# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001145549-25-058004
**Filing Date:** 2025-9
**Character Count:** 2390305
**Document Hash:** e4fbfd99cf0ebe3e58128d578cb241da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058004.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058004

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251299268

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Financial Square Government Fund (Series ID: S000009242)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000025196 | Institutional Shares         | FGTXX           |
| C000025197 | Administration Shares        | FOAXX           |
| C000025198 | Service Shares               | FOSXX           |
| C000025199 | Preferred Shares             | GPGXX           |
| C000025200 | Select Shares                | GSGXX           |
| C000025201 | Capital Shares               | GCGXX           |
| C000088802 | Cash Management Shares       | GVCXX           |
| C000088803 | Premier Shares               | GGPXX           |
| C000088804 | Resource Shares              | GVRXX           |
| C000166882 | Class A Shares               | FSOXX           |
| C000166883 | Class C Shares               | FSGXX           |
| C000167141 | Class R6 Shares              | FGGXX           |
| C000214495 | Drexel Hamilton Class Shares | VETXX           |
| C000229774 | Seelaus Class Shares         | WMNXX           |
| C000229775 | Loop Class Shares            | LDIXX           |
| C000237844 | Class D Shares               | GSAXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000822977

### General Information

**Report for (YYYY-MM-DD):** 2025-08-29

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

**Name of Series:** Goldman Sachs Financial Square Fund - Government

**LEI of Series:** 549300BRJMXN4GUWZ402

**EDGAR Series Identifier:** S000009242

**Total number of share classes in the series:** 16

**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            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-17619

- **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:** 55 days

- **WAL:** 118 days

- **Total Value of Portfolio Securities:** $236122743656.12

- **Amortized Cost of Portfolio Securities:** $236077944956.64

- **Cash:** $2703300337.89

- **Total Other Assets:** $2401862095.82

- **Total Liabilities:** $10036809186.67

- **Net Assets of Series:** $231146298203.68

- **Number of Shares Outstanding (Series):** 231141515141.5340

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $121330218303.79          | $212179395818.01           | 50.2200%                  | 87.8300%                   |
| 2025-08-04 | $128193205217.69          | $222287382731.91           | 50.9400%                  | 88.3200%                   |
| 2025-08-05 | $128340148369.47          | $222439325883.69           | 50.9600%                  | 88.3300%                   |
| 2025-08-06 | $127444192347.18          | $222977937861.40           | 50.1600%                  | 87.7700%                   |
| 2025-08-07 | $123829257556.30          | $219180998070.52           | 49.3900%                  | 87.4300%                   |
| 2025-08-08 | $126133137842.26          | $221485878356.48           | 49.8400%                  | 87.5200%                   |
| 2025-08-11 | $128179796766.27          | $223532537280.49           | 50.2500%                  | 87.6300%                   |
| 2025-08-12 | $121816140280.60          | $217010312794.82           | 49.0100%                  | 87.3000%                   |
| 2025-08-13 | $122549436239.98          | $216905608754.20           | 49.3200%                  | 87.2900%                   |
| 2025-08-14 | $115053242438.53          | $210737414952.75           | 47.4800%                  | 86.9700%                   |
| 2025-08-15 | $113296144294.10          | $208978071406.87           | 47.0900%                  | 86.8600%                   |
| 2025-08-18 | $114227912418.77          | $209909839531.54           | 47.3000%                  | 86.9100%                   |
| 2025-08-19 | $112564256587.66          | $208246183700.43           | 46.6500%                  | 86.3000%                   |
| 2025-08-20 | $120887998538.05          | $216569925650.82           | 48.3100%                  | 86.5400%                   |
| 2025-08-21 | $112922609482.43          | $208604536595.20           | 46.5300%                  | 85.9600%                   |
| 2025-08-22 | $111014811083.26          | $206696738196.03           | 46.1000%                  | 85.8200%                   |
| 2025-08-25 | $123624631414.20          | $219306558526.97           | 48.9600%                  | 86.8600%                   |
| 2025-08-26 | $126541894537.19          | $222223821649.96           | 49.5300%                  | 86.9900%                   |
| 2025-08-27 | $128326374352.82          | $224008301465.59           | 50.1000%                  | 87.4600%                   |
| 2025-08-28 | $117225982156.59          | $212907909269.36           | 47.7100%                  | 86.6400%                   |
| 2025-08-29 | $112554817997.99          | $208231745110.76           | 46.6600%                  | 86.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3700%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3500%             |
| 2025-08-12 | 4.3500%             |
| 2025-08-13 | 4.3500%             |
| 2025-08-14 | 4.3500%             |
| 2025-08-15 | 4.3500%             |
| 2025-08-18 | 4.3500%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3400%             |
| 2025-08-22 | 4.3400%             |
| 2025-08-25 | 4.3400%             |
| 2025-08-26 | 4.3400%             |
| 2025-08-27 | 4.3500%             |
| 2025-08-28 | 4.3500%             |
| 2025-08-29 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $192563710025.00

- **Number of Shares Outstanding:** 192559725344.2980

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $7077613941.87            | $10181855434.74         |
| 2025-08-04 | $10984315266.33           | $4820356381.35          |
| 2025-08-05 | $7333783849.10            | $7732501807.63          |
| 2025-08-06 | $4719741084.92            | $6144215253.46          |
| 2025-08-07 | $5662600754.76            | $6286476340.26          |
| 2025-08-08 | $5542192738.19            | $5428314225.01          |
| 2025-08-11 | $5044088601.52            | $5365121084.26          |
| 2025-08-12 | $6666144378.29            | $4947531552.37          |
| 2025-08-13 | $6155155655.97            | $7675026723.44          |
| 2025-08-14 | $6467102954.40            | $9509413732.08          |
| 2025-08-15 | $7458087354.18            | $5962367921.13          |
| 2025-08-18 | $5180564152.86            | $8437748089.41          |
| 2025-08-19 | $5593103757.76            | $6122439915.83          |
| 2025-08-20 | $6333661237.28            | $5756435683.56          |
| 2025-08-21 | $5671110142.36            | $5997366292.02          |
| 2025-08-22 | $5118659665.33            | $6122323129.08          |
| 2025-08-25 | $9274795650.42            | $5481779570.94          |
| 2025-08-26 | $6279824075.06            | $6798150945.55          |
| 2025-08-27 | $4529633413.77            | $6033513461.63          |
| 2025-08-28 | $5479210414.89            | $7340626713.98          |
| 2025-08-29 | $5984221322.34            | $8029132871.03          |

**Total Gross Subscriptions (Month):** $132555610411.60

**Total Gross Redemptions (Month):** $140172697128.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.1800%         | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12437431768.91

- **Number of Shares Outstanding:** 12437174403.7360

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $454586613.28             | $203609147.92           |
| 2025-08-04 | $114956273.53             | $141853005.80           |
| 2025-08-05 | $146061428.46             | $85062350.17            |
| 2025-08-06 | $90885718.52              | $37968251.65            |
| 2025-08-07 | $231571032.41             | $58496924.41            |
| 2025-08-08 | $74092575.80              | $120882231.62           |
| 2025-08-11 | $95997872.61              | $104910754.25           |
| 2025-08-12 | $92998433.49              | $93558817.53            |
| 2025-08-13 | $68149031.94              | $64488821.79            |
| 2025-08-14 | $89568130.48              | $161890972.55           |
| 2025-08-15 | $272166054.60             | $200264552.13           |
| 2025-08-18 | $102800624.09             | $302496342.24           |
| 2025-08-19 | $109190094.81             | $92424264.83            |
| 2025-08-20 | $134997328.90             | $76010672.53            |
| 2025-08-21 | $162188744.10             | $96281888.19            |
| 2025-08-22 | $82862975.79              | $187137881.43           |
| 2025-08-25 | $202126689.13             | $70774666.76            |
| 2025-08-26 | $243896593.88             | $66857046.50            |
| 2025-08-27 | $104331585.73             | $217034070.33           |
| 2025-08-28 | $204074289.55             | $76439435.17            |
| 2025-08-29 | $121028652.56             | $153847430.78           |

**Total Gross Subscriptions (Month):** $3198530743.66

**Total Gross Redemptions (Month):** $2612289528.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9600%           |
| 2025-08-04 | 3.9600%           |
| 2025-08-05 | 3.9600%           |
| 2025-08-06 | 3.9500%           |
| 2025-08-07 | 3.9500%           |
| 2025-08-08 | 3.9500%           |
| 2025-08-11 | 3.9400%           |
| 2025-08-12 | 3.9400%           |
| 2025-08-13 | 3.9400%           |
| 2025-08-14 | 3.9400%           |
| 2025-08-15 | 3.9400%           |
| 2025-08-18 | 3.9300%           |
| 2025-08-19 | 3.9300%           |
| 2025-08-20 | 3.9300%           |
| 2025-08-21 | 3.9300%           |
| 2025-08-22 | 3.9300%           |
| 2025-08-25 | 3.9200%           |
| 2025-08-26 | 3.9200%           |
| 2025-08-27 | 3.9300%           |
| 2025-08-28 | 3.9300%           |
| 2025-08-29 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.9900%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1600%          | 0.0000%              |
| Broker-dealer                                       |  | 5.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.4600%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.9000%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.9900%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1304767718.78

