661077.02        | $4278260.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $8639090.00        | $5506070.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $213673.49         | $190148.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1049470.89        | $1079560.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $683951.00         | $690000.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1267681.64        | $1272676.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.7530%  | N/A     | $1151878.67        | $880464.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $5195958.79        | $683912.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | 4.9800%  | N/A     | $1632198.25        | $1628147.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $299882.40         | $325.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $167478550.62      | $130655699.56      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4241436.11        | $4292415.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $2424750.67        | $2494121.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $121609.59         | $105113.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $6127404.74        | $3820942.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-15      | 3.5000%  | N/A     | $23531.15          | $2443.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $13610.60          | $2640.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 3.5000%  | N/A     | $45528.00          | $35895.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1996903.77        | $2020710.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $3988605.65        | $4088342.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $240453879.17      | $156325438.60      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2072-05-20      | 5.8710%  | N/A     | $5643341.56        | $6382190.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 4.0000%  | N/A     | $628128.65         | $61202.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $908606.50         | $942831.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $18105837.07       | $15186956.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $870585.29         | $501081.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $345556.11         | $103603.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $603218.12         | $38953.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $170520.09         | $81079.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0800%  | N/A     | $117643.67         | $99669.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $16345361.01       | $16817861.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $15775687.90       | $2107491.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $416439.27         | $77658.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $518437.55         | $62913.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $309112.98         | $41740.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $68710576.12       | $67610790.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $132466.05         | $102331.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $1087569.28        | $615726.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.5000%  | N/A     | $3743605.67        | $69622.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $1439848.33        | $1218434.07        | Agency Mortgage-Backed Securities |

### Security 181: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXBV9, C.4 - ISIN: US3130AXBV99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250099197.50
- **C.18.a - Value (excl. sponsor support):** $250099197.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999996470.00
- **C.18.a - Value (excl. sponsor support):** $999996470.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440153379.60
- **C.18.a - Value (excl. sponsor support):** $440153379.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010RD3
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.8300%  | N/A     | $4000000.00        | $55060.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.0000%  | N/A     | $29752.00          | $23323.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $4000000.00        | $577998.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $189000.00         | $145547.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 3.5477%  | N/A     | $1080.00           | $1024.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14986882.00       | $13719273.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $8965100.00        | $6516565.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $10999000.00       | $8647236.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1173084.00        | $627901.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5059010.00        | $5171746.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $272000.00         | $45407.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.9500%  | N/A     | $150000.00         | $120378.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2604546.00        | $2614387.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $915.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $225000.00         | $37953.12          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $1967400.00        | $2006418.04        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2206996.00        | $2261894.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $1000.00           | $84.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.5000%  | N/A     | $34919586.00       | $23910.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $270709.00         | $209293.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $346858.00         | $283110.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $870.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4200560.00        | $4304875.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $2440840.00        | $2275028.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1562284.00        | $1570180.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.5000%  | N/A     | $5000000.00        | $4388215.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 6.0000%  | N/A     | $87004.00          | $27292.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $2286.00           | $46.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1016700.00        | $997371.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $197000.00         | $55937.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $5000000.00        | $3605193.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1145000.00        | $984420.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $18207186.00       | $13446032.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $61283349.00       | $38369116.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $37761638.00       | $4481296.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2457914.00        | $2572176.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $200.00            | $194.19            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3340479.00        | $3420693.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $1000.00           | $785.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $19380369.00       | $17464821.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-15      | 5.1183%  | N/A     | $14110000.00       | $127671.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 6.0000%  | N/A     | $33992.00          | $21118.53          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-03-24      | 3.7000%  | N/A     | $5318000.00        | $4363773.53        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $47866826.00       | $48005490.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.4119%  | N/A     | $1000.00           | $955.24            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $19860324.00       | $18409356.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $47336503.00       | $30374391.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.3618%  | N/A     | $3520747.00        | $3099894.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $1176000.00        | $120779.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1024841.00        | $1032045.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $9768266.00        | $8720573.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $74113986.00       | $46869338.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1333353.00        | $813493.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $1545227.00        | $74591.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $3506000.00        | $368402.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $743371.00         | $589497.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $5045000.00        | $3619295.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 2.6200%  | N/A     | $757000.00         | $620149.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.0000%  | N/A     | $125000.00         | $24014.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $63422464.00       | $48790845.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6018%  | N/A     | $16056094.00       | $15863930.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $4941370.00        | $4816175.06        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2039-04-22      | 3.6500%  | N/A     | $143000.00         | $123058.86         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $500000.00         | $330048.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $18000.00          | $5926.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $224832.00         | $237758.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.7500%  | N/A     | $17461286.00       | $17904068.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $15482.00          | $12846.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1173430.00        | $470640.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3948039.00        | $3938123.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.7730%  | N/A     | $1022.00           | $16.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $25334286.00       | $23643909.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $2021288.00        | $430848.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.5000%  | N/A     | $13000.00          | $6350.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1680530.00        | $1599321.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.0000%  | N/A     | $1003.00           | $13.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $17545159.00       | $16912987.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 4.0000%  | N/A     | $123260.00         | $39946.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $14083809.00       | $11230917.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.5000%  | N/A     | $813170.00         | $117233.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $750000.00         | $45976.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5518%  | N/A     | $13009424.00       | $7236113.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $11746752.00       | $11140865.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $14114961.00       | $2255548.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $410000.00         | $43109.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $5161855.00        | $1134508.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2082688.00        | $1921035.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.9897%  | N/A     | $109969055.00      | $2939467.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2033-05-25      | 4.0800%  | N/A     | $510000.00         | $489685.00         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-05-16      | 3.6700%  | N/A     | $433000.00         | $429176.42         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $153000.00         | $102247.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $21133.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $18867734.00       | $16532706.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $15201728.00       | $6497098.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.9800%  | N/A     | $28189464.00       | $24445162.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $629909.00         | $446860.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $1705.00           | $29.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $34682084.00       | $28285257.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $5518376.00        | $4213225.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0550%  | N/A     | $3000000.00        | $19868.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4319911.00        | $4357960.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2320400.00        | $2383849.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $219219.00         | $8134.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2068996.00        | $1987838.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $1505000.00        | $158321.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 3.0000%  | N/A     | $975738.00         | $923951.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6230735.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $30000000.00       | $19594032.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $18202082.00       | $2062478.22        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-08-12      | 2.2200%  | N/A     | $13000000.00       | $10187827.00       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2046-04-13      | 2.5200%  | N/A     | $500000.00         | $321195.00         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $34906.00          | $28337.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $49774824.00       | $36602510.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $5582864.00        | $3846098.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 3.5000%  | N/A     | $6367000.00        | $841601.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $9000.00           | $8285.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $2401260.00        | $1342905.63        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.0000%  | N/A     | $9226738.00        | $501344.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1665635.00        | $1666308.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.8700%  | N/A     | $2571764.00        | $2358368.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3018%  | N/A     | $31887228.00       | $21481389.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $950.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $8009433.00        | $6573875.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $616000.00         | $397093.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $4002935.00        | $418782.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1609033.00        | $912184.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $37068454.00       | $30109639.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $195223.00         | $21808.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-25      | 1.0000%  | N/A     | $43795.00          | $14501.08          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1421945.00        | $1403732.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $11004.00          | $6993.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $1000.00           | $111.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $364692.00         | $258861.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-15      | 4.8683%  | N/A     | $33368837.00       | $2823790.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.8200%  | N/A     | $68676.00          | $24505.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $2091228.00        | $2158255.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $23000.00          | $17187.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3018%  | N/A     | $19225767.00       | $18202766.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-01-01      | 6.4310%  | N/A     | $14610000.00       | $255703.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2578422.00        | $2690596.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $5357940.00        | $5233768.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $58406740.00       | $58504806.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $14976638.00       | $14861954.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.2019%  | N/A     | $18590370.00       | $14465475.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $13286498.00       | $9870842.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $27590.00          | $18559.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5750373.00        | $5767583.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2197396.00        | $2245563.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $1000.00           | $93.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $981.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $191168.00         | $158374.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $8550000.00        | $2379878.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $463855.00         | $330293.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4935720.00        | $4163811.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1497451.00        | $262417.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1143060.00        | $1164033.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $112999.00         | $16196.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 3.0000%  | N/A     | $1720000.00        | $210177.97         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-12-25      | 2.0008%  | N/A     | $930000.00         | $734238.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $17.00             | $0.64              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.4600%  | N/A     | $319788.00         | $309562.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $22492768.00       | $18034423.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2710%  | N/A     | $1027770.00        | $932609.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1867170.00        | $337000.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1262820.00        | $855098.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $22380228.00       | $19408868.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1393334.00        | $195469.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.5000%  | N/A     | $457500.00         | $487940.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $121000.00         | $93759.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $24502306.00       | $21113930.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3518%  | N/A     | $22538816.00       | $18719886.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.5000%  | N/A     | $31102821.00       | $29924643.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1261040.00        | $1276713.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-08-26      | 0.0000%  | N/A     | $100.00            | $99.31             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $323.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $6999.00           | $7292.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 2.5000%  | N/A     | $853772.00         | $896582.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5055296.00        | $5187812.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $361417.00         | $364161.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $349044.00         | $308229.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.7740%  | N/A     | $1686180.00        | $12519.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $106786.00         | $67764.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $1026.08           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-06-04      | 1.8000%  | N/A     | $1000000.00        | $766610.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $3623456.00        | $3534649.07        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $82716.00          | $24196.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $873.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $1789000.00        | $27411.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3052741.00        | $2811549.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $52129269.00       | $41507134.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1968256.00        | $1879898.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.2519%  | N/A     | $2922740.00        | $2337032.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $790200.00         | $589822.13         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $34411500.00       | $35146106.03       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $77138978.00       | $58605299.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5800%  | N/A     | $98063.00          | $99156.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $127000.00         | $81127.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 3.5000%  | N/A     | $1684097.00        | $1511053.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $14999013.00       | $1361141.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 6.7890%  | N/A     | $49357755.00       | $1492707.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $81644.00          | $77142.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1569728.00        | $1571649.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $45893.00          | $23887.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.2700%  | N/A     | $1239000.00        | $1160880.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1001.00           | $37.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $2290263.00        | $1962451.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1905776.00        | $1867503.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $650000.00         | $598965.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $790.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1877298.00        | $1922534.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $204883.00         | $27832.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $60000.00          | $10274.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 2.5000%  | N/A     | $1000.00           | $151.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $232339.00         | $233494.49         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1215600.00        | $1409776.13        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $66063525.00       | $67715310.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 7.6140%  | N/A     | $900000.00         | $5595.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 0.0000%  | N/A     | $860754.00         | $864094.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $825008.00         | $683664.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $10594927.00       | $10877190.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.6790%  | N/A     | $1300005.00        | $131983.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4302717.00        | $4337247.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2171200.00        | $1204005.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.9400%  | N/A     | $5434784.00        | $5564297.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.4070%  | N/A     | $24980663.00       | $1217697.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1001.00           | $987.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.3018%  | N/A     | $1678182.00        | $806272.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3173222.00        | $3296004.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1456374.00        | $1005277.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.6018%  | N/A     | $3887711.00        | $1666416.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $30358.00          | $20679.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $8787061.00        | $5404345.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $5747905.00        | $3333681.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1328003.00        | $1052820.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1711858.00        | $1760590.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $400.00            | $392.34            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $7233065.00        | $4634895.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 3.0000%  | N/A     | $200000.00         | $33067.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.5000%  | N/A     | $161795.00         | $6489.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.8100%  | N/A     | $693623.00         | $597827.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $17000.00          | $10556.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $19775832.00       | $15813117.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $191000.00         | $103440.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $156.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5408375.00        | $5524472.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $23718755.00       | $16498660.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $305779.00         | $306964.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2634082.00        | $2647075.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $540475.00         | $503447.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $595000.00         | $403241.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $172192.00         | $55312.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1341536.00        | $967785.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 2.8000%  | N/A     | $13330000.00       | $10522882.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $15292320.00       | $14499614.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $3500207.00        | $1191027.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3810799.00        | $3816490.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1027.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $800000.00         | $527605.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 5.8500%  | N/A     | $499000.00         | $525500.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $2434000.00        | $870740.83         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $96.60             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5019%  | N/A     | $21818432.00       | $11900603.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0819%  | N/A     | $57500000.00       | $57003262.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $8847408.00        | $4898826.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5770%  | N/A     | $1000.00           | $134.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $112500000.00      | $110805724.11      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $335534.00         | $275388.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2698970.00        | $2710832.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $250428.00         | $248538.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5548200.00        | $5411141.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $13305500.00       | $13869199.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2906268.00        | $1907939.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $5700000.00        | $284415.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1378914.00        | $1343189.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1000.00           | $720.04            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 4.9183%  | N/A     | $582430.00         | $66563.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1025000.00        | $836994.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2093124.00        | $1631227.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $618000.00         | $152030.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $45643337.00       | $38729390.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2512180.00        | $2577904.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $59648.00          | $48446.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $2308585.00        | $2335077.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1928849.00        | $1984151.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $15220985.00       | $15276433.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $43789632.00       | $20867209.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $26151552.00       | $18297024.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1000.00           | $524.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $160000.00         | $47035.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $889000.00         | $741563.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $1000.00           | $66.55             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $100.00            | $100.00            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $1800483.00        | $530920.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4232264.00        | $2764337.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.5000%  | N/A     | $1001.00           | $30.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $10000.00          | $9752.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $21027373.00       | $18774364.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.0000%  | N/A     | $4296128.00        | $4181637.11        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1548791.00        | $501160.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1400040.00        | $1431795.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-15      | 7.5000%  | N/A     | $4192936.00        | $4424446.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $5200000.00        | $4196988.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $927701.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $7918384.00        | $7653766.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2496000.00        | $2151075.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $273207.00         | $233393.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0800%  | N/A     | $497285.00         | $481700.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $180955.00         | $180275.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $12399876.00       | $8823663.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $3873289.00        | $3807044.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1040.00           | $1071.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $20099641.00       | $12949461.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.6970%  | N/A     | $1000.00           | $16.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $12445.00          | $12841.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2025-09-01      | 4.0000%  | N/A     | $11593817.00       | $7036.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $875.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1475000.00        | $1248744.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.1200%  | N/A     | $1000.00           | $978.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $93471.00          | $95128.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1163195.00        | $991618.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1640606.00        | $76918.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $400000.00         | $91250.25          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $7500.00           | $7604.29           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2360%  | N/A     | $1000.00           | $23.49             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $862580.00         | $657302.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $6000000.00        | $4851111.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $224835.00         | $227146.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.5000%  | N/A     | $15668.00          | $14462.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.7550%  | N/A     | $830888.00         | $759637.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2414220.00        | $2437434.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 1.9700%  | N/A     | $637489.00         | $402439.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.1700%  | N/A     | $8332800.00        | $7604057.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $14000000.00       | $13074273.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $134671.00         | $10520.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $19283488.00       | $18234262.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3496465.00        | $3574003.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $1250000.00        | $136123.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $51000.00          | $33942.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $7288746.00        | $7311899.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $1586050.00        | $925150.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $11715518.00       | $6632727.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $54410195.00       | $53162140.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5662656.00        | $4618975.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.0550%  | N/A     | $4114406.00        | $3925436.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4018%  | N/A     | $5694664.00        | $4999055.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $3000000.00        | $2062042.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.4830%  | N/A     | $245000.00         | $5181.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $351469.00         | $237553.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $384708.00         | $400374.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $14996018.00       | $1320572.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4682087.00        | $4274612.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.0700%  | N/A     | $18630000.00       | $15529429.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $65006336.00       | $21281056.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $198480.00         | $96500.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $14064655.00       | $11944572.79       | Agency Mortgage-Backed Securities         |