- **Number of Shares Outstanding:** 1304740719.4910

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $117629543.44             | $32874032.27            |
| 2025-08-04 | $16162738.00              | $25082953.48            |
| 2025-08-05 | $15241577.99              | $40172928.76            |
| 2025-08-06 | $17645121.25              | $11564951.92            |
| 2025-08-07 | $30019890.09              | $13887570.97            |
| 2025-08-08 | $67855031.05              | $16056428.72            |
| 2025-08-11 | $29209371.68              | $32358005.51            |
| 2025-08-12 | $11403323.90              | $27943449.31            |
| 2025-08-13 | $13986378.04              | $25152008.75            |
| 2025-08-14 | $23333344.08              | $12124764.78            |
| 2025-08-15 | $20957659.44              | $38568083.65            |
| 2025-08-18 | $130514894.86             | $15091603.21            |
| 2025-08-19 | $24596669.50              | $51034593.32            |
| 2025-08-20 | $14142827.76              | $17289671.46            |
| 2025-08-21 | $8374443.35               | $15892067.80            |
| 2025-08-22 | $11176190.13              | $9037063.02             |
| 2025-08-25 | $24956537.47              | $17218028.28            |
| 2025-08-26 | $15885781.83              | $14526417.44            |
| 2025-08-27 | $9014263.23               | $43845031.46            |
| 2025-08-28 | $38982827.55              | $86210448.66            |
| 2025-08-29 | $56986268.17              | $29054774.79            |

**Total Gross Subscriptions (Month):** $698074682.81

**Total Gross Redemptions (Month):** $574984877.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7100%           |
| 2025-08-04 | 3.7100%           |
| 2025-08-05 | 3.7100%           |
| 2025-08-06 | 3.7000%           |
| 2025-08-07 | 3.7000%           |
| 2025-08-08 | 3.7000%           |
| 2025-08-11 | 3.6900%           |
| 2025-08-12 | 3.6900%           |
| 2025-08-13 | 3.6900%           |
| 2025-08-14 | 3.6900%           |
| 2025-08-15 | 3.6900%           |
| 2025-08-18 | 3.6800%           |
| 2025-08-19 | 3.6800%           |
| 2025-08-20 | 3.6800%           |
| 2025-08-21 | 3.6800%           |
| 2025-08-22 | 3.6800%           |
| 2025-08-25 | 3.6700%           |
| 2025-08-26 | 3.6700%           |
| 2025-08-27 | 3.6800%           |
| 2025-08-28 | 3.6800%           |
| 2025-08-29 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.8300%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.7800%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.0700%         | 0.0000%              |
| Broker-dealer                                       |  | 8.1900%          | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2238953928.31

- **Number of Shares Outstanding:** 2238907598.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $60835625.16              | $4784238.30             |
| 2025-08-04 | $65565894.13              | $13373142.57            |
| 2025-08-05 | $80249027.81              | $14943603.47            |
| 2025-08-06 | $21470123.32              | $161545246.57           |
| 2025-08-07 | $43399877.48              | $13983646.12            |
| 2025-08-08 | $11364681.79              | $32521070.93            |
| 2025-08-11 | $20332448.21              | $11067142.78            |
| 2025-08-12 | $8398116.24               | $4440314.00             |
| 2025-08-13 | $27179133.57              | $25907683.11            |
| 2025-08-14 | $40422856.68              | $57027065.59            |
| 2025-08-15 | $14998803.13              | $93356427.64            |
| 2025-08-18 | $23344298.03              | $9974643.14             |
| 2025-08-19 | $38911558.96              | $5880555.78             |
| 2025-08-20 | $285681728.19             | $50479485.99            |
| 2025-08-21 | $22875405.70              | $6721637.48             |
| 2025-08-22 | $7291749.39               | $73097507.08            |
| 2025-08-25 | $74830991.68              | $34008155.26            |
| 2025-08-26 | $100813442.79             | $15756921.94            |
| 2025-08-27 | $203713300.26             | $22776153.75            |
| 2025-08-28 | $29468660.49              | $174526191.71           |
| 2025-08-29 | $4401712.91               | $92255751.25            |

**Total Gross Subscriptions (Month):** $1185549435.92

**Total Gross Redemptions (Month):** $918426584.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1100%           |
| 2025-08-04 | 4.1100%           |
| 2025-08-05 | 4.1100%           |
| 2025-08-06 | 4.1000%           |
| 2025-08-07 | 4.1000%           |
| 2025-08-08 | 4.1000%           |
| 2025-08-11 | 4.0900%           |
| 2025-08-12 | 4.0900%           |
| 2025-08-13 | 4.0900%           |
| 2025-08-14 | 4.0900%           |
| 2025-08-15 | 4.0900%           |
| 2025-08-18 | 4.0800%           |
| 2025-08-19 | 4.0800%           |
| 2025-08-20 | 4.0800%           |
| 2025-08-21 | 4.0800%           |
| 2025-08-22 | 4.0800%           |
| 2025-08-25 | 4.0700%           |
| 2025-08-26 | 4.0700%           |
| 2025-08-27 | 4.0800%           |
| 2025-08-28 | 4.0800%           |
| 2025-08-29 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.1500%          | 0.0000%              |
| Non-financial corporation                           |  | 11.1700%         | 0.0000%              |
| Broker-dealer                                       |  | 9.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 49.7800%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1076268819.23

- **Number of Shares Outstanding:** 1076246548.2300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5823610.98               | $3737098.80             |
| 2025-08-04 | $6136582.86               | $3756134.32             |
| 2025-08-05 | $4470592.23               | $4835509.97             |
| 2025-08-06 | $649556.51                | $6698656.51             |
| 2025-08-07 | $1828726.40               | $4195599.41             |
| 2025-08-08 | $81216.71                 | $15357796.64            |
| 2025-08-11 | $6690176.81               | $942253.29              |
| 2025-08-12 | $3084839.10               | $3755942.27             |
| 2025-08-13 | $24098848.53              | $6099118.40             |
| 2025-08-14 | $1607800.56               | $3340000.00             |
| 2025-08-15 | $5839191.22               | $8204023.89             |
| 2025-08-18 | $2726560.59               | $2878891.21             |
| 2025-08-19 | $8421820.22               | $3932527.70             |
| 2025-08-20 | $1743563.97               | $22692297.87            |
| 2025-08-21 | $7218820.74               | $6211835.72             |
| 2025-08-22 | $3341702.22               | $2240000.00             |
| 2025-08-25 | $10171200.92              | $2118817.14             |
| 2025-08-26 | $3432115.58               | $11014930.90            |
| 2025-08-27 | $7507932.69               | $8790228.66             |
| 2025-08-28 | $14196201.01              | $8683099.48             |
| 2025-08-29 | $5077456.21               | $10850443.22            |

**Total Gross Subscriptions (Month):** $124148516.06

**Total Gross Redemptions (Month):** $140335205.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1800%           |
| 2025-08-04 | 4.1800%           |
| 2025-08-05 | 4.1800%           |
| 2025-08-06 | 4.1700%           |
| 2025-08-07 | 4.1700%           |
| 2025-08-08 | 4.1700%           |
| 2025-08-11 | 4.1600%           |
| 2025-08-12 | 4.1600%           |
| 2025-08-13 | 4.1600%           |
| 2025-08-14 | 4.1600%           |
| 2025-08-15 | 4.1600%           |
| 2025-08-18 | 4.1500%           |
| 2025-08-19 | 4.1500%           |
| 2025-08-20 | 4.1500%           |
| 2025-08-21 | 4.1500%           |
| 2025-08-22 | 4.1500%           |
| 2025-08-25 | 4.1400%           |
| 2025-08-26 | 4.1400%           |
| 2025-08-27 | 4.1500%           |
| 2025-08-28 | 4.1500%           |
| 2025-08-29 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 6.3800%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 14.0900%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 10.3700%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 9.3300%          | 0.0000%              |
| Broker-dealer                                                               |  | 5.3000%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5388910918.72

- **Number of Shares Outstanding:** 5388799407.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $122727289.22             | $17436136.58            |
| 2025-08-04 | $64273934.38              | $19654600.87            |
| 2025-08-05 | $33510366.61              | $13807111.57            |
| 2025-08-06 | $26850978.67              | $331816563.06           |
| 2025-08-07 | $55713923.56              | $54502153.51            |
| 2025-08-08 | $44436395.81              | $31087019.03            |
| 2025-08-11 | $42933914.69              | $16111319.59            |
| 2025-08-12 | $41981724.99              | $8407467.92             |
| 2025-08-13 | $44669447.57              | $29832606.34            |
| 2025-08-14 | $67630928.73              | $65259991.93            |
| 2025-08-15 | $85428257.36              | $25510020.80            |
| 2025-08-18 | $48598340.68              | $15336162.99            |
| 2025-08-19 | $16595734.67              | $78262581.12            |
| 2025-08-20 | $35985426.50              | $20409370.39            |
| 2025-08-21 | $24203926.18              | $45825325.74            |
| 2025-08-22 | $69290912.73              | $7827934.77             |
| 2025-08-25 | $81957983.45              | $36211041.13            |
| 2025-08-26 | $18432885.58              | $110886501.07           |
| 2025-08-27 | $49770260.69              | $72286798.07            |
| 2025-08-28 | $2755655.36               | $124579630.73           |
| 2025-08-29 | $142383310.64             | $74581891.95            |

**Total Gross Subscriptions (Month):** $1120131598.07

**Total Gross Redemptions (Month):** $1199632229.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0600%           |
| 2025-08-04 | 4.0600%           |
| 2025-08-05 | 4.0600%           |
| 2025-08-06 | 4.0500%           |
| 2025-08-07 | 4.0500%           |
| 2025-08-08 | 4.0500%           |
| 2025-08-11 | 4.0400%           |
| 2025-08-12 | 4.0400%           |
| 2025-08-13 | 4.0400%           |
| 2025-08-14 | 4.0400%           |
| 2025-08-15 | 4.0400%           |
| 2025-08-18 | 4.0300%           |
| 2025-08-19 | 4.0300%           |
| 2025-08-20 | 4.0300%           |
| 2025-08-21 | 4.0300%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0200%           |
| 2025-08-26 | 4.0200%           |
| 2025-08-27 | 4.0300%           |
| 2025-08-28 | 4.0300%           |
| 2025-08-29 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 32.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 32.4200%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $827924605.12

- **Number of Shares Outstanding:** 827907473.0500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5568595.31               | $40351293.74            |
| 2025-08-04 | $12135422.92              | $7234419.41             |
| 2025-08-05 | $6994068.23               | $7434595.31             |
| 2025-08-06 | $6638575.84               | $3390626.86             |
| 2025-08-07 | $15791657.73              | $17967626.03            |
| 2025-08-08 | $35635698.55              | $19779058.20            |
| 2025-08-11 | $2809062.63               | $47024968.84            |
| 2025-08-12 | $7912121.01               | $13335345.04            |
| 2025-08-13 | $6198757.74               | $11504206.33            |
| 2025-08-14 | $2892972.29               | $11889203.65            |
| 2025-08-15 | $5924275.62               | $42885655.60            |
| 2025-08-18 | $5639204.74               | $20946430.23            |
| 2025-08-19 | $12478899.53              | $3150678.32             |
| 2025-08-20 | $4714070.53               | $16874550.10            |
| 2025-08-21 | $3707121.50               | $15816702.57            |
| 2025-08-22 | $37885484.39              | $11282354.08            |
| 2025-08-25 | $22584760.85              | $13269745.97            |
| 2025-08-26 | $5427190.76               | $10224273.24            |
| 2025-08-27 | $6359775.05               | $32016357.53            |
| 2025-08-28 | $7808536.19               | $16619880.00            |
| 2025-08-29 | $120322969.07             | $13306340.91            |

**Total Gross Subscriptions (Month):** $335429220.48

**Total Gross Redemptions (Month):** $376304311.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.4100%           |
| 2025-08-04 | 3.4100%           |
| 2025-08-05 | 3.4100%           |
| 2025-08-06 | 3.4000%           |
| 2025-08-07 | 3.4000%           |
| 2025-08-08 | 3.4000%           |
| 2025-08-11 | 3.3900%           |
| 2025-08-12 | 3.3900%           |
| 2025-08-13 | 3.3900%           |
| 2025-08-14 | 3.3900%           |
| 2025-08-15 | 3.3900%           |
| 2025-08-18 | 3.3800%           |
| 2025-08-19 | 3.3800%           |
| 2025-08-20 | 3.3800%           |
| 2025-08-21 | 3.3800%           |
| 2025-08-22 | 3.3800%           |
| 2025-08-25 | 3.3700%           |
| 2025-08-26 | 3.3700%           |
| 2025-08-27 | 3.3800%           |
| 2025-08-28 | 3.3800%           |
| 2025-08-29 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 73.0800%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $113506509.04

- **Number of Shares Outstanding:** 113504160.2710

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $794811.01                | $946291.36              |
| 2025-08-04 | $2143756.24               | $965826.33              |
| 2025-08-05 | $2113197.57               | $940251.92              |
| 2025-08-06 | $1786330.95               | $1185511.10             |
| 2025-08-07 | $5728597.82               | $528159.30              |
| 2025-08-08 | $2112542.10               | $1699731.94             |
| 2025-08-11 | $1015176.47               | $1155978.26             |
| 2025-08-12 | $3256127.54               | $192796.45              |
| 2025-08-13 | $2698307.86               | $1200973.83             |
| 2025-08-14 | $82346.89                 | $7122665.82             |
| 2025-08-15 | $2989462.96               | $2858923.53             |
| 2025-08-18 | $4234473.73               | $2397442.52             |
| 2025-08-19 | $1030452.56               | $1339849.72             |
| 2025-08-20 | $1776513.89               | $142563.68              |
| 2025-08-21 | $814026.88                | $672803.02              |
| 2025-08-22 | $2854166.24               | $3171940.39             |
| 2025-08-25 | $581913.22                | $827683.74              |
| 2025-08-26 | $1176193.88               | $591903.55              |
| 2025-08-27 | $1007992.80               | $878537.91              |
| 2025-08-28 | $5802413.35               | $2587303.83             |
| 2025-08-29 | $1775249.99               | $275050.58              |

**Total Gross Subscriptions (Month):** $45774053.95

**Total Gross Redemptions (Month):** $31682188.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8600%           |
| 2025-08-04 | 3.8600%           |
| 2025-08-05 | 3.8600%           |
| 2025-08-06 | 3.8500%           |
| 2025-08-07 | 3.8500%           |
| 2025-08-08 | 3.8500%           |
| 2025-08-11 | 3.8400%           |
| 2025-08-12 | 3.8400%           |
| 2025-08-13 | 3.8400%           |
| 2025-08-14 | 3.8400%           |
| 2025-08-15 | 3.8400%           |
| 2025-08-18 | 3.8300%           |
| 2025-08-19 | 3.8300%           |
| 2025-08-20 | 3.8300%           |
| 2025-08-21 | 3.8300%           |
| 2025-08-22 | 3.8300%           |
| 2025-08-25 | 3.8200%           |
| 2025-08-26 | 3.8200%           |
| 2025-08-27 | 3.8300%           |
| 2025-08-28 | 3.8300%           |
| 2025-08-29 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.7000%         | 0.0000%              |
| Broker-dealer                                       |  | 51.0900%         | 0.0000%              |
| Non-financial corporation                           |  | 6.0300%          | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9654200.03

- **Number of Shares Outstanding:** 9654000.2500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $39546.02                 | $1184.82                |
| 2025-08-04 | $1810.29                  | $0.00                   |
| 2025-08-05 | $4017.36                  | $0.00                   |
| 2025-08-06 | $0.00                     | $643.63                 |
| 2025-08-07 | $12880.08                 | $35875.69               |
| 2025-08-08 | $0.00                     | $22869.87               |
| 2025-08-11 | $1893.79                  | $7282.89                |
| 2025-08-12 | $0.00                     | $1219.44                |
| 2025-08-13 | $514.70                   | $25489.20               |
| 2025-08-14 | $0.00                     | $3283.65                |
| 2025-08-15 | $0.00                     | $63.90                  |
| 2025-08-18 | $64173.74                 | $0.00                   |
| 2025-08-19 | $4513.67                  | $0.00                   |
| 2025-08-20 | $82013.02                 | $485.92                 |
| 2025-08-21 | $21.09                    | $3760.60                |
| 2025-08-22 | $8775.99                  | $36647.90               |
| 2025-08-25 | $2202.19                  | $74760.28               |
| 2025-08-26 | $0.00                     | $755.12                 |
| 2025-08-27 | $15347.51                 | $152.18                 |
| 2025-08-28 | $0.00                     | $2202.68                |
| 2025-08-29 | $1289.14                  | $71611.74               |

**Total Gross Subscriptions (Month):** $238998.59

**Total Gross Redemptions (Month):** $288289.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.5600%           |
| 2025-08-04 | 3.5600%           |
| 2025-08-05 | 3.5600%           |
| 2025-08-06 | 3.5500%           |
| 2025-08-07 | 3.5500%           |
| 2025-08-08 | 3.5500%           |
| 2025-08-11 | 3.5400%           |
| 2025-08-12 | 3.5400%           |
| 2025-08-13 | 3.5400%           |
| 2025-08-14 | 3.5400%           |
| 2025-08-15 | 3.5400%           |
| 2025-08-18 | 3.5300%           |
| 2025-08-19 | 3.5300%           |
| 2025-08-20 | 3.5300%           |
| 2025-08-21 | 3.5300%           |
| 2025-08-22 | 3.5300%           |
| 2025-08-25 | 3.5200%           |
| 2025-08-26 | 3.5200%           |
| 2025-08-27 | 3.5300%           |
| 2025-08-28 | 3.5300%           |
| 2025-08-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 99.9800%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5635957085.71

- **Number of Shares Outstanding:** 5635840462.0260

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $31697356.00              | $15598386.31            |
| 2025-08-04 | $26145868.35              | $13745754.62            |
| 2025-08-05 | $16047373.41              | $16407453.51            |
| 2025-08-06 | $22786974.96              | $17336800.78            |
| 2025-08-07 | $16770716.77              | $17509957.59            |
| 2025-08-08 | $16466547.91              | $13570300.96            |
| 2025-08-11 | $20017838.52              | $17983867.72            |
| 2025-08-12 | $19326757.10              | $15543302.13            |
| 2025-08-13 | $20411446.36              | $19701716.86            |
| 2025-08-14 | $22011526.59              | $16380197.33            |
| 2025-08-15 | $26661812.72              | $12547900.17            |
| 2025-08-18 | $29379715.50              | $33291920.71            |
| 2025-08-19 | $21978648.05              | $14797907.69            |
| 2025-08-20 | $17322084.17              | $18447372.07            |
| 2025-08-21 | $23271924.06              | $13390347.02            |
| 2025-08-22 | $21134182.09              | $17903223.21            |
| 2025-08-25 | $17945215.49              | $17022611.99            |
| 2025-08-26 | $12587630.68              | $25328078.75            |
| 2025-08-27 | $22847590.25              | $15796107.27            |
| 2025-08-28 | $20321346.35              | $21866727.11            |
| 2025-08-29 | $22609468.07              | $10502208.98            |

**Total Gross Subscriptions (Month):** $447742023.40

**Total Gross Redemptions (Month):** $364672142.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9600%           |
| 2025-08-04 | 3.9600%           |
| 2025-08-05 | 3.9600%           |
| 2025-08-06 | 3.9500%           |
| 2025-08-07 | 3.9500%           |
| 2025-08-08 | 3.9500%           |
| 2025-08-11 | 3.9400%           |
| 2025-08-12 | 3.9400%           |
| 2025-08-13 | 3.9400%           |
| 2025-08-14 | 3.9400%           |
| 2025-08-15 | 3.9400%           |
| 2025-08-18 | 3.9300%           |
| 2025-08-19 | 3.9300%           |
| 2025-08-20 | 3.9300%           |
| 2025-08-21 | 3.9300%           |
| 2025-08-22 | 3.9300%           |
| 2025-08-25 | 3.9200%           |
| 2025-08-26 | 3.9200%           |
| 2025-08-27 | 3.9300%           |
| 2025-08-28 | 3.9300%           |
| 2025-08-29 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 74.1700%         | 0.0000%              |
| Broker-dealer |  | 11.9600%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4389613.42