### Security 185: PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001B65
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: NR; Fitch Long Rating: A+; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $166000000.00      | $48876053.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $85000000.00       | $26533528.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $140000000.00      | $41099847.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $80000000.00       | $61143477.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $50000000.00       | $46288651.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $84000000.00       | $61051880.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $85000000.00       | $24145499.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $78000000.00       | $20811625.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $50000000.00       | $21907656.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $16800000.00       | $17453645.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $2000000.00        | $1130481.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $1116500.00        | $847933.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $100000000.00      | $27717751.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $1000000.00        | $820221.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $34000000.00       | $17814039.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $49000000.00       | $19934157.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $45000000.00       | $21479553.90       | U.S. Treasuries (including strips) |

### Security 186: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1496474473.65
- **C.18.a - Value (excl. sponsor support):** $1496474473.65
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275319418.00
- **C.18.a - Value (excl. sponsor support):** $275319418.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64W3, C.4 - ISIN: US3130B64W35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000047510.00
- **C.18.a - Value (excl. sponsor support):** $1000047510.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008F51
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1242210.00        | $1066079.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $200000.00         | $158095.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 1.5000%  | N/A     | $40000.00          | $25178.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $5274000.00        | $4118379.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $1181415.00        | $1152125.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $3500000.00        | $2419015.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1073600.00        | $738682.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $7404000.00        | $4147178.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $195000.00         | $159913.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4397200.00        | $4550039.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2300000.00        | $1392886.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $5580249.00        | $54480.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1261943.00        | $1156453.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $2257924.00        | $1975180.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 3.0000%  | N/A     | $1661478.00        | $156368.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $60000.00          | $9843.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $10069148.00       | $1312730.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $676838.00         | $66056.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.0000%  | N/A     | $1944850.00        | $1418662.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1060333.00        | $1096982.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $439479.00         | $238074.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $7000.00           | $3301.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $739499.00         | $129359.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $12438550.00       | $12796552.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1698200.00        | $51784.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $290000.00         | $130516.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1445665.00        | $1475652.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $49855.00          | $51389.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1746440.00        | $1798748.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $1200000.00        | $32600.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $158000.00         | $123723.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $29551.00          | $3181.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 8.0000%  | N/A     | $24631550.00       | $30632.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $1978238.00        | $292354.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $70000.00          | $7252.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $5446175.00        | $5351345.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $11011000.00       | $6044278.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.0000%  | N/A     | $4505472.00        | $80001.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $105000.00         | $69529.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $56000.00          | $41522.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $4084266.00        | $2646255.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $10069245.00       | $9572638.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1331515.00        | $1334160.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $2312561.00        | $2213976.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $44500.00          | $6544.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1147105.00        | $1199093.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $298360.00         | $294495.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1841761.00        | $1654147.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1149050.00        | $1179110.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $56491802.00       | $54128919.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1110989.00        | $612767.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1401004.00        | $1381490.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $28000.00          | $22061.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $4530805.00        | $4208975.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $10600000.00       | $4978975.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2162504.00        | $2094422.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1523000.00        | $1256720.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $676000.00         | $96735.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 7.0000%  | N/A     | $1040621.00        | $170789.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $115431.00         | $58909.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $17566690.00       | $15271742.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $40000.00          | $24823.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $188000.00         | $23154.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $139000.00         | $115439.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $566118.00         | $567384.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $9225000.00        | $5133535.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $2000.00           | $1489.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 7.0000%  | N/A     | $4999500.00        | $7836.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $54000.00          | $6693.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $4281670.00        | $16390.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1424.00           | $1393.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $5188547.00        | $5186887.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $2655730.00        | $2687170.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3026376.00        | $2470169.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $4000.00           | $1805.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1500000.00        | $1263078.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $46054.00          | $29762.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $97594.00          | $27547.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $650000.00         | $398189.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $149000.00         | $6797.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1322461.00        | $1337654.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $529954.00         | $56115.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2363468.00        | $2429452.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 2.5000%  | N/A     | $16487796.00       | $4840314.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $38087064.00       | $33159825.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.0000%  | N/A     | $16783367.00       | $229752.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6196564.00        | $3955541.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 3.0000%  | N/A     | $2745973.00        | $2606548.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $277880.00         | $240558.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $165000.00         | $109348.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $86295.00          | $61494.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $8102858.00        | $8338556.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $58500.00          | $31937.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $2475000.00        | $18385.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $572189.00         | $476270.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $27060.00          | $19427.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $1180754.00        | $1179244.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $403167.00         | $265493.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $1462454.00        | $752138.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1365305.00        | $1409257.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $1538891.00        | $1452995.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1020861.00        | $737017.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5005489.00        | $5053077.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.0000%  | N/A     | $459935.00         | $311337.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $422274.00         | $88634.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1026840.00        | $1088964.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $89000.00          | $87142.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $19000.00          | $4690.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1172517.00        | $1207587.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3900000.00        | $2278562.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.5000%  | N/A     | $97000.00          | $1315.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $646988.00         | $345917.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $6196808.00        | $224039.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $39000.00          | $4306.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $1000000.00        | $974.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $4000.00           | $919.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $4400000.00        | $44345.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $443734.00         | $352411.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $200000.00         | $189488.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $12000.00          | $1107.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $2061855.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2628563.00        | $2370751.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $160000.00         | $113213.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $854615.00         | $636388.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $460000.00         | $421515.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $1415000.00        | $345781.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $6000.00           | $2881.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $4014106.00        | $2498013.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $200000.00         | $94204.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2389108.00        | $2002716.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $475000.00         | $472092.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000647.00        | $1008418.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $303440.00         | $254649.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $390000.00         | $1509.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $2084925.00        | $1635547.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.0000%  | N/A     | $261000.00         | $63091.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $30000.00          | $501.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $4408472.00        | $4116308.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $365369.00         | $253900.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1744953.00        | $1167085.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1091642.00        | $1131182.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1401099.00        | $1379814.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 7.5000%  | N/A     | $71487.00          | $1723.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $2197000.00        | $291111.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $1068691.00        | $1031160.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 3.5000%  | N/A     | $2493858.00        | $2172038.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 2.5000%  | N/A     | $500000.00         | $345880.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1522573.00        | $1518523.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1242131.00        | $1232249.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $363872.00         | $282105.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $945347.00         | $694852.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $275000.00         | $138294.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.5000%  | N/A     | $2164000.00        | $86710.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $114038000.00      | $102150221.56      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $55915728.00       | $36357968.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $2000000.00        | $1193915.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1237000.00        | $46473.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $254575.00         | $212117.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $101250.00         | $2484.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $300000.00         | $52071.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1189900.00        | $1235805.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $30386010.00       | $27271130.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 3.5000%  | N/A     | $100172.00         | $83507.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $1065722.00        | $643012.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $51000.00          | $7929.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 5.0000%  | N/A     | $1761994.00        | $346132.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.5000%  | N/A     | $4000.00           | $3150.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $4433665.00        | $3904327.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $733469.00         | $497911.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $8145000.00        | $6311325.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $167559.00         | $135107.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.0000%  | N/A     | $960000.00         | $94490.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $5653183.00        | $2156649.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 7.0000%  | N/A     | $7369985.00        | $282272.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $30000.00          | $2546.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $3300000.00        | $616720.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $200000.00         | $132900.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $350000.00         | $891.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $31843359.00       | $15314649.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $700000.00         | $415614.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1097499.00        | $1132660.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $3528832.00        | $3101833.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $50051592.00       | $41993907.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $326525.00         | $257043.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $4078220.00        | $3887603.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $5000.00           | $3301.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $56064.00          | $46951.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $46606867.00       | $31731748.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $2380309.00        | $2084526.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $6210846.00        | $6233364.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $100000.00         | $15186.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $4597022.00        | $4189586.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | 4.5000%  | N/A     | $7749000.00        | $45173.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $60292440.00       | $60209397.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $28000.00          | $644.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1281902.00        | $928686.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $996561.00         | $970661.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $1400000.00        | $138643.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $234000.00         | $139874.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1706930.00        | $1142876.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2490658.00        | $2518507.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $2168195.00        | $1924853.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $735000.00         | $5042.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $461570.00         | $449138.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.0000%  | N/A     | $6315000.00        | $104969.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2141079.00        | $2208168.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $75000.00          | $50935.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1161251.00        | $1191013.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.0000%  | N/A     | $54412729.00       | $42937448.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $700000.00         | $656614.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $198000.00         | $23371.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2202618.00        | $2220419.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1310000.00        | $1048196.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.5000%  | N/A     | $5078890.00        | $4927320.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.5000%  | N/A     | $999000.00         | $432856.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $2066810.00        | $1765689.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $1003000.00        | $121361.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $39683000.00       | $34433592.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $45000.00          | $10628.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $229185.00         | $203192.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $71298.00          | $40776.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $88684920.00       | $81241767.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $6851421.00        | $116967.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $86182264.00       | $53895735.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $2000.00           | $1323.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $497000.00         | $53756.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $515370.00         | $466940.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $195000.00         | $127887.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $948000.00         | $246266.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $23695007.00       | $20006877.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $628714.00         | $386155.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $2562950.00        | $295239.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $58882054.00       | $52669643.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $391467.00         | $374251.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.5000%  | N/A     | $200000.00         | $114359.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $776000.00         | $162043.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5132735.00        | $5015966.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $77500.00          | $57282.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $19945294.00       | $19998436.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1487704.00        | $1535046.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1170400.00        | $1213461.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1364000.00        | $875302.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $2000000.00        | $9621.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $200000.00         | $154256.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1088442.00        | $896664.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $1664125.00        | $1038598.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $624506.00         | $395564.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3474115.00        | $3569904.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1100000.00        | $256069.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $1827849.00        | $1855446.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.5000%  | N/A     | $28000.00          | $2961.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $16000.00          | $3799.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $100000.00         | $13622.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $1038091.00        | $1054327.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $200000.00         | $114490.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $329401.00         | $273198.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $24000.00          | $6776.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $575000.00         | $568790.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $30288475.00       | $25801252.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $34118164.00       | $31525203.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1061879.00        | $1066017.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $168918537.00      | $157338096.69      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $5000.00           | $3954.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $935000.00         | $104251.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $83000.00          | $21159.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $5350000.00        | $322119.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $3000.00           | $2179.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $22413281.00       | $22216940.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2300000.00        | $1340810.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $285000.00         | $4505.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $300000.00         | $229343.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $187000.00         | $103197.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $5000000.00        | $2784688.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $260000.00         | $98981.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $10000000.00       | $1882237.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $279000.00         | $206765.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2971666.00        | $2504497.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $8465119.00        | $8183048.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1462.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $5000.00           | $4546.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $6015000.00        | $94250.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.5000%  | N/A     | $485000.00         | $165098.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.5000%  | N/A     | $2800000.00        | $2427735.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $427456.00         | $266832.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1261397.00        | $729920.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1287553.00        | $1326098.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $12587167.00       | $7767115.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.5000%  | N/A     | $2200000.00        | $2985.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $144000.00         | $27702.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1952066.00        | $181878.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $34000.00          | $31963.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2991268.00        | $374082.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2428987.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1540000.00        | $1069903.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1146000.00        | $1147933.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2681548.00        | $2697262.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2139807.00        | $2140805.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $3762654.00        | $3797867.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $49000.00          | $27185.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2457810.00        | $527307.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1092409.00        | $210918.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $29000.00          | $19600.