- **Number of Shares Outstanding:** 4389522.5880

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $12569.44                 | $9871.18                |
| 2025-08-05 | $5977.81                  | $0.05                   |
| 2025-08-06 | $2341.69                  | $0.00                   |
| 2025-08-07 | $567.37                   | $0.00                   |
| 2025-08-08 | $0.00                     | $5881.58                |
| 2025-08-11 | $1639.01                  | $1027.11                |
| 2025-08-12 | $4075.66                  | $57.99                  |
| 2025-08-13 | $3268.30                  | $0.00                   |
| 2025-08-14 | $253.77                   | $190177.12              |
| 2025-08-15 | $59.06                    | $126.87                 |
| 2025-08-19 | $5645.23                  | $760.00                 |
| 2025-08-20 | $2713.86                  | $0.00                   |
| 2025-08-21 | $0.00                     | $199.67                 |
| 2025-08-22 | $0.00                     | $713.98                 |
| 2025-08-25 | $990.70                   | $0.00                   |
| 2025-08-26 | $1200.37                  | $98702.82               |
| 2025-08-27 | $3646.05                  | $0.00                   |
| 2025-08-28 | $122.03                   | $50314.90               |
| 2025-08-29 | $59.06                    | $0.00                   |

**Total Gross Subscriptions (Month):** $45129.41

**Total Gross Redemptions (Month):** $357833.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.2100%           |
| 2025-08-04 | 3.2100%           |
| 2025-08-05 | 3.2100%           |
| 2025-08-06 | 3.2000%           |
| 2025-08-07 | 3.2000%           |
| 2025-08-08 | 3.2000%           |
| 2025-08-11 | 3.1900%           |
| 2025-08-12 | 3.1900%           |
| 2025-08-13 | 3.1900%           |
| 2025-08-14 | 3.1900%           |
| 2025-08-15 | 3.1900%           |
| 2025-08-18 | 3.1800%           |
| 2025-08-19 | 3.1800%           |
| 2025-08-20 | 3.1800%           |
| 2025-08-21 | 3.1800%           |
| 2025-08-22 | 3.1800%           |
| 2025-08-25 | 3.1700%           |
| 2025-08-26 | 3.1700%           |
| 2025-08-27 | 3.1800%           |
| 2025-08-28 | 3.1800%           |
| 2025-08-29 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 31.3700%         | 0.0000%              |
| Retail investor |  | 62.1100%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $525958643.20

- **Number of Shares Outstanding:** 525947759.6400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $24875252.01              | $17553095.00            |
| 2025-08-04 | $3462828.53               | $3134447.03             |
| 2025-08-05 | $1691000.09               | $1695233.68             |
| 2025-08-06 | $847500.69                | $2539753.82             |
| 2025-08-07 | $1048503.83               | $1791213.89             |
| 2025-08-08 | $84861.45                 | $2891832.58             |
| 2025-08-11 | $3515586.16               | $10673294.87            |
| 2025-08-12 | $1818183.83               | $911352.91              |
| 2025-08-13 | $1184201.19               | $911659.81              |
| 2025-08-14 | $3321915.68               | $1294001.09             |
| 2025-08-15 | $2043329.49               | $5389672.12             |
| 2025-08-18 | $1847233.82               | $1164238.07             |
| 2025-08-19 | $1046291.59               | $867498.96              |
| 2025-08-20 | $2395983.40               | $1190742.50             |
| 2025-08-21 | $3750573.67               | $1124025.15             |
| 2025-08-22 | $1434131.55               | $1136010.15             |
| 2025-08-25 | $9202866.15               | $360930.47              |
| 2025-08-26 | $1224965.55               | $1684379.52             |
| 2025-08-27 | $2192882.72               | $184989.02              |
| 2025-08-28 | $976660.16                | $921581.71              |
| 2025-08-29 | $1237348.84               | $1107902.83             |

**Total Gross Subscriptions (Month):** $69202100.40

**Total Gross Redemptions (Month):** $58527855.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 13.2300%         | 0.0000%              |
| Retail investor               |  | 11.6900%         | 0.0000%              |
| Pension plan                  |  | 13.6500%         | 0.0000%              |
| Registered investment company |  | 11.4400%         | 0.0000%              |
| Registered investment company |  | 34.3000%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3380575982.96

- **Number of Shares Outstanding:** 3380506029.4000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1048919329.83            | $529349486.00           |
| 2025-08-04 | $934085405.00             | $261790283.44           |
| 2025-08-05 | $77232883.00              | $319968305.91           |
| 2025-08-06 | $233287183.27             | $932942643.58           |
| 2025-08-07 | $119744080.46             | $492644444.00           |
| 2025-08-08 | $576907886.05             | $118800000.00           |
| 2025-08-11 | $2337828359.59            | $222650000.00           |
| 2025-08-12 | $280386555.00             | $546917816.32           |
| 2025-08-13 | $652689900.56             | $206454338.00           |
| 2025-08-14 | $145300000.00             | $1640941488.17          |
| 2025-08-15 | $275350000.00             | $973813418.95           |
| 2025-08-18 | $414187315.92             | $275500000.00           |
| 2025-08-19 | $371700000.00             | $397805145.25           |
| 2025-08-20 | $6750647540.84            | $225394952.50           |
| 2025-08-21 | $193502869.08             | $3905018371.00          |
| 2025-08-22 | $186584112.00             | $161374498.21           |
| 2025-08-25 | $1134291316.11            | $522949433.00           |
| 2025-08-26 | $227218655.00             | $1501583030.61          |
| 2025-08-27 | $279203766.00             | $745660835.00           |
| 2025-08-28 | $741000000.00             | $1230338011.04          |
| 2025-08-29 | $291663325.00             | $2418472667.92          |

**Total Gross Subscriptions (Month):** $17271730482.71

**Total Gross Redemptions (Month):** $17630369168.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 28.3000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.0500%          | 0.0000%              |
| Non-financial corporation                                                   |  | 5.9900%          | 0.0000%              |
| Non-financial corporation                                                   |  | 7.3900%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 15.9500%         | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2612294565.60

- **Number of Shares Outstanding:** 2612240509.9400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $14627924.46              | $47081790.52            |
| 2025-08-04 | $20242301.00              | $1000000.01             |
| 2025-08-05 | $25000000.00              | $11000000.00            |
| 2025-08-06 | $395500000.00             | $30000000.00            |
| 2025-08-07 | $46580079.41              | $4000000.00             |
| 2025-08-08 | $0.00                     | $50000000.00            |
| 2025-08-11 | $0.00                     | $4000000.00             |
| 2025-08-12 | $26000000.00              | $5000000.00             |
| 2025-08-13 | $12000000.00              | $257665000.00           |
| 2025-08-14 | $5231922.00               | $5000000.00             |
| 2025-08-15 | $4341000.00               | $105000000.00           |
| 2025-08-18 | $40000000.00              | $12000000.00            |
| 2025-08-19 | $10000000.00              | $17000000.00            |
| 2025-08-20 | $262000000.00             | $23000000.00            |
| 2025-08-21 | $50000000.00              | $3700000.00             |
| 2025-08-22 | $130000000.00             | $24000000.00            |
| 2025-08-25 | $3000000.00               | $129000000.00           |
| 2025-08-26 | $30084000.00              | $59000000.00            |
| 2025-08-27 | $10000000.00              | $18402235.38            |
| 2025-08-28 | $17000000.00              | $3000000.00             |
| 2025-08-29 | $40000000.00              | $41000000.00            |

**Total Gross Subscriptions (Month):** $1141607226.87

**Total Gross Redemptions (Month):** $849849025.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 8.6800%          | 0.0000%              |
| Non-financial corporation                           |  | 31.0900%         | 0.0000%              |
| Broker-dealer                                       |  | 6.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7100%          | 0.0000%              |
| Non-financial corporation                           |  | 11.5000%         | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2935329217.85

- **Number of Shares Outstanding:** 2935268477.7000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $43668424.94              | $101880000.00           |
| 2025-08-04 | $197269655.90             | $500000.00              |
| 2025-08-05 | $92634765.69              | $50000000.00            |
| 2025-08-06 | $21260640.30              | $71614000.00            |
| 2025-08-07 | $81449406.95              | $94100000.00            |
| 2025-08-08 | $338130063.94             | $200000.00              |
| 2025-08-11 | $100396714.67             | $173500000.00           |
| 2025-08-12 | $99299959.13              | $152500000.00           |
| 2025-08-13 | $18620204.15              | $32000000.00            |
| 2025-08-14 | $24000000.00              | $378560759.15           |
| 2025-08-15 | $53102948.71              | $332029000.00           |
| 2025-08-18 | $247651205.71             | $18000000.00            |
| 2025-08-19 | $12356092.36              | $20750000.00            |
| 2025-08-20 | $264660900.23             | $164276800.00           |
| 2025-08-21 | $18597089.37              | $82250000.00            |
| 2025-08-22 | $10769520.56              | $641528168.00           |
| 2025-08-25 | $150860453.73             | $307000000.00           |
| 2025-08-26 | $114998834.07             | $14850430.00            |
| 2025-08-27 | $17965053.96              | $74004500.00            |
| 2025-08-28 | $13716939.40              | $130206862.34           |
| 2025-08-29 | $388433239.93             | $109667000.00           |

**Total Gross Subscriptions (Month):** $2309842113.70

**Total Gross Redemptions (Month):** $2949417519.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.7100%         | 0.0000%              |
| Insurance company                                   |  | 8.2400%          | 0.0000%              |
| Non-financial corporation                           |  | 27.6600%         | 0.0000%              |
| Non-financial corporation                           |  | 13.9800%         | 0.0000%              |
| Non-financial corporation                           |  | 24.8400%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $90664601.80

- **Number of Shares Outstanding:** 90662725.6940

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1253486.78               | $67809.37               |
| 2025-08-04 | $432395.45                | $304559.00              |
| 2025-08-05 | $105115.26                | $293881.56              |
| 2025-08-06 | $9170818.71               | $398746.99              |
| 2025-08-07 | $165001.05                | $2410377.29             |
| 2025-08-08 | $433000.00                | $763002.72              |
| 2025-08-11 | $366000.00                | $227759.49              |
| 2025-08-12 | $709999.97                | $2648698.04             |
| 2025-08-13 | $1044651.56               | $1436477.32             |
| 2025-08-14 | $636070.95                | $92270.11               |
| 2025-08-15 | $1985194.76               | $479565.31              |
| 2025-08-18 | $1019059.36               | $53199.51               |
| 2025-08-19 | $14500.00                 | $222470.46              |
| 2025-08-20 | $669000.00                | $178648.15              |
| 2025-08-21 | $134055.00                | $925068.88              |
| 2025-08-22 | $500662.41                | $76561.00               |
| 2025-08-25 | $260775.00                | $944577.63              |
| 2025-08-26 | $138700.95                | $311729.43              |
| 2025-08-27 | $25000.00                 | $87405.44               |
| 2025-08-28 | $1295438.85               | $91985.46               |
| 2025-08-29 | $198017.80                | $2659532.23             |

**Total Gross Subscriptions (Month):** $20556943.86

**Total Gross Redemptions (Month):** $14674325.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $376144067.91
- **C.18.a - Value (excl. sponsor support):** $376144067.91
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $494187101.32
- **C.18.a - Value (excl. sponsor support):** $494187101.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $221085383.44
- **C.18.a - Value (excl. sponsor support):** $221085383.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48056296.61
- **C.18.a - Value (excl. sponsor support):** $48056296.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $352123566.46
- **C.18.a - Value (excl. sponsor support):** $352123566.46
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48074481.27
- **C.18.a - Value (excl. sponsor support):** $48074481.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.385002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240382733.27
- **C.18.a - Value (excl. sponsor support):** $240382733.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240273743.36
- **C.18.a - Value (excl. sponsor support):** $240273743.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.430002%
- **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: N.A.
- **C.18 - Value (incl. sponsor support):** $480432074.15
- **C.18.a - Value (excl. sponsor support):** $480432074.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.425001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288120685.73
- **C.18.a - Value (excl. sponsor support):** $288120685.73
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288153086.01
- **C.18.a - Value (excl. sponsor support):** $288153086.01
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YC6, C.4 - ISIN: US3130B5YC65, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240125970.86
- **C.18.a - Value (excl. sponsor support):** $240125970.86
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $144578003.35
- **C.18.a - Value (excl. sponsor support):** $144578003.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZG4, C.4 - ISIN: US3130B6ZG44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $287075934.95
- **C.18.a - Value (excl. sponsor support):** $287075934.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZK5, C.4 - ISIN: US3130B6ZK55, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $191389073.67
- **C.18.a - Value (excl. sponsor support):** $191389073.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QQ2, C.4 - ISIN: US313385QQ20, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $223187878.62
- **C.18.a - Value (excl. sponsor support):** $223187878.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $88363733.43
- **C.18.a - Value (excl. sponsor support):** $88363733.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $767103340.50
- **C.18.a - Value (excl. sponsor support):** $767103340.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RD0, C.4 - ISIN: US313385RD08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $93916635.02
- **C.18.a - Value (excl. sponsor support):** $93916635.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $281716315.12
- **C.18.a - Value (excl. sponsor support):** $281716315.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $516416333.37
- **C.18.a - Value (excl. sponsor support):** $516416333.37
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1126436607.43
- **C.18.a - Value (excl. sponsor support):** $1126436607.43
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $184260961.77
- **C.18.a - Value (excl. sponsor support):** $184260961.77
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $12605461.66
- **C.18.a - Value (excl. sponsor support):** $12605461.66
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $510704909.55
- **C.18.a - Value (excl. sponsor support):** $510704909.55
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SA5, C.4 - ISIN: US313385SA59, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $312755504.82
- **C.18.a - Value (excl. sponsor support):** $312755504.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $93209896.00
- **C.18.a - Value (excl. sponsor support):** $93209896.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1583349165.63
- **C.18.a - Value (excl. sponsor support):** $1583349165.63
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $415193312.94
- **C.18.a - Value (excl. sponsor support):** $415193312.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $95461074.54
- **C.18.a - Value (excl. sponsor support):** $95461074.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112934436.70
- **C.18.a - Value (excl. sponsor support):** $112934436.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88782128.05
- **C.18.a - Value (excl. sponsor support):** $88782128.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.425001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80483385.50
- **C.18.a - Value (excl. sponsor support):** $80483385.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418362781.76
- **C.18.a - Value (excl. sponsor support):** $418362781.76
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134488950.98
- **C.18.a - Value (excl. sponsor support):** $134488950.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $312205674.05
- **C.18.a - Value (excl. sponsor support):** $312205674.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **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):** $76850550.42
- **C.18.a - Value (excl. sponsor support):** $76850550.42
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.425001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465836821.38
- **C.18.a - Value (excl. sponsor support):** $465836821.38
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168089656.23
- **C.18.a - Value (excl. sponsor support):** $168089656.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.420001%
- **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):** $212087175.73
- **C.18.a - Value (excl. sponsor support):** $212087175.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339131357.35
- **C.18.a - Value (excl. sponsor support):** $339131357.35
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $540516677.05
- **C.18.a - Value (excl. sponsor support):** $540516677.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDD0, C.4 - ISIN: US3133ERDD09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142391228.16
- **C.18.a - Value (excl. sponsor support):** $142391228.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120591375.55
- **C.18.a - Value (excl. sponsor support):** $120591375.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38098283.60
- **C.18.a - Value (excl. sponsor support):** $38098283.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99043103.15
- **C.18.a - Value (excl. sponsor support):** $99043103.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142070445.33
- **C.18.a - Value (excl. sponsor support):** $142070445.33
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJT9, C.4 - ISIN: US3133ERJT96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189888913.53
- **C.18.a - Value (excl. sponsor support):** $189888913.53
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154089058.44
- **C.18.a - Value (excl. sponsor support):** $154089058.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123327071.52
- **C.18.a - Value (excl. sponsor support):** $123327071.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMN8, C.4 - ISIN: US3133ERMN89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188915178.37
- **C.18.a - Value (excl. sponsor support):** $188915178.37
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMS7, C.4 - ISIN: US3133ERMS76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245665522.49
- **C.18.a - Value (excl. sponsor support):** $245665522.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45553420.13
- **C.18.a - Value (excl. sponsor support):** $45553420.13
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207199901.06
- **C.18.a - Value (excl. sponsor support):** $207199901.06
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142134907.02
- **C.18.a - Value (excl. sponsor support):** $142134907.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155157183.92
- **C.18.a - Value (excl. sponsor support):** $155157183.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91948043.57
- **C.18.a - Value (excl. sponsor support):** $91948043.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133349388.91
- **C.18.a - Value (excl. sponsor support):** $133349388.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTA9, C.4 - ISIN: US3133ERTA95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89382823.54
- **C.18.a - Value (excl. sponsor support):** $89382823.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $132293768.01
- **C.18.a - Value (excl. sponsor support):** $132293768.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $266692929.04
- **C.18.a - Value (excl. sponsor support):** $266692929.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **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):** $351788169.39
- **C.18.a - Value (excl. sponsor support):** $351788169.39
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340964011.29
- **C.18.a - Value (excl. sponsor support):** $340964011.29
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33666536.67
- **C.18.a - Value (excl. sponsor support):** $33666536.67
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158555818.06
- **C.18.a - Value (excl. sponsor support):** $158555818.06
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $321153070.75
- **C.18.a - Value (excl. sponsor support):** $321153070.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1007541730.33
- **C.18.a - Value (excl. sponsor support):** $1007541730.33
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325539887.34
- **C.18.a - Value (excl. sponsor support):** $325539887.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $480000465.60
- **C.18.a - Value (excl. sponsor support):** $480000465.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81285494.40
- **C.18.a - Value (excl. sponsor support):** $81285494.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQX8, C.4 - ISIN: US3133ETQX81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70076810.78
- **C.18.a - Value (excl. sponsor support):** $70076810.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-21
- **C.13 - Final Legal Maturity Date:** 2027-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $405168597.99
- **C.18.a - Value (excl. sponsor support):** $405168597.99
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $229883852.83
- **C.18.a - Value (excl. sponsor support):** $229883852.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.479998%
- **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):** $157800429.63
- **C.18.a - Value (excl. sponsor support):** $157800429.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1556738113.48
- **C.18.a - Value (excl. sponsor support):** $1556738113.48
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.420001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $995893542.28
- **C.18.a - Value (excl. sponsor support):** $995893542.28
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $125296081.47
- **C.18.a - Value (excl. sponsor support):** $125296081.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $988056131.98
- **C.18.a - Value (excl. sponsor support):** $988056131.98
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $864077754.00
- **C.18.a - Value (excl. sponsor support):** $864077754.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687021, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 5856870217791562NO
- **C.18 - Value (incl. sponsor support):** $396495000.00
- **C.18.a - Value (excl. sponsor support):** $396495000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $396495000.00      | $404424900.00      | U.S. Treasuries (including strips) |

### Security 81: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687026, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 5856870267791563DA
- **C.18 - Value (incl. sponsor support):** $309595588.25
- **C.18.a - Value (excl. sponsor support):** $309595588.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $309595588.30      | $315787500.00      | U.S. Treasuries (including strips) |