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $100000.00         | $34330.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1618366.00        | $1638565.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $2210000.00        | $228744.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4548338.00        | $4558609.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1000.00           | $785.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $483473.00         | $263274.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.0000%  | N/A     | $20000000.00       | $1350654.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 1.5000%  | N/A     | $7648248.00        | $5613401.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.5000%  | N/A     | $3201293.00        | $374428.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $2200000.00        | $64820.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1525509.00        | $1215501.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $870292.00         | $816743.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $400000.00         | $45334.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | 5.0000%  | N/A     | $2723000.00        | $9211.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $495785.00         | $441892.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1295095.00        | $251116.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $5860565.00        | $1369750.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $651226.00         | $69105.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1150795.00        | $659046.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.0000%  | N/A     | $36882906.00       | $24874727.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $152000.00         | $124419.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1744000.00        | $399849.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $840048.00         | $484762.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $180000.00         | $96704.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1297915.00        | $1143626.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $642000.00         | $48356.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1156125.00        | $1190981.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.0000%  | N/A     | $85000.00          | $30631.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $450000.00         | $10762.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $33874765.00       | $27391790.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2666346.00        | $2327958.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5000.00           | $3193.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $6825772.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $20000.00          | $16689.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1097109.00        | $1139261.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $5000.00           | $3329.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2382796.00        | $2077548.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7549000.00        | $7126369.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1696866.00        | $1697585.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1163669.00        | $1176267.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $9906728.00        | $6620750.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1129169.00        | $1056458.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $195000.00         | $38096.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $227000.00         | $170860.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $150000.00         | $148326.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $150000.00         | $79285.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1795624.00        | $1811392.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-25      | 3.5000%  | N/A     | $220000.00         | $176269.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1203600.00        | $1206976.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5000000.00        | $4304099.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $9181682.00        | $9424358.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | 3.5000%  | N/A     | $300000.00         | $1159.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $43000.00          | $37141.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $400000.00         | $73827.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.5000%  | N/A     | $16509422.00       | $129180.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $4000.00           | $3633.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $781473.00         | $618303.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $4000.00           | $2502.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000000.00        | $866125.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $725000.00         | $633747.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1074867.00        | $1099862.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $593278.00         | $525825.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $14084162.00       | $7571302.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $563000.00         | $262094.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 2.0000%  | N/A     | $3000000.00        | $2196627.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $25058883.00       | $9577.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1186940.00        | $907760.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $26865.00          | $15452.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $9000.00           | $7298.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1363000.00        | $1126705.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $800000.00         | $623655.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $2940859.00        | $170005.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1330336.00        | $1383975.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $23352596.00       | $21707918.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $150000.00         | $130956.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $503381.00         | $39169.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1107297.00        | $786833.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $25294370.00       | $22400312.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $3500000.00        | $1848740.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1801975.00        | $1820143.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2605330.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $300000.00         | $222851.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $629121.00         | $573359.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1169000.00        | $867853.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000462.00        | $1042935.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $92660742.00       | $82259710.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $100908.00         | $99917.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $105000.00         | $73642.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $795000.00         | $469044.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $300000.00         | $58685.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3370919.00        | $3468299.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $864600.00         | $633302.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $61000.00          | $45019.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2612021.00        | $413888.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $110000.00         | $106059.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $459020.00         | $354497.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.0000%  | N/A     | $650000.00         | $4270.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1261000.00        | $363133.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7955604.00        | $8187050.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $4295628.00        | $4180518.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $15496221.00       | $14712194.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $11000000.00       | $7924449.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $3000.00           | $2425.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $28347629.00       | $26619476.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $220000.00         | $40093.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $1070843.00        | $1089666.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $460059.00         | $370324.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1494756.00        | $1501694.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $17000.00          | $992.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $655402.00         | $606048.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $750000.00         | $58559.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $3450000.00        | $2173458.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1015000.00        | $146570.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $4935231.00        | $4817331.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $350123.00         | $4287.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2672583.00        | $2551683.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $696064.00         | $698528.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $422783.00         | $362889.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $80000.00          | $11224.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2498000.00        | $1538949.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.0000%  | N/A     | $635000.00         | $1367.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1154034.00        | $1174594.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1028979.00        | $894348.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $27709194.00       | $19359294.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $750000.00         | $116679.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $51097.00          | $32647.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $551448.00         | $328009.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 3.5000%  | N/A     | $14000000.00       | $129132.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $14308546.00       | $13414461.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $280000.00         | $192402.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20714615.00       | $18997545.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $21000.00          | $12919.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | 2.5000%  | N/A     | $234967165.00      | $7702308.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $100000.00         | $98277.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1855059.00        | $1949977.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $5937993.00        | $5513006.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 4.5000%  | N/A     | $560548.00         | $377566.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $1132634.00        | $1093405.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $26000.00          | $4121.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $27921188.00       | $25911489.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $160000.00         | $138891.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $1087418.00        | $956872.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $159000.00         | $1026.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $56150319.00       | $47648736.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.5000%  | N/A     | $815000.00         | $466950.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.0000%  | N/A     | $9708659.00        | $381756.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $3830000.00        | $2370676.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1074726.00        | $1104582.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $8997950.00        | $9109979.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $7400000.00        | $1162985.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $59000.00          | $42629.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $2572361.00        | $2537558.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $800000.00         | $112771.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2311742.00        | $1796202.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $508887.00         | $496247.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3655960.00        | $3768169.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1575000.00        | $16789.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $300000.00         | $58450.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6130136.00        | $5016638.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $21000.00          | $4845.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $225000.00         | $209602.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-25      | 3.0000%  | N/A     | $200000.00         | $134349.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1363092.00        | $1396219.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 3.5000%  | N/A     | $635713.00         | $388835.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $472285.00         | $309739.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $121000.00         | $90809.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1017136.00        | $882370.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 2.5000%  | N/A     | $1541785.00        | $440929.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $32337.00          | $32101.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 2.5000%  | N/A     | $825837.00         | $250900.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3826414.00        | $3939608.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 3.5000%  | N/A     | $2210669.00        | $1931516.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $8370000.00        | $6507712.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1000000.00        | $759964.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.0000%  | N/A     | $1319874.00        | $1208993.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $46000.00          | $23516.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1389740.00        | $827693.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $32757717.00       | $29788178.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1500000.00        | $4462.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $100000.00         | $1881.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1500000.00        | $990145.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $95000.00          | $68822.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1084397.00        | $1121013.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1894915.00        | $1485285.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1336000.00        | $546593.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 1.5000%  | N/A     | $141949.00         | $85194.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-06-01      | 3.0000%  | N/A     | $283344.00         | $100206.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1500000.00        | $728418.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $8336922.00        | $5896512.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $8127373.00        | $8448338.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 3.0000%  | N/A     | $2054972.00        | $1958630.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-11-01      | 6.0000%  | N/A     | $645388.00         | $2351.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $8000.00           | $1968.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $738427.00         | $404791.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $65552.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $449000.00         | $294034.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $28628347.00       | $23387606.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $5290000.00        | $4000219.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $89021251.00       | $89547989.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $246458.00         | $6648.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $8800000.00        | $5453990.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4304542.00        | $3465000.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $31000.00          | $16817.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $7925000.00        | $5612155.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $3603293.00        | $3597603.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.0000%  | N/A     | $1666708.00        | $1544086.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1629177.00        | $1685450.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $4314646.00        | $2435.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $2642514.00        | $963411.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $3252961.00        | $2959122.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.0000%  | N/A     | $33774.00          | $27319.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $100000.00         | $52967.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $16761844.00       | $11669088.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $2335123.00        | $1723370.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0000%  | N/A     | $203445.00         | $25071.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1340000.00        | $1138703.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2050000.00        | $1901713.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $929748.00         | $617491.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $1204100.00        | $1151101.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $991108.00         | $508454.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $100000.00         | $63147.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1525893.00        | $1250989.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $3700000.00        | $2489179.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $9000.00           | $1384.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.5000%  | N/A     | $75444.00          | $4000.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $42000.00          | $1512.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2023038.00        | $2027630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2838050.00        | $2786872.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $1161260.00        | $689211.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $10290166.00       | $8077534.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $30000.00          | $22418.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $18491228.00       | $16108973.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $10934000.00       | $999927.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $8000.00           | $3595.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $4675000.00        | $23999.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $12366441.00       | $6793469.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $5408767.00        | $1781717.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.0000%  | N/A     | $25449.00          | $22056.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000000.00        | $1309370.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $60000.00          | $44461.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $2080000.00        | $1329350.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $300000.00         | $224682.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1098301.00        | $1143574.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 1.5000%  | N/A     | $142000.00         | $88479.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $59337.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $105000.00         | $83082.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $2609700.00        | $1432089.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $47715224.00       | $41742001.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $119932.00         | $85615.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $245876.00         | $219302.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1530000.00        | $1368577.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $625000.00         | $396324.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $512460.00         | $419085.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1020181.00        | $1014708.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1053932.00        | $1111707.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $158412.00         | $981.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3573668.00        | $3052183.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1200000.00        | $1065872.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $245000.00         | $99334.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $28000.00          | $1959.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $7000.00           | $3226.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.5000%  | N/A     | $3541067.00        | $3339292.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $400000.00         | $73210.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $100000.00         | $83301.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $10700.00          | $5553.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $1248808.00        | $492863.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $2000000.00        | $908760.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $82000.00          | $67178.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $9316846.00        | $8312892.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 5.0000%  | N/A     | $2327690.00        | $16428.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $12000000.00       | $6964033.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $915693.00         | $904089.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5213552.00        | $5455372.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $3725000.00        | $2883536.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $3241644.00        | $3172628.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2475809.00        | $2466927.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1874611.00        | $1921833.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $33231065.00       | $29086257.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $700000.00         | $641339.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $7720927.00        | $7055256.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.0000%  | N/A     | $270548.00         | $251612.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.5000%  | N/A     | $20000000.00       | $20177914.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $46923.00          | $44911.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $181378149.00      | $174664944.69      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $6355000.00        | $3618565.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $107950153.00      | $31297976.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6066447.00        | $5077685.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3023480.00        | $2949575.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $1544274.00        | $1006908.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $3040236.00        | $723369.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 7.0000%  | N/A     | $1295273.00        | $634975.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $258850.00         | $249492.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $18765175.00       | $15975741.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2631444.00        | $1582213.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $350432.00         | $237737.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $5413120.00        | $4797963.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $5235090.00        | $4691493.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $200000.00         | $151799.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1540000.00        | $1355179.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $78751.00          | $7721.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $15000000.00       | $6588.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $2560000.00        | $784813.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $2525200.00        | $1185213.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $48000.00          | $7445.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3323431.00        | $3416827.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $302000.00         | $232405.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $315718.00         | $179697.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $27000.00          | $3502.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1883794.00        | $1972093.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $3522247.00        | $3015620.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1236000.00        | $859259.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $6345000.00        | $1488908.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $680660.00         | $406683.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $600000.00         | $599849.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $36939018.00       | $35639931.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $551545.00         | $497605.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $327000.00         | $332754.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 2.5000%  | N/A     | $155828.00         | $29520.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $359440.00         | $32835.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1929752.00        | $1897334.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $28942.00          | $24763.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6485465.00        | $6706089.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $150000.00         | $3541.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $12762810.00       | $8472449.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $3714551.00        | $3826961.23        | Agency Mortgage-Backed Securities |

### Security 190: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004PN1
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $636700.85         | $618018.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1404495.69        | $1293491.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1038461.54        | $1062627.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $311538.46         | $186174.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 2.3750%  | N/A     | $6456167.31        | $527910.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $207692.31         | $118751.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $62307.69          | $19290.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $60923.08          | $50875.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-25      | 3.8200%  | N/A     | $155769.23         | $149794.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $6923.08           | $6108.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 5.0000%  | N/A     | $5894551.38        | $5918682.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-03-25      | 2.8490%  | N/A     | $138461.54         | $136872.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $6032652.92        | $5296252.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $42198.92          | $26966.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $5959238.54        | $83218.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $2666027.08        | $2177337.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 3.4300%  | N/A     | $346153.85         | $342996.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $13846153.85       | $1129253.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 4.6300%  | N/A     | $1107692.31        | $1129531.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $65769.23          | $56665.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $28885.85          | $26856.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $8245806.92        | $8331848.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $6923076.92        | $6566295.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $692307.69         | $713991.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $4266429.23        | $3372492.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $1473225.23        | $248234.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $20769230.77       | $3845138.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $2798136.00        | $1421160.04        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $3665158.62        | $3521032.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $446538.46         | $418329.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-25      | 5.1752%  | N/A     | $61069380.92       | $44712433.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 2.9200%  | N/A     | $398076.92         | $92847.61          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $17473846.15       | $4947516.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1681514.31        | $1801108.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3552%  | N/A     | $10545637.85       | $10344324.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $8023846.15        | $1560403.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $1609269.23        | $1403876.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.0000%  | N/A     | $4352378.54        | $4350484.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-25      | 5.0000%  | N/A     | $4627913.54        | $135266.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-06-25      | 1.7230%  | N/A     | $10488461.54       | $9112291.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.5050%  | N/A     | $13153846.15       | $12937866.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2025-09-25      | 3.3080%  | N/A     | $276923.08         | $212525.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $1594188.00        | $1335424.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $1825039.38        | $1752146.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.5630%  | N/A     | $311538.46         | $306898.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.0000%  | N/A     | $8602979.54        | $6027072.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $3023307.69        | $2957779.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $5429037.46        | $3843080.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $18186923.08       | $676886.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 1.0000%  | N/A     | $2076923.08        | $559105.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.4519%  | N/A     | $34615384.62       | $19252881.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.6018%  | N/A     | $34615384.62       | $12940927.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.7519%  | N/A     | $17307692.31       | $10454613.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-12-25      | 3.4130%  | N/A     | $3035990.77        | $3006721.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $6202287.00        | $4538285.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $99783.00          | $90345.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.0022%  | N/A     | $1384.62           | $862.85            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $31311184.85       | $30544178.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $254076.92         | $29397.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $423268.62         | $415574.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.0000%  | N/A     | $2769230.77        | $1816784.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $346153.85         | $223177.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $353420.31         | $362049.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $139153.85         | $110162.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $444980.77         | $106756.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $5555769.23        | $4166835.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $193153.85         | $132485.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $766132.62         | $786069.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $5278846.15        | $981362.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $777754.38         | $808179.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.0000%  | N/A     | $2579550.23        | $1514695.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-01-20      | 2.2500%  | N/A     | $14884615.38       | $1121880.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1963113.23        | $2001955.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $16063615.38       | $15832522.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.4519%  | N/A     | $13500000.00       | $11930802.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-25      | 4.5000%  | N/A     | $138462.92         | $138637.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.4440%  | N/A     | $628615.38         | $620796.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $5676923.08        | $4769635.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $6230769.23        | $5908556.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $41538.46          | $27370.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1756457.31        | $1471370.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 8.3519%  | N/A     | $13846153.85       | $13896150.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $484615.38         | $393471.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $20798753.54       | $18031866.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $171547.62         | $120841.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $744953.54         | $748459.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $232564.15         | $192526.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1381846.15        | $280047.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $7653965.54        | $4539006.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $1168615.38        | $269929.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-12-25      | 2.9950%  | N/A     | $326769.23         | $287612.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 3.3500%  | N/A     | $692307.69         | $682023.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 2.1080%  | N/A     | $1307076.92        | $1170806.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $7069.85           | $3876.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $2287426.85        | $533221.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $34646.54          | $22468.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $13846153.85       | $14571610.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4352643.69        | $3103465.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $838246.15         | $863043.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $8613041.54        | $8188394.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 5.0000%  | N/A     | $69230.77          | $19112.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-16      | 4.5000%  | N/A     | $15046006.85       | $14534070.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1934983.38        | $1731995.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $245698.62         | $39895.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1228846.15        | $1254354.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 4.2500%  | N/A     | $2205616.15        | $1914822.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-03-25      | 2.3500%  | N/A     | $1834615.38        | $1621891.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $3732694.62        | $3727057.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $3463080.23        | $2964930.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1389649.85        | $1427523.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $8608223.08        | $739003.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $87230.77          | $72413.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.2820%  | N/A     | $553846.15         | $485566.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $793176.92         | $802978.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $140467.85         | $26115.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $108634.85         | $81965.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.7052%  | N/A     | $29949822.00       | $29031140.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2324664.00        | $1563641.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $1607724.00        | $2541044.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $53994.46          | $37018.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-25      | 3.2810%  | N/A     | $398076.92         | $392324.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.3018%  | N/A     | $17307692.31       | $10455163.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.1518%  | N/A     | $3197862.69        | $2480782.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 5.0000%  | N/A     | $269841.46         | $218552.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $313079.54         | $317627.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.5000%  | N/A     | $22673076.92       | $22712822.83       | Agency Collateralized Mortgage Obligation |