### Security 82: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687360, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 5856873607791561DA
- **C.18 - Value (incl. sponsor support):** $133132352.89
- **C.18.a - Value (excl. sponsor support):** $133132352.89
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $133132352.90      | $135794999.90      | U.S. Treasuries (including strips) |

### Security 83: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687369, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 5856873697791564DA
- **C.18 - Value (incl. sponsor support):** $323300245.05
- **C.18.a - Value (excl. sponsor support):** $323300245.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $323300245.10      | $329766250.00      | U.S. Treasuries (including strips) |

### Security 84: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687374, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 5856873747791561NO
- **C.18 - Value (incl. sponsor support):** $278580000.00
- **C.18.a - Value (excl. sponsor support):** $278580000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $278580000.00      | $284151600.00      | U.S. Treasuries (including strips) |

### Security 85: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585687413, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 5856874137791562DA
- **C.18 - Value (incl. sponsor support):** $299947303.92
- **C.18.a - Value (excl. sponsor support):** $299947303.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $299947303.90      | $305946250.00      | U.S. Treasuries (including strips) |

### Security 86: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691394, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691394779156APR
- **C.18 - Value (incl. sponsor support):** $5056750.00
- **C.18.a - Value (excl. sponsor support):** $5056750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $5056750.00        | $5157885.00        | U.S. Treasuries (including strips) |

### Security 87: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691398, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691398779156MPR
- **C.18 - Value (incl. sponsor support):** $17696250.00
- **C.18.a - Value (excl. sponsor support):** $17696250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $17696250.00       | $18050175.00       | U.S. Treasuries (including strips) |

### Security 88: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691403, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691403779156JPR
- **C.18 - Value (incl. sponsor support):** $14812500.00
- **C.18.a - Value (excl. sponsor support):** $14812500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $14812500.00       | $15108750.00       | U.S. Treasuries (including strips) |

### Security 89: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691408, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856914087791564PR
- **C.18 - Value (incl. sponsor support):** $4427500.00
- **C.18.a - Value (excl. sponsor support):** $4427500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4427500.00        | $4516050.00        | U.S. Treasuries (including strips) |

### Security 90: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691423, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691423779156PPR
- **C.18 - Value (incl. sponsor support):** $20475000.00
- **C.18.a - Value (excl. sponsor support):** $20475000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $20475000.00       | $20884500.00       | U.S. Treasuries (including strips) |

### Security 91: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691439, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691439779156UPR
- **C.18 - Value (incl. sponsor support):** $29756250.00
- **C.18.a - Value (excl. sponsor support):** $29756250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $29756250.00       | $30351375.00       | U.S. Treasuries (including strips) |

### Security 92: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691443, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691443779156TPR
- **C.18 - Value (incl. sponsor support):** $28250000.00
- **C.18.a - Value (excl. sponsor support):** $28250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $28250000.00       | $28815000.00       | U.S. Treasuries (including strips) |

### Security 93: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691471, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856914717791561PR
- **C.18 - Value (incl. sponsor support):** $4020000.00
- **C.18.a - Value (excl. sponsor support):** $4020000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $4020000.00        | $4100400.00        | U.S. Treasuries (including strips) |

### Security 94: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691475, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691475779156BBP
- **C.18 - Value (incl. sponsor support):** $42937500.00
- **C.18.a - Value (excl. sponsor support):** $42937500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $42937500.00       | $43796250.00       | U.S. Treasuries (including strips) |

### Security 95: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691479, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691479779156VPR
- **C.18 - Value (incl. sponsor support):** $30625000.00
- **C.18.a - Value (excl. sponsor support):** $30625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $30625000.00       | $31237500.00       | U.S. Treasuries (including strips) |

### Security 96: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691484, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691484779156YPR
- **C.18 - Value (incl. sponsor support):** $39218750.00
- **C.18.a - Value (excl. sponsor support):** $39218750.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $39218750.00       | $40003125.00       | U.S. Treasuries (including strips) |

### Security 97: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691495, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691495779156AAP
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $40000000.00       | $40800000.00       | U.S. Treasuries (including strips) |

### Security 98: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691501, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691501779156DDP
- **C.18 - Value (incl. sponsor support):** $164250000.00
- **C.18.a - Value (excl. sponsor support):** $164250000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $164250000.00      | $167535000.00      | U.S. Treasuries (including strips) |

### Security 99: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691531, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856915317791563PR
- **C.18 - Value (incl. sponsor support):** $4350000.00
- **C.18.a - Value (excl. sponsor support):** $4350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $4350000.00        | $4437000.00        | U.S. Treasuries (including strips) |

### Security 100: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691536, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691536779156WPR
- **C.18 - Value (incl. sponsor support):** $31562500.00
- **C.18.a - Value (excl. sponsor support):** $31562500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $31562500.00       | $32193750.00       | U.S. Treasuries (including strips) |

### Security 101: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691540, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691540779156FPR
- **C.18 - Value (incl. sponsor support):** $9487500.00
- **C.18.a - Value (excl. sponsor support):** $9487500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $9487500.00        | $9677250.00        | U.S. Treasuries (including strips) |

### Security 102: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691545, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856915457791567PR
- **C.18 - Value (incl. sponsor support):** $4621875.00
- **C.18.a - Value (excl. sponsor support):** $4621875.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $4621875.00        | $4714312.50        | U.S. Treasuries (including strips) |

### Security 103: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691549, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691549779156OPR
- **C.18 - Value (incl. sponsor support):** $18585000.00
- **C.18.a - Value (excl. sponsor support):** $18585000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $18585000.00       | $18956700.00       | U.S. Treasuries (including strips) |

### Security 104: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691557, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691557779156CCP
- **C.18 - Value (incl. sponsor support):** $79375000.00
- **C.18.a - Value (excl. sponsor support):** $79375000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $79375000.00       | $80962500.00       | U.S. Treasuries (including strips) |

### Security 105: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691563, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691563779156RPR
- **C.18 - Value (incl. sponsor support):** $24600000.00
- **C.18.a - Value (excl. sponsor support):** $24600000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $24600000.00       | $25092000.00       | U.S. Treasuries (including strips) |

### Security 106: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691569, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691569779156LPR
- **C.18 - Value (incl. sponsor support):** $17468750.00
- **C.18.a - Value (excl. sponsor support):** $17468750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $17468750.00       | $17818125.00       | U.S. Treasuries (including strips) |

### Security 107: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691573, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691573779156DPR
- **C.18 - Value (incl. sponsor support):** $6781250.00
- **C.18.a - Value (excl. sponsor support):** $6781250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $6781250.00        | $6916875.00        | U.S. Treasuries (including strips) |

### Security 108: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691579, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691579779156HPR
- **C.18 - Value (incl. sponsor support):** $12812500.00
- **C.18.a - Value (excl. sponsor support):** $12812500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $12812500.00       | $13068750.00       | U.S. Treasuries (including strips) |

### Security 109: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691589, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691589779156SPR
- **C.18 - Value (incl. sponsor support):** $27137500.00
- **C.18.a - Value (excl. sponsor support):** $27137500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $27137500.00       | $27680250.00       | U.S. Treasuries (including strips) |

### Security 110: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691603, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856916037791569PR
- **C.18 - Value (incl. sponsor support):** $4875000.00
- **C.18.a - Value (excl. sponsor support):** $4875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $4875000.00        | $4972500.00        | U.S. Treasuries (including strips) |

### Security 111: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691612, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691612779156IPR
- **C.18 - Value (incl. sponsor support):** $14221250.00
- **C.18.a - Value (excl. sponsor support):** $14221250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $14221250.00       | $14505675.00       | U.S. Treasuries (including strips) |

### Security 112: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691616, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691616779156GPR
- **C.18 - Value (incl. sponsor support):** $12787500.00
- **C.18.a - Value (excl. sponsor support):** $12787500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $12787500.00       | $13043250.00       | U.S. Treasuries (including strips) |

### Security 113: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691622, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691622779156NPR
- **C.18 - Value (incl. sponsor support):** $18037500.00
- **C.18.a - Value (excl. sponsor support):** $18037500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $18037500.00       | $18398250.00       | U.S. Treasuries (including strips) |

### Security 114: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691628, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691628779156EPR
- **C.18 - Value (incl. sponsor support):** $6962500.00
- **C.18.a - Value (excl. sponsor support):** $6962500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $6962500.00        | $7101750.00        | U.S. Treasuries (including strips) |

### Security 115: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691632, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691632779156XPR
- **C.18 - Value (incl. sponsor support):** $31610000.00
- **C.18.a - Value (excl. sponsor support):** $31610000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $31610000.00       | $32242200.00       | U.S. Treasuries (including strips) |

### Security 116: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691645, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691645779156KPR
- **C.18 - Value (incl. sponsor support):** $15010000.00
- **C.18.a - Value (excl. sponsor support):** $15010000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $15010000.00       | $15310200.00       | U.S. Treasuries (including strips) |

### Security 117: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691648, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691648779156ZPR
- **C.18 - Value (incl. sponsor support):** $39750000.00
- **C.18.a - Value (excl. sponsor support):** $39750000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $39750000.00       | $40545000.00       | U.S. Treasuries (including strips) |

### Security 118: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691652, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856916527791565PR
- **C.18 - Value (incl. sponsor support):** $4431250.00
- **C.18.a - Value (excl. sponsor support):** $4431250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $4431250.00        | $4519875.00        | U.S. Treasuries (including strips) |

### Security 119: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691657, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856916577791568PR
- **C.18 - Value (incl. sponsor support):** $4800000.00
- **C.18.a - Value (excl. sponsor support):** $4800000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $4800000.00        | $4896000.00        | U.S. Treasuries (including strips) |

### Security 120: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691661, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691661779156BPR
- **C.18 - Value (incl. sponsor support):** $5280625.00
- **C.18.a - Value (excl. sponsor support):** $5280625.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5280625.00        | $5386237.50        | U.S. Treasuries (including strips) |