### Security 191: DUMMY ISSUER

- **C.1 - Title:** DUMMY ISSUER
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $388655924.00
- **C.18.a - Value (excl. sponsor support):** $388655924.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aaa; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AAA; Standard & Poor's Long Rating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $468260450.10
- **C.18.a - Value (excl. sponsor support):** $468260450.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297008790.00
- **C.18.a - Value (excl. sponsor support):** $297008790.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008FJ1
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $6733700.00        | $6623172.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $27299000.00       | $27519831.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $164412000.00      | $166833400.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 2.6250%  | N/A     | $9628700.00        | $9552922.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $74292100.00       | $71483115.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $57607800.00       | $53834869.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $870000.00         | $835566.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $183000.00         | $179396.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.2500%  | N/A     | $48872100.00       | $48233019.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $27215000.00       | $27831042.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $400.00            | $392.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $154829200.00      | $155074150.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 3.8750%  | N/A     | $14510400.00       | $14747896.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $761300.00         | $783057.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $920000.00         | $939679.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $14276100.00       | $14434406.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $13002800.00       | $13168957.10       | U.S. Treasuries (including strips) |

### Security 195: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2905866869.10
- **C.18.a - Value (excl. sponsor support):** $2905866869.10
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374997922.50
- **C.18.a - Value (excl. sponsor support):** $374997922.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005DL4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $155836800.00      | $188426800.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $1732353100.00     | $1851573219.27     | U.S. Treasuries (including strips) |

### Security 198: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001B64
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Fitch Long Rating: A+; Moody's Short Rating: NR; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22000000.00       | $11003844.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $16000000.00       | $16149325.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $27518800.00       | $27845405.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $182000000.00      | $65112816.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $18000000.00       | $17768162.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $50000000.00       | $38413892.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $18000000.00       | $18407581.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $50000000.00       | $24622238.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $77000000.00       | $75883500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $64000000.00       | $61836800.00       | U.S. Treasuries (including strips) |

### Security 199: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005PZ9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Long Rating: A+; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $1200.00           | $1174.21           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $53352300.00       | $53354434.09       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $17999400.00       | $16360311.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $159.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $1800100.00        | $1808543.37        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $130919925.00      | $89517578.93       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $7565000.00        | $7742963.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $300.00            | $322.08            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $200.00            | $182.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $8587200.00        | $8321602.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $1060000.00        | $907795.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $3999900.00        | $3681905.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $8000000.00        | $8044814.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-09-23      | 0.0000%  | N/A     | $296000.00         | $293056.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $20999000.00       | $21227493.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $1200.00           | $920.31            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $34615500.00       | $31938302.61       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.8500%  | N/A     | $979470.00         | $780282.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 2.5000%  | N/A     | $111395685.00      | $46443935.93       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $300000.00         | $188659.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $2422100.00        | $1847967.84        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1153445.00        | $1205676.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $1200.00           | $857.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $10000000.00       | $7550678.45        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 6.5000%  | N/A     | $30.00             | $1.58              | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $77299100.00       | $53788594.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $200.00            | $180.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $400.00            | $403.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $49444900.00       | $50360385.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $15851200.00       | $16240895.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $94.14             | $85.19             | U.S. Treasuries (including strips)        |
| CASH                  | 2025-07-01      | 0.0000%  | N/A     | $223519999.37      | $223519999.37      | Cash                                      |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $800.00            | $380.89            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1005.00           | $1023.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $69538296.00       | $67590745.84       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $9265000.00        | $9502387.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $49999700.00       | $35342948.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $1600.00           | $988.31            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.0600%  | N/A     | $739137.00         | $763086.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $30419977.00       | $29191319.30       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $35124400.00       | $32770172.69       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-17      | 0.0000%  | N/A     | $118184100.00      | $117953641.01      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $156.16            | $48.62             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $3386000.00        | $3315142.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $1300000.00        | $971261.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $100.00            | $102.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $6000000.00        | $5843972.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $54921900.00       | $55191131.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $80857500.00       | $80629117.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $100.00            | $101.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $3000000.00        | $3019298.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $1125000.00        | $661820.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $4504400.00        | $4165580.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $25000000.00       | $22982686.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-10-31      | 5.0000%  | N/A     | $100.00            | $101.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $5000100.00        | $2613423.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $16880000.00       | $14403109.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $72313000.00       | $62980645.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $10575000.00       | $10808056.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $1000.00           | $954.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $800.00            | $752.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-15      | 4.5000%  | N/A     | $100.00            | $100.61            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $5988400.00        | $5851864.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $300.00            | $304.67            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $700.00            | $648.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $74.06             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $63784536.00       | $56385250.07       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $100.00            | $100.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $17805700.00       | $18189850.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $6748800.00        | $5851347.56        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $100000000.00      | $84512062.97       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $520100.00         | $509153.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $15000000.00       | $14714988.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $882000.00         | $881795.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $17100200.00       | $17678010.23       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $36382.00          | $37305.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $1206.00           | $718.60            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $100.00            | $111.37            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $653200.00         | $549767.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $69280.00          | $68182.59          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $13126800.00       | $12883533.20       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $65281.00          | $56841.51          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $6016000.00        | $6286166.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $400.00            | $298.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $100.00            | $72.98             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $200.00            | $187.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-15      | 3.0000%  | N/A     | $9164000.00        | $9282489.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $27803800.00       | $27178481.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $4422100.00        | $3941341.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $3458100.00        | $2104712.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $7505300.00        | $4932046.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $15775500.00       | $15541670.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $19999900.00       | $15753056.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $800000.00         | $808717.16         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1173719.00        | $1226544.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3930%  | N/A     | $1417482.00        | $1295660.90        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $100.00            | $102.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $7175200.00        | $7378190.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $300.00            | $290.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $749100.00         | $472296.13         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $175950.00         | $179279.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $62542979.00       | $51917395.10       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $29387800.00       | $27498017.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $300.00            | $290.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $200.00            | $174.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $18759800.00       | $15470822.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $677000.00         | $661888.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $34790400.00       | $33039921.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $100.00            | $57.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $93.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $100.00            | $101.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $122435000.00      | $124311559.29      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $600.00            | $517.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $30806000.00       | $30778082.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $100.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $400.00            | $386.39            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $45036938.00       | $43784183.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $8567410.00        | $8753409.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $704300.00         | $707882.23         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $11731474.00       | $11295113.21       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $1598800.00        | $1586276.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $14071300.00       | $14348330.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $100.00            | $100.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $39200000.00       | $40115557.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $800.00            | $683.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $23350600.00       | $23773374.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $12476300.00       | $12765750.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $9561100.00        | $9412519.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $28000000.00       | $27076189.81       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $20000000.00       | $19659376.87       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $25552600.00       | $22999110.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $3998700.00        | $4031046.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $999900.00         | $941941.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-08-12      | 0.0000%  | N/A     | $273000.00         | $271596.23         | U.S. Treasuries (including strips)        |