### Security 121: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691665, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856916657791566PR
- **C.18 - Value (incl. sponsor support):** $4612500.00
- **C.18.a - Value (excl. sponsor support):** $4612500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $4612500.00        | $4704750.00        | U.S. Treasuries (including strips) |

### Security 122: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691673, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691673779156CPR
- **C.18 - Value (incl. sponsor support):** $5587500.00
- **C.18.a - Value (excl. sponsor support):** $5587500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $5587500.00        | $5699250.00        | U.S. Treasuries (including strips) |

### Security 123: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691690, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 585691690779156QPR
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $23000000.00       | $23460000.00       | U.S. Treasuries (including strips) |

### Security 124: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 585691696, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 5856916967791562PR
- **C.18 - Value (incl. sponsor support):** $4029000.00
- **C.18.a - Value (excl. sponsor support):** $4029000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4029000.00        | $4109580.00        | U.S. Treasuries (including strips) |

### Security 125: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532E6, C.4 - ISIN: US6903532E65, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2884615.32
- **C.18.a - Value (excl. sponsor support):** $2884615.32
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $34200000.00
- **C.18.a - Value (excl. sponsor support):** $34200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8035712.67
- **C.18.a - Value (excl. sponsor support):** $8035712.67
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $947368.74
- **C.18.a - Value (excl. sponsor support):** $947368.74
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6037500.00
- **C.18.a - Value (excl. sponsor support):** $6037500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21000000.45
- **C.18.a - Value (excl. sponsor support):** $21000000.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3749999.31
- **C.18.a - Value (excl. sponsor support):** $3749999.31
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4499999.11
- **C.18.a - Value (excl. sponsor support):** $4499999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3997560.95
- **C.18.a - Value (excl. sponsor support):** $3997560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2999999.99
- **C.18.a - Value (excl. sponsor support):** $2999999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535Z6, C.4 - ISIN: US6903535Z67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536A0, C.4 - ISIN: US6903536A08, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3842000.00
- **C.18.a - Value (excl. sponsor support):** $3842000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536S1, C.4 - ISIN: US6903536S16, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11697000.00
- **C.18.a - Value (excl. sponsor support):** $11697000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536T9, C.4 - ISIN: US6903536T98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9989200.00
- **C.18.a - Value (excl. sponsor support):** $9989200.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18139536.42
- **C.18.a - Value (excl. sponsor support):** $18139536.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7999999.76
- **C.18.a - Value (excl. sponsor support):** $7999999.76
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.509998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7083333.52
- **C.18.a - Value (excl. sponsor support):** $7083333.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4530140.01
- **C.18.a - Value (excl. sponsor support):** $4530140.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11134320.02
- **C.18.a - Value (excl. sponsor support):** $11134320.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7641200.01
- **C.18.a - Value (excl. sponsor support):** $7641200.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25064150.98
- **C.18.a - Value (excl. sponsor support):** $25064150.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $24856886.61
- **C.18.a - Value (excl. sponsor support):** $24856886.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2973974.65
- **C.18.a - Value (excl. sponsor support):** $2973974.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L21, C.4 - ISIN: US690353L218, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $17040657.73
- **C.18.a - Value (excl. sponsor support):** $17040657.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L62, C.4 - ISIN: US690353L622, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2713480.61
- **C.18.a - Value (excl. sponsor support):** $2713480.61
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2279323.64
- **C.18.a - Value (excl. sponsor support):** $2279323.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353N52, C.4 - ISIN: US690353N529, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8140441.60
- **C.18.a - Value (excl. sponsor support):** $8140441.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $24094256.80
- **C.18.a - Value (excl. sponsor support):** $24094256.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2956065.68
- **C.18.a - Value (excl. sponsor support):** $2956065.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6704500.00
- **C.18.a - Value (excl. sponsor support):** $6704500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T72, C.4 - ISIN: US690353T724, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6461537.69
- **C.18.a - Value (excl. sponsor support):** $6461537.69
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6849538.00
- **C.18.a - Value (excl. sponsor support):** $6849538.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.663890%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15800000.00
- **C.18.a - Value (excl. sponsor support):** $15800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4083650.00
- **C.18.a - Value (excl. sponsor support):** $4083650.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3626226.00
- **C.18.a - Value (excl. sponsor support):** $3626226.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6931660.01
- **C.18.a - Value (excl. sponsor support):** $6931660.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.562500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $17076924.08
- **C.18.a - Value (excl. sponsor support):** $17076924.08
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHP9, C.4 - ISIN: US90376PHP99, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3492203.06
- **C.18.a - Value (excl. sponsor support):** $3492203.06
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHQ7, C.4 - ISIN: US90376PHQ72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2432069.99
- **C.18.a - Value (excl. sponsor support):** $2432069.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHS3, C.4 - ISIN: US90376PHS39, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2803610.49
- **C.18.a - Value (excl. sponsor support):** $2803610.49
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHT1, C.4 - ISIN: US90376PHT12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $541199.96
- **C.18.a - Value (excl. sponsor support):** $541199.96
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $642681752.11
- **C.18.a - Value (excl. sponsor support):** $642681752.11
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Fitch, Inc.: 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 168: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1666351004.34
- **C.18.a - Value (excl. sponsor support):** $1666351004.34
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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, Inc.: 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 169: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $5478584980.92
- **C.18.a - Value (excl. sponsor support):** $5478584980.92
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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, Inc.: 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 170: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2144460333.31
- **C.18.a - Value (excl. sponsor support):** $2144460333.31
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: 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 171: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1371694770.76
- **C.18.a - Value (excl. sponsor support):** $1371694770.76
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: 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 172: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $7214691544.22
- **C.18.a - Value (excl. sponsor support):** $7214691544.22
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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:** Fitch, Inc.: 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 173: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $784425983.98
- **C.18.a - Value (excl. sponsor support):** $784425983.98
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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, Inc.: 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 174: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1053652789.75
- **C.18.a - Value (excl. sponsor support):** $1053652789.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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:** Fitch, Inc.: 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 175: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $4218751201.29
- **C.18.a - Value (excl. sponsor support):** $4218751201.29
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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, Inc.: 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 176: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1085736002.56
- **C.18.a - Value (excl. sponsor support):** $1085736002.56
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1475135675.72
- **C.18.a - Value (excl. sponsor support):** $1475135675.72
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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, Inc.: 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 178: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1856314920.42
- **C.18.a - Value (excl. sponsor support):** $1856314920.42
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: 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 179: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $249975084.17
- **C.18.a - Value (excl. sponsor support):** $249975084.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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:** Fitch, Inc.: 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 180: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $778415975.11
- **C.18.a - Value (excl. sponsor support):** $778415975.11
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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:** Fitch, Inc.: 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 181: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1377618328.96
- **C.18.a - Value (excl. sponsor support):** $1377618328.96
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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, Inc.: 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 182: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $5535166277.93
- **C.18.a - Value (excl. sponsor support):** $5535166277.93
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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:** Fitch, Inc.: 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 183: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24869036.42
- **C.18.a - Value (excl. sponsor support):** $24869036.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2179348242.32
- **C.18.a - Value (excl. sponsor support):** $2179348242.32
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: 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 185: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4160524045.47
- **C.18.a - Value (excl. sponsor support):** $4160524045.47
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: 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 186: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6251220955.97
- **C.18.a - Value (excl. sponsor support):** $6251220955.97
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: 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 187: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $835437148.11
- **C.18.a - Value (excl. sponsor support):** $835437148.11
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: 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 188: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1429497539.64
- **C.18.a - Value (excl. sponsor support):** $1429497539.64
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Fitch, Inc.: 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 189: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2656657081.48
- **C.18.a - Value (excl. sponsor support):** $2656657081.48
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: 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 190: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1663320804.74
- **C.18.a - Value (excl. sponsor support):** $1663320804.74
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $431130599.92
- **C.18.a - Value (excl. sponsor support):** $431130599.92
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Fitch, Inc.: 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 192: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33352017.52
- **C.18.a - Value (excl. sponsor support):** $33352017.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: 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 193: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **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):** $157687550.74
- **C.18.a - Value (excl. sponsor support):** $157687550.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: 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 194: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347376787.80
- **C.18.a - Value (excl. sponsor support):** $347376787.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: 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 195: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99735622.55
- **C.18.a - Value (excl. sponsor support):** $99735622.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: 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 196: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443677940.23
- **C.18.a - Value (excl. sponsor support):** $443677940.23
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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, Inc.: 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 197: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $326881293.97
- **C.18.a - Value (excl. sponsor support):** $326881293.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: 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 198: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393421605.86
- **C.18.a - Value (excl. sponsor support):** $393421605.86
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: 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 199: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1811984989.10
- **C.18.a - Value (excl. sponsor support):** $1811984989.10
- **C.19 - Percentage of Net Assets:** 0.7800%
- **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:** Fitch, Inc.: 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 200: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299711905.29
- **C.18.a - Value (excl. sponsor support):** $299711905.29
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: 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 201: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1258842932.37
- **C.18.a - Value (excl. sponsor support):** $1258842932.37
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: 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 202: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1379436593.02
- **C.18.a - Value (excl. sponsor support):** $1379436593.02
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: 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 203: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1411242055.63
- **C.18.a - Value (excl. sponsor support):** $1411242055.63
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: 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 204: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $171092390.16
- **C.18.a - Value (excl. sponsor support):** $171092390.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: 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 205: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.625000%
- **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):** $141267633.43
- **C.18.a - Value (excl. sponsor support):** $141267633.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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, Inc.: 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 206: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425902891.96
- **C.18.a - Value (excl. sponsor support):** $425902891.96
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: 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 207: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.313416%
- **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):** $1039537079.89
- **C.18.a - Value (excl. sponsor support):** $1039537079.89
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: 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 208: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **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):** $9562800.79
- **C.18.a - Value (excl. sponsor support):** $9562800.79
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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, Inc.: 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 209: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.388414%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7734193472.63
- **C.18.a - Value (excl. sponsor support):** $7734193472.63
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: 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 210: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67146967.38
- **C.18.a - Value (excl. sponsor support):** $67146967.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: 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 211: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **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):** $135800931.85
- **C.18.a - Value (excl. sponsor support):** $135800931.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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, Inc.: 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 212: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595358357.05
- **C.18.a - Value (excl. sponsor support):** $595358357.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: 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 213: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **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):** $1947815798.61
- **C.18.a - Value (excl. sponsor support):** $1947815798.61
- **C.19 - Percentage of Net Assets:** 0.8400%
- **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:** Fitch, Inc.: 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 214: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $418259932.20
- **C.18.a - Value (excl. sponsor support):** $418259932.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: 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 215: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $482187718.74
- **C.18.a - Value (excl. sponsor support):** $482187718.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: 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 216: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.325414%
- **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):** $293341.36
- **C.18.a - Value (excl. sponsor support):** $293341.36
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: 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 217: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $706021259.82
- **C.18.a - Value (excl. sponsor support):** $706021259.82
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: 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 218: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1164117328.40
- **C.18.a - Value (excl. sponsor support):** $1164117328.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: 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 219: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.348415%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1954898557.15
- **C.18.a - Value (excl. sponsor support):** $1954898557.15
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: 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 220: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.440827%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5481183794.79
- **C.18.a - Value (excl. sponsor support):** $5481183794.79
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: 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 221: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.302414%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1436174171.65
- **C.18.a - Value (excl. sponsor support):** $1436174171.65
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: 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 222: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.370000%
- **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: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE77791568BA
- **C.18 - Value (incl. sponsor support):** $493999209.60
- **C.18.a - Value (excl. sponsor support):** $493999209.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $43202503.00       | $37118215.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $41331449.00       | $37045675.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $50000000.00       | $37903949.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $50000000.00       | $38805225.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-03-01      | 3.5000%  | 0.0000% | $49204623.00       | $39354682.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 2.5000%  | 0.0000% | $140289136.00      | $37198683.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $6935946.00        | $6747148.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $37515682.00       | $37804920.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $42403165.00       | $37385357.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $38314466.00       | $37471045.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $3925032.00        | $4039830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $39308349.00       | $40339944.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $41995651.00       | $40802841.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $45726469.00       | $36840428.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $41298360.00       | $39962060.00       | Agency Mortgage-Backed Securities |