### Security 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1477057677.23
- **C.18.a - Value (excl. sponsor support):** $1477057677.23
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $530001367.40
- **C.18.a - Value (excl. sponsor support):** $530001367.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1302043951.00
- **C.18.a - Value (excl. sponsor support):** $1302043951.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75073605.00
- **C.18.a - Value (excl. sponsor support):** $75073605.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YD5
- **C.18 - Value (incl. sponsor support):** $6383000.00
- **C.18.a - Value (excl. sponsor support):** $6383000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Fitch Long Rating: AA-; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $98663.00          | $100488.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-25      | 4.8197%  | N/A     | $31.74             | $1.00              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-11-01      | 7.5000%  | N/A     | $94.09             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $4059.59           | $2593.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $37.15             | $1.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $123099.45         | $123490.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 2.5000%  | N/A     | $246944.15         | $44440.48          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1737.63           | $1655.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $174393.93         | $144770.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $763494.55         | $591709.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.7600%  | N/A     | $1021.28           | $1037.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3543.84           | $2271.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $226260.42         | $146129.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $61406.40          | $40649.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $27702.68          | $28810.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $44203.65          | $27459.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.4000%  | N/A     | $353.31            | $353.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 7.0070%  | N/A     | $75844.31          | $6775.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $25992.93          | $4153.63           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1608.52           | $1042.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $5872.36           | $4015.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $3794.26           | $3880.06           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6990%  | N/A     | $44643.42          | $37304.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $153.27            | $148.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $502506.81         | $505629.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $198821.36         | $108267.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.0000%  | N/A     | $1303.89           | $1269.15           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $403.12            | $376.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.3350%  | N/A     | $212.81            | $1.73              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 7.0590%  | N/A     | $510839.00         | $9390.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $25.53             | $5.75              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2360%  | N/A     | $54.51             | $1.28              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $15555.63          | $750.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $30638.40          | $17058.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $16986.77          | $1981.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $326158.71         | $63929.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 2.5000%  | N/A     | $589422.61         | $202117.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.0000%  | N/A     | $535211.64         | $44737.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $9624.62           | $8184.89           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0300%  | N/A     | $189.04            | $6.44              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.3900%  | N/A     | $55.46             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1156987.74        | $1188566.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.0000%  | N/A     | $27.73             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $16771.26          | $9697.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $217681.34         | $172010.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $104682.12         | $102116.48         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1401.71           | $1046.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $504540.92         | $525916.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $319951.27         | $273577.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $612.77            | $425.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $138.92            | $31.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $236137.68         | $243173.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $700068.47         | $4469.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2343.84           | $2439.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $116.99            | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $5076.81           | $845.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 7.4390%  | N/A     | $17708.89          | $547.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5827%  | N/A     | $28031.86          | $13310.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $187826.75         | $187357.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $75745.02          | $76032.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $525228.98         | $552028.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $72.77             | $12.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $15036.82          | $12347.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $13097.92          | $6556.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $76578.36          | $77166.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $146375.08         | $147021.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $17850.93          | $11280.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $252533.85         | $209082.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $8415.40           | $8193.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.5000%  | N/A     | $403.00            | $19.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $4114.94           | $3482.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.5910%  | N/A     | $338572.24         | $2555.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | 2.0000%  | N/A     | $22973.90          | $14750.84          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5800%  | N/A     | $510.64            | $437.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.8550%  | N/A     | $310.83            | $1.44              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $386673.51         | $302507.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $127.66            | $130.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $189.93            | $202.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $35451.34          | $21432.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 4.0000%  | N/A     | $140339.01         | $28316.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $317.36            | $149.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5670%  | N/A     | $26.35             | $0.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $28085.20          | $28365.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.5000%  | N/A     | $74877.42          | $255.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $773.90            | $780.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.0000%  | N/A     | $23106.46          | $4644.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $28.88             | $1.07              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $311.46            | $302.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6230%  | N/A     | $64.32             | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.5000%  | N/A     | $32297.98          | $4006.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $24423.15          | $1514.45           | Agency Mortgage-Backed Securities         |

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1458786999.68
- **C.18.a - Value (excl. sponsor support):** $1458786999.68
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185130204.85
- **C.18.a - Value (excl. sponsor support):** $185130204.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001VV7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: NR; Moody's Long Rating: Aaa; Standard & Poor's Long Rating: AA+; Moody's Short Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $28879400.00       | $16872286.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $11928322.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $29403100.00       | $15078370.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6457983.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23537080.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $29587937.71       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $21338773.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $26662277.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $95104200.00       | $9423128.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $24347720.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $9602070.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $45503000.00       | $27333070.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $16173178.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60000000.00       | $34682481.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $42690305.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22991926.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $24042000.00       | $18743534.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $53698700.00       | $33021670.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $46401000.00       | $33327332.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $34301215.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $14473599.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $29548945.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $30985500.00       | $4909824.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $39913116.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $88406400.00       | $21590214.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $28019652.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $71481300.00       | $16196140.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $130069000.00      | $12149284.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11596644.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $8317240.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $11166839.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $125837700.00      | $26415156.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $35069240.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $13032876.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $40556081.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $20651200.00       | $4484122.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $5049614.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $32795413.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $96836400.00       | $17628963.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $238387500.00      | $25697545.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $14015000.00       | $2896800.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $32719994.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12962705.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $227803000.00      | $47033601.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $29688900.00       | $18667323.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $56842400.00       | $31185265.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $26068000.00       | $20275948.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $22959644.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | N/A     | $53513000.00       | $47780053.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $15154414.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $61366000.00       | $32883366.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7904512.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $34221445.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $15946506.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $13273400.00       | $2541512.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $22694297.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $71299000.00       | $45588699.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $17813324.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $27303428.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $4059873.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13721676.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $12663400.00       | $8401271.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $28444400.00       | $16309136.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $29539000.00       | $6636975.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $47444900.00       | $28768149.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $94670700.00       | $3707056.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12310754.21       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $27329657.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $29344924.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $25317935.98       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $26002220.38       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-09-01      | 2.5000%  | N/A     | $20457100.00       | $13033337.47       | Agency Mortgage-Backed Securities |

### Security 208: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010R84
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1085000.00        | $58290.04          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-24      | 3.4400%  | N/A     | $4000000.00        | $3144440.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $47035.00          | $38214.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $182258.00         | $50771.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $191996.00         | $51292.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $20322251.00       | $20449621.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $168.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 6.0000%  | N/A     | $50000.00          | $13633.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $1139.00           | $644.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.1250%  | N/A     | $125007.00         | $155.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3755232.00        | $3867127.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $84025.00          | $49747.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $2774.00           | $56.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $2000.00           | $856.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $49132.00          | $6891.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 6.0000%  | N/A     | $2004.00           | $307.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $256994.00         | $170234.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.7820%  | N/A     | $5073.00           | $27.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 7.0870%  | N/A     | $300000.00         | $93.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $1722.00           | $0.39              | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-04-14      | 2.5000%  | N/A     | $3220000.00        | $2595077.78        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $15356154.00       | $11666631.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.3460%  | N/A     | $5140.00           | $160.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.7600%  | N/A     | $1821.00           | $1863.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-02-25      | 2.0000%  | N/A     | $1060000.00        | $810141.51         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $1164.00           | $263.33            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.0000%  | N/A     | $16855630.00       | $1408939.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.7730%  | N/A     | $1173.00           | $18.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.8750%  | N/A     | $2137.00           | $82.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $465000.00         | $57617.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $1000.00           | $81.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5100%  | N/A     | $1000.00           | $31.78             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $2196000.00        | $1632848.98        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.1680%  | N/A     | $700000.00         | $9112.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 3.0000%  | N/A     | $1060652.00        | $114593.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.5490%  | N/A     | $8130.00           | $405.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $501455.00         | $516611.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 7.0000%  | N/A     | $1006.00           | $85.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.4018%  | N/A     | $6420679.00        | $5855774.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 3.0000%  | N/A     | $86984.00          | $31430.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $7576275.00        | $885053.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.5000%  | N/A     | $1116.00           | $106.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 6.0000%  | N/A     | $70687.00          | $8871.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $2000.00           | $1772.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $808556.00         | $830188.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 5.1250%  | N/A     | $11344.00          | $155.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 5.5000%  | N/A     | $400000.00         | $45937.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1000.00           | $66.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-02-25      | 2.0000%  | N/A     | $2355000.00        | $1821814.92        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.8570%  | N/A     | $1024.00           | $37.61             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-08-27      | 2.0000%  | N/A     | $1000000.00        | $673403.33         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $4786144.00        | $3118376.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $835578.00         | $531587.90         | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M      | 2042-09-20      | 6.5160%  | N/A     | $2710.00           | $458.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.5000%  | N/A     | $1282.00           | $82.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $7085630.00        | $7052299.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1360014.00        | $1417772.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $96.60             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1192.00           | $717.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1037758.00        | $521077.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9519%  | N/A     | $46018066.00       | $39682319.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 3.5000%  | N/A     | $304711.00         | $270271.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $2037.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3032053.00        | $3047115.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3518%  | N/A     | $310357.00         | $257770.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.6140%  | N/A     | $1050.00           | $4.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $950000.00         | $446292.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1368232.00        | $696540.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2001.00           | $2029.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $47000.00          | $26783.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2321712.00        | $2382453.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.5000%  | N/A     | $2000.00           | $110.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $1895.00           | $263.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1242582.00        | $1276956.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $1032.00           | $49.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1080.00           | $853.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $573410.00         | $497875.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $6679010.00        | $666393.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3018%  | N/A     | $3575582.00        | $2824576.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1008.00           | $1031.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $973.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $2000.00           | $1426.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $44623.00          | $21491.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 2.5000%  | N/A     | $1007.00           | $163.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $11381.00          | $1050.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $13192241.00       | $12981085.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1073.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 5.7600%  | N/A     | $1000.00           | $1050.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $1000.00           | $670.36            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-07-14      | 2.3100%  | N/A     | $2318000.00        | $1838326.22        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.1130%  | N/A     | $4108893.00        | $298013.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $1026.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $1010.00           | $65.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $2000.00           | $1239.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $212329.00         | $217437.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $51733921.00       | $47646526.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $20257.00          | $2748.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 7.0550%  | N/A     | $15593.00          | $271.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $7980272.00        | $8011215.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $6792.00           | $5225.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $41000.00          | $28213.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $14316.00          | $14361.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6018%  | N/A     | $14316173.00       | $14144833.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-03-20      | 5.5000%  | N/A     | $2003.00           | $236.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $156.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $148119.00         | $78793.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.5980%  | N/A     | $4000.00           | $191.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $9000.00           | $6128.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 7.2110%  | N/A     | $7071.00           | $122.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $975.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1013.00           | $1066.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $4000.00           | $3066.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3018%  | N/A     | $26804534.00       | $16906554.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.9030%  | N/A     | $424737.00         | $3475.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 7.4250%  | N/A     | $1100000.00        | $4247.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $186080.00         | $16815.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $6089604.00        | $973108.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $413518.00         | $300215.56         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $200.00            | $193.02            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.1970%  | N/A     | $4592432.00        | $12967.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $290080.00         | $272006.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.5552%  | N/A     | $16394050.00       | $14758004.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 6.0000%  | N/A     | $16533.00          | $3418.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.8750%  | N/A     | $2240.00           | $52.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $12451.00          | $1.56              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $8772.00           | $8970.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 7.3750%  | N/A     | $1048.00           | $21.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5360%  | N/A     | $1850000.00        | $2757.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $2000.00           | $343.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $19973398.00       | $19997842.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 5.6250%  | N/A     | $1300000.00        | $54688.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $140003.00         | $136571.68         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2038-03-02      | 3.5700%  | N/A     | $800000.00         | $716194.93         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 6.4370%  | N/A     | $761717.00         | $1635.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.8350%  | N/A     | $1046.00           | $25.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 4.0000%  | N/A     | $3509.00           | $897.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 6.0000%  | N/A     | $1115325.00        | $103114.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.8750%  | N/A     | $29758.00          | $994.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.5000%  | N/A     | $14288434.00       | $14331742.89       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-09-25      | 1.0000%  | N/A     | $6982769.00        | $2312083.57        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $1040.00           | $45.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $167242.00         | $171700.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.5000%  | N/A     | $1000.00           | $111.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $868966.00         | $574005.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $66074.00          | $56911.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $1001.00           | $613.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1261611.00        | $1294409.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $62.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $2007.00           | $154.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.5000%  | N/A     | $198018.00         | $10922.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $15389700.00       | $14446827.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $484000.00         | $50771.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $1975677.00        | $568566.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 7.4130%  | N/A     | $877828.00         | $16777.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1785.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2000.00           | $2055.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $90823155.00       | $7288828.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $10442.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $2582.00           | $2027.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $1148.00           | $1013.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $13000.00          | $2379.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 5.0000%  | N/A     | $40401.00          | $4566.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $15098105.00       | $14819284.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2089592.00        | $2091439.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.7400%  | N/A     | $180000.00         | $44814.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $342000.00         | $26952.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $3464448.00        | $3289728.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $6749999.00        | $1498489.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $1031.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.5000%  | N/A     | $2341.00           | $2210.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $1955328.00        | $921381.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $803.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $459219.00         | $420335.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $698.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $53165.00          | $5554.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.8025%  | N/A     | $118572.00         | $104151.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $702164.00         | $460329.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $11000.00          | $6380.39           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-08-13      | 1.9500%  | N/A     | $1500000.00        | $1004066.75        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.6250%  | N/A     | $13032.00          | $14.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1009.00           | $832.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $5007.00           | $3855.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $5000.00           | $5177.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $13000.00          | $3531.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $98000.00          | $15207.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $850.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.4500%  | N/A     | $1390231.00        | $131289.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $1000.00           | $796.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 1.8380%  | N/A     | $488560.00         | $361156.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2013.00           | $2115.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $478772.00         | $491980.36         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2046-08-24      | 2.3500%  | N/A     | $2020000.00        | $1238270.10        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1040.00           | $214.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.3018%  | N/A     | $1405.00           | $967.96            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $2000.00           | $1505.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $1760.00           | $811.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.4150%  | N/A     | $5000.00           | $529.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 4.0990%  | N/A     | $2889.00           | $15.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.6250%  | N/A     | $250000.00         | $800.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1742698.00        | $1754563.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $61067.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.0000%  | N/A     | $2003.00           | $217.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $387812.00         | $334135.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $1701.00           | $171.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $10843898.00       | $10154335.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.3800%  | N/A     | $6000.00           | $51.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.5000%  | N/A     | $11666.00          | $5254.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $4998.00           | $1579.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3000.00           | $2932.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $2000.00           | $203.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $70083.00          | $73949.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $2000.00           | $285.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.7500%  | N/A     | $85251.00          | $50.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.1300%  | N/A     | $79503.00          | $77928.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 1.7309%  | N/A     | $23124301.00       | $16115523.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 0.0000%  | N/A     | $1803613.00        | $1810612.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $200000.00         | $57576.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.7500%  | N/A     | $1417252.00        | $1326464.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $734862.00         | $752569.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $1818132.00        | $194021.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $2428750.00        | $383657.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.3970%  | N/A     | $36888.00          | $0.65              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.6800%  | N/A     | $170000.00         | $171567.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $105047.00         | $9439.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $4534264.00        | $3104250.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3024.00           | $3188.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $487610.00         | $136310.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $98000.00          | $72554.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $16000.00          | $9853.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.3000%  | N/A     | $1211546.00        | $1209322.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $90000.00          | $22462.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | 1.9921%  | N/A     | $510000.00         | $440955.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $765.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $3412.00           | $386.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $2016.00           | $54.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-10-01      | 2.7500%  | N/A     | $1258.00           | $340.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.5000%  | N/A     | $370859.00         | $388031.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $10147411.00       | $1861317.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.8970%  | N/A     | $1427.00           | $1.11              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $18221107.00       | $11691929.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $722848.00         | $725170.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1597911.00        | $1233402.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.7720%  | N/A     | $12720000.00       | $716954.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.5000%  | N/A     | $219252.00         | $146635.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $1000.00           | $66.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1541684.00        | $618694.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $1000.00           | $624.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $672681.00         | $101091.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 6.0000%  | N/A     | $2000.00           | $445.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.2100%  | N/A     | $19401200.00       | $19421462.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.9020%  | N/A     | $11542723.00       | $39964.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $77194897.00       | $78850710.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.3180%  | N/A     | $25249.00          | $0.72              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 6.0000%  | N/A     | $1000.00           | $139.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1016080.00        | $1042708.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $1010.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $1270673.00        | $1157534.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $255000.00         | $42720.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $64256.00          | $55724.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $8740193.00        | $129285.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1194849.00        | $1220865.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.1010%  | N/A     | $13423.00          | $192.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $25469312.00       | $24715230.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5630%  | N/A     | $1530867.00        | $37119.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $440603.00         | $459139.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.3800%  | N/A     | $29498.00          | $265.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.2740%  | N/A     | $4000.00           | $363.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.3270%  | N/A     | $2648.00           | $25.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $1029.00           | $54.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $37475057.00       | $36124788.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.5000%  | N/A     | $1162.00           | $106.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $91139.00          | $990.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $89265.00          | $5193.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $1001.00           | $93.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $353212.00         | $338438.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $1030390.00        | $348523.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1344938.00        | $594715.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $657502.00         | $674651.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $2000.00           | $715.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $1000.00           | $661.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.6970%  | N/A     | $1000.00           | $16.49             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $2000.00           | $1287.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $2848666.00        | $2454729.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 4.5000%  | N/A     | $1000.00           | $72.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $75443.00          | $34486.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1045.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 4.6250%  | N/A     | $1000000.00        | $36462.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 4.5820%  | N/A     | $1151.00           | $0.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | 7.3250%  | N/A     | $2665.00           | $9.43              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1004.00           | $1029.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1235878.00        | $889887.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $50000.00          | $6524.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $33264.00          | $21386.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 7.4500%  | N/A     | $2363.00           | $0.41              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $162.00            | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1622560.00        | $1381367.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $1000.00           | $869.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $39493.00          | $39188.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $129.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.7500%  | N/A     | $2002.00           | $1905.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1000.00           | $524.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $1000.00           | $41.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $2129363.00        | $2019538.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2035-09-10      | 1.7300%  | N/A     | $5372000.00        | $4086196.28        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $2000.00           | $918.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.1670%  | N/A     | $84546960.00       | $903976.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1078274.00        | $1057702.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1043.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1028.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $100000.00         | $43780.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-15      | 6.0000%  | N/A     | $2000.00           | $1988.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2000.00           | $2054.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $2508.00           | $117.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1011.00           | $149.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 6.6080%  | N/A     | $1010.00           | $7.22              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.7540%  | N/A     | $1652.00           | $53.81             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $801835.00         | $475323.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $5003.00           | $5245.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.4810%  | N/A     | $22521005.00       | $701159.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $115.90            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2038-03-02      | 3.4500%  | N/A     | $2500000.00        | $2202545.83        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2050-08-15      | 3.0000%  | N/A     | $1008.00           | $417.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $204459.00         | $209731.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.1400%  | N/A     | $1021.00           | $1.53              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $52016.00          | $35386.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $144349.00         | $134212.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 1.5000%  | N/A     | $23859562.00       | $8651368.04        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 6.5900%  | N/A     | $22494.00          | $22892.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 5.0000%  | N/A     | $1849.00           | $219.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.0000%  | N/A     | $1000.00           | $661.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3000.00           | $2367.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $96000.00          | $59187.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $2195.00           | $1.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.5000%  | N/A     | $1000.00           | $542.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.6950%  | N/A     | $7660978.00        | $11574.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 5.2552%  | N/A     | $1132.00           | $694.81            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $117218.00         | $120578.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $43780.00          | $35507.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.3970%  | N/A     | $81369.00          | $428.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 7.0000%  | N/A     | $1400000.00        | $5958.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.5000%  | N/A     | $12000.00          | $1579.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $202993.00         | $30680.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2000.00           | $2060.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.3618%  | N/A     | $11764024.00       | $10357812.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.3900%  | N/A     | $260094.00         | $68.28             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-09-16      | 2.4000%  | N/A     | $1314000.00        | $914903.16         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1450656.00        | $1483554.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2038-12-28      | 4.1000%  | N/A     | $2750000.00        | $2469117.14        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.7400%  | N/A     | $1178020.00        | $916284.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $2002.00           | $130.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $14866656.00       | $14443781.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | 3.6100%  | N/A     | $50000.00          | $42616.12          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.5300%  | N/A     | $50000.00          | $50853.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.6250%  | N/A     | $3386.00           | $45.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $1543595.00        | $1349814.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $180147.00         | $187779.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $3000000.00        | $16890.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.8750%  | N/A     | $1831412.00        | $33293.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5993229.00        | $6222578.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $52007.00          | $36131.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $1930.00           | $234.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 3.5000%  | N/A     | $1020.00           | $66.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $49000000.00       | $13114977.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 6.0000%  | N/A     | $1000.00           | $98.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 4.5000%  | N/A     | $2000.00           | $749.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.7500%  | N/A     | $2362.00           | $47.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $60000.00          | $12377.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $3935.00           | $0.58              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $2000.00           | $1674.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $2000.00           | $1614.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1865225.00        | $1766970.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2530%  | N/A     | $2613697.00        | $1333.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.9420%  | N/A     | $3890.00           | $3982.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 7.8780%  | N/A     | $1339.00           | $4.87              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2002.00           | $2068.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5670%  | N/A     | $16630.00          | $75.55             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-12-19      | 2.8300%  | N/A     | $1930000.00        | $1620020.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $6718554.00        | $1211352.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1047.00           | $79.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.1910%  | N/A     | $194691072.00      | $23987.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1020.00           | $951.94            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $5426600.00        | $5265421.68        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $9493105.00        | $7182413.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.1940%  | N/A     | $4887.00           | $18.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1001.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $52000.00          | $36195.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2964573.00        | $2967061.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2037-02-18      | 2.9000%  | N/A     | $2000000.00        | $1654998.67        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $24309034.00       | $20431186.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2473.00           | $2588.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.5230%  | N/A     | $9970284.00        | $31057.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $2000.00           | $253.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.5000%  | N/A     | $79000.00          | $35046.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $2000.00           | $141.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 6.8120%  | N/A     | $1116.00           | $15.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $479999.00         | $426169.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 7.2190%  | N/A     | $22995738.00       | $199282.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1360174.00        | $1257323.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $915.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 4.9183%  | N/A     | $3507570.00        | $400863.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $5403.00           | $3750.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $1500000.00        | $43157.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2360%  | N/A     | $67936.00          | $1596.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.7820%  | N/A     | $64314185.00       | $9791.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 7.5070%  | N/A     | $1003.00           | $5.93              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $875.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $6258288.00        | $5500974.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5518%  | N/A     | $40010038.00       | $22254418.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.3010%  | N/A     | $4991974.00        | $70808.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.3000%  | N/A     | $17273.00          | $140.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 6.5580%  | N/A     | $2457.00           | $254.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.5000%  | N/A     | $172000.00         | $76944.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 6.0000%  | N/A     | $40000.00          | $4994.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $1008.00           | $288.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1568868.00        | $1606214.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1684719.00        | $1021943.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 5.0000%  | N/A     | $9312.00           | $8280.62           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $191271.00         | $193465.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.2700%  | N/A     | $1000.00           | $936.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 4.7800%  | N/A     | $50000.00          | $49864.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1012.00           | $229.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1104.00           | $934.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.0000%  | N/A     | $3000.00           | $2437.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $28196.00          | $29271.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $58271.00          | $30827.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.0000%  | N/A     | $256224.00         | $165647.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2089.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5770%  | N/A     | $1446.00           | $193.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 6.3750%  | N/A     | $7792.00           | $62.98             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $3001.00           | $2548.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.9010%  | N/A     | $6108.00           | $62.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $1200.00           | $164.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $134256.00         | $146701.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $133195.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $19656625.00       | $12977238.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $444357.00         | $7103.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.8750%  | N/A     | $3605.00           | $84.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1006.00           | $1032.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.5190%  | N/A     | $2728.00           | $12.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.1529%  | N/A     | $271448.00         | $235194.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 7.3340%  | N/A     | $53745848.00       | $3162480.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $3000.00           | $1856.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $4018.00           | $4222.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-02-25      | 2.0000%  | N/A     | $1000000.00        | $769935.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $3500000.00        | $2420577.64        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.8590%  | N/A     | $9239.00           | $52.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $15918375.00       | $12906162.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $584929.00         | $39670.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $16041800.00       | $15733904.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7800%  | N/A     | $150000.00         | $148601.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.7500%  | N/A     | $1798137.00        | $1546143.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.5000%  | N/A     | $255000.00         | $28127.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $2000.00           | $2029.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $13000.00          | $3206.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $1069986.00        | $46944.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1006.00           | $1062.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 3.0000%  | N/A     | $452000.00         | $159076.96         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2057.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-25      | 3.4927%  | N/A     | $1250000.00        | $82503.59          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $95999.00          | $80298.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 7.0370%  | N/A     | $3421.00           | $32.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.5800%  | N/A     | $1000000.00        | $28071.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $6683024.00        | $5190910.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $67560900.00       | $49108768.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.0800%  | N/A     | $30000.00          | $27532.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.5000%  | N/A     | $392550.00         | $238001.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.2019%  | N/A     | $5602547.00        | $3434714.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.4244%  | N/A     | $249000.00         | $181843.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $31608585.00       | $28817918.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8799760.00        | $8257577.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $2002.00           | $1090.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $5023720.00        | $4824315.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.5000%  | N/A     | $1439.00           | $9.83              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 6.9180%  | N/A     | $163334.00         | $124221.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $770.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3018%  | N/A     | $10777492.00       | $5067221.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3018%  | N/A     | $19948165.00       | $13438430.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.3219%  | N/A     | $1000.00           | $859.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1158974.00        | $1180717.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $57581.00          | $59169.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $775000.00         | $60274.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $434216.00         | $448184.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.0000%  | N/A     | $2000.00           | $854.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $666.00            | $25.00             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.8130%  | N/A     | $1434.00           | $67.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $807.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $2085.00           | $2015.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.5480%  | N/A     | $48322957.00       | $247256.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $986.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $54342.00          | $43152.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $2609.00           | $317.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.4930%  | N/A     | $1450000.00        | $22934.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $898574.00         | $282143.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4759.00           | $4890.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $1713845.00        | $1043996.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-11-20      | 5.8750%  | N/A     | $250000.00         | $5027.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.7500%  | N/A     | $1000000.00        | $52673.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 4.0000%  | N/A     | $592936.00         | $49609.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $74069.00          | $76210.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 5.0000%  | N/A     | $112000.00         | $34541.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.2500%  | N/A     | $6918000.00        | $6941456.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $3681384.00        | $3150208.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $104001.00         | $51211.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.1450%  | N/A     | $3190.00           | $4.22              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 4.7500%  | N/A     | $87245.00          | $2055.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-25      | 4.9596%  | N/A     | $69328736.00       | $551689.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-07-15      | 4.0000%  | N/A     | $1000.00           | $141.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $633580.00         | $231414.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.4600%  | N/A     | $1000.00           | $893.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | 4.5000%  | N/A     | $1824782.00        | $1673545.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $3634267.00        | $2979027.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.3970%  | N/A     | $130900.00         | $0.77              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1092610.00        | $543048.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $33000.00          | $14711.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $497048.00         | $7783.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1483050.00        | $1436565.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.9010%  | N/A     | $39126.00          | $2690.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $68338900.00       | $67815593.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $1094.00           | $120.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.5750%  | N/A     | $3088.00           | $7.42              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $26771.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $4994590.00        | $570499.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1069.00           | $737.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1010.00           | $719.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6230%  | N/A     | $184801.00         | $64.42             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $8494033.00        | $9474139.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 6.9620%  | N/A     | $31265.00          | $157.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.5000%  | N/A     | $948997.00         | $7508.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $5904.00           | $6290.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.0000%  | N/A     | $2940000.00        | $1812370.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-01      | 4.3850%  | N/A     | $700000.00         | $158.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.1470%  | N/A     | $1546.00           | $9.67              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2003.00           | $2091.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.5000%  | N/A     | $2000.00           | $356.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5300%  | N/A     | $75000.00          | $69074.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2302560.00        | $2330802.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 4.8100%  | N/A     | $45000.00          | $46135.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $12000.00          | $8301.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1000.00           | $740.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $16145.00          | $11496.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $1002.00           | $26.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1043.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4119%  | N/A     | $2227537.00        | $1855698.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2000.00           | $1933.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.7300%  | N/A     | $5744327.00        | $5641848.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $9621727.00        | $9702434.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $1100.00           | $1112.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2000.00           | $2097.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $1694352.00        | $5496.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 6.5000%  | N/A     | $1450000.00        | $8302.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $3526143.00        | $3324667.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $376998.00         | $71960.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.4818%  | N/A     | $13042800.00       | $8459313.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $3000.00           | $1163.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $59033.00          | $41588.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 1.7465%  | N/A     | $395000.00         | $329801.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.2640%  | N/A     | $3636.00           | $4.76              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-15      | 3.0000%  | N/A     | $1001.00           | $242.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $684888.00         | $42022.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.4290%  | N/A     | $1877.00           | $14.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1227688.00        | $49347.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1291000.00        | $284926.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2116.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $2037.00           | $516.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1670.00           | $1710.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $18000000.00       | $169178.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $2018.00           | $207.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $175.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $4098.00           | $816.79            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1057793.00        | $1068094.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.1630%  | N/A     | $7041862.00        | $46285.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $365823.00         | $296108.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $460000.00         | $44067.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.3080%  | N/A     | $419931.00         | $253.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $2023.00           | $266.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $559.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.1820%  | N/A     | $1760000.00        | $11592.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.4950%  | N/A     | $17419.00          | $235.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $4000.00           | $4209.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $1000.00           | $486.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $1000.00           | $84.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $2000.00           | $1324.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $14187.00          | $10390.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $2041719.00        | $218669.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 5.3700%  | N/A     | $45443.00          | $47253.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 7.1650%  | N/A     | $7641.00           | $2.66              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 5.0000%  | N/A     | $2000.00           | $678.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 6.0000%  | N/A     | $157000.00         | $20752.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $350000.00         | $276090.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1017.00           | $81.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $248926.00         | $1177.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.5900%  | N/A     | $24372.00          | $1211.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.3080%  | N/A     | $50013319.00       | $85373.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $43966.00          | $1528.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.4300%  | N/A     | $90000.00          | $90249.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5150%  | N/A     | $3155.00           | $654.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $2000.00           | $1327.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $5713935.00        | $5118291.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.8970%  | N/A     | $4300.00           | $6.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.3640%  | N/A     | $5000000.00        | $33499.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 7.0000%  | N/A     | $1750000.00        | $40539.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3417572.00        | $3488266.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 6.5000%  | N/A     | $2437.00           | $360.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $8954.00           | $4768.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $391998.00         | $62884.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $284000.00         | $19317.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.6250%  | N/A     | $2400.00           | $65.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 5.0000%  | N/A     | $2004.00           | $753.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $1045.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0110%  | N/A     | $1060.00           | $1059.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $1001.00           | $204.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2000.00           | $2062.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $1196146.00        | $523594.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $494000.00         | $404158.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.8870%  | N/A     | $7135.00           | $4.58              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $835587.00         | $519475.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $154537.00         | $158803.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $2149654.00        | $2163198.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $9758.00           | $143.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $99000.00          | $93710.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.1200%  | N/A     | $1021.00           | $999.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4018%  | N/A     | $19244413.00       | $16893688.65       | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-07-08

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

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

**Title of Signing Officer:** Treasurer