### Security 223: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.349999%
- **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: TPR055BBB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBB7791564HS
- **C.18 - Value (incl. sponsor support):** $3210000000.00
- **C.18.a - Value (excl. sponsor support):** $3210000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $9034752.00        | $1883214.00        | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2035-06-18      | 1.7800%  | 0.0000% | $2225000.00        | $1732135.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2043-03-10      | 5.9000%  | 0.0000% | $5000000.00        | $5100726.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 6.5000%  | 0.0000% | $10271008.00       | $315687.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-01-01      | 4.0000%  | 0.0000% | $21814048.00       | $3093355.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.0000%  | 0.0000% | $75000000.00       | $12981475.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $190967.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.0000%  | 0.0000% | $1456760.00        | $206292.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.5000%  | 0.0000% | $114544.00         | $27129.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $1800000.00        | $256743.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 3.0000%  | 0.0000% | $4695000.00        | $687316.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $70000000.00       | $11692249.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.0000%  | 0.0000% | $64000000.00       | $8073730.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $40159232.00       | $5380573.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-04-01      | 4.5000%  | 0.0000% | $970000.00         | $33021.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-02-01      | 3.5000%  | 0.0000% | $500000.00         | $29500.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 4.0000%  | 0.0000% | $1040000.00        | $154887.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $4401320.00        | $1108864.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-10-01      | 3.5000%  | 0.0000% | $2520000.00        | $125247.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.5000%  | 0.0000% | $41759488.00       | $5197987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.0000%  | 0.0000% | $29556672.00       | $3458385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.0000%  | 0.0000% | $7372992.00        | $1026994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.0000%  | 0.0000% | $1250000.00        | $174114.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.5000%  | 0.0000% | $2700000.00        | $467586.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1714791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%  | 0.0000% | $10393424.00       | $752190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-09-01      | 3.0000%  | 0.0000% | $782936.00         | $135801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 3.5000%  | 0.0000% | $1300000.00        | $283037.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 2.5000%  | 0.0000% | $1500000.00        | $717064.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 6.0000%  | 0.0000% | $51959.00          | $35728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 3.0000%  | 0.0000% | $485000.00         | $319225.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 3.0000%  | 0.0000% | $105000.00         | $70080.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 5.0000%  | 0.0000% | $44000.00          | $34660.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 5.5000%  | 0.0000% | $53000.00          | $37932.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $1023000.00        | $716515.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $1994000.00        | $1491877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $1137406.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $783000.00         | $550239.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 4.0000%  | 0.0000% | $430000.00         | $305810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $27598656.00       | $23155243.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $450000.00         | $351224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%  | 0.0000% | $53116672.00       | $44151294.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $1049911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $46170.00          | $40407.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 4.0000%  | 0.0000% | $150000.00         | $114919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $40000.00          | $30973.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%  | 0.0000% | $300000.00         | $249095.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 3.0000%  | 0.0000% | $27715488.00       | $21511452.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.0000%  | 0.0000% | $175000.00         | $126362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $1994000.00        | $1552470.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $97000.00          | $89058.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 3.5000%  | 0.0000% | $3980000.00        | $3197787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $2159000.00        | $2026668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.0000%  | 0.0000% | $410000.00         | $321140.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $93000.00          | $88313.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $3810000.00        | $374447.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 4.0000%  | 0.0000% | $180000.00         | $40097.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.5000%  | 0.0000% | $179922.00         | $44002.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $8333504.00        | $3063689.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $17000.00          | $11255.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 1.5000%  | 0.0000% | $793000.00         | $431014.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $10531280.00       | $4566409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $2295000.00        | $1248875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $13532380.00       | $6366531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.0000%  | 0.0000% | $12400000.00       | $7467595.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%  | 0.0000% | $10149664.00       | $5164727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $193000.00         | $117895.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $5403968.00        | $3420192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $1090000.00        | $698280.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $37634.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $20003.00          | $14771.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $51000.00          | $33852.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $8000.00           | $6298.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $1098464.00        | $834891.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 3.5000%  | 0.0000% | $34000.00          | $26001.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 3.0000%  | 0.0000% | $2392184.00        | $1768804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $36000.00          | $29087.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%  | 0.0000% | $5659816.00        | $4430725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $183000.00         | $154354.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $19000.00          | $16717.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.0000%  | 0.0000% | $95000.00          | $67276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $300000.00         | $264836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%  | 0.0000% | $775000.00         | $596332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 3.5000%  | 0.0000% | $9520272.00        | $7381652.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-08-01      | 2.5000%  | 0.0000% | $1172556.00        | $30943.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.0000%  | 0.0000% | $14461504.00       | $2965380.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%  | 0.0000% | $1676100.00        | $422691.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 4.5000%  | 0.0000% | $4066456.00        | $755069.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-20      | 5.0000%  | 0.0000% | $108010.00         | $17119.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.0000%  | 0.0000% | $2200000.00        | $387849.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $72000.00          | $32860.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%  | 0.0000% | $400000.00         | $269979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $1783554.00        | $1180004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $1216124.00        | $715507.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $9000.00           | $7551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $145084.00         | $105678.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $31019072.00       | $22312635.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $14473088.00       | $13235459.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $5724304.00        | $4561778.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $6766560.00        | $5110714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $4933048.00        | $4559040.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $3060340.00        | $1718394.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $5938400.00        | $3735269.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $3402444.00        | $3097521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $3787188.00        | $3119517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $5054430.00        | $3991529.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $2647260.00        | $2047446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7589664.00        | $5069168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $2799168.00        | $2164376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $6392224.00        | $4872403.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.5000%  | 0.0000% | $1097940.00        | $1052264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $2653028.00        | $1901754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $8097888.00        | $4593976.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $3882164.00        | $3015712.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%  | 0.0000% | $1191472.00        | $783268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $1006462.00        | $775480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $1425138.00        | $1145425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3235680.00        | $2513688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $1018692.00        | $900002.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $10922288.00       | $9663050.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $2026712.00        | $1816227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $15318240.00       | $10303618.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $7984984.00        | $8098042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $2107750.00        | $1139938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $2234344.00        | $1305829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1626788.00        | $1435584.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $2357956.00        | $1959150.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%  | 0.0000% | $4482656.00        | $2961820.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1429352.00        | $1229784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $948592.00         | $908424.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.0000%  | 0.0000% | $10992512.00       | $10683220.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $1464884.00        | $1232968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $2324884.00        | $1931735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $9162576.00        | $8687464.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $4136088.00        | $4065647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%  | 0.0000% | $3332640.00        | $2970342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%  | 0.0000% | $1263980.00        | $1079874.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1231840.00        | $1140947.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $10025472.00       | $9131538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $4049980.00        | $3561113.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $2528212.00        | $1940156.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $7994056.00        | $6002171.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1300342.00        | $1369481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1006148.00        | $1056863.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1290108.00        | $1211799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $1092270.00        | $926253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 4.5000%  | 0.0000% | $967407.00         | $902563.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $1123734.00        | $921227.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1684950.00        | $1658376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1268388.00        | $1157431.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1508584.00        | $1430652.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $5206816.00        | $4062826.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $3434636.00        | $3435828.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $3014664.00        | $3162661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%  | 0.0000% | $3008104.00        | $3127956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $3304228.00        | $2956125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%  | 0.0000% | $1273350.00        | $1115718.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $2129540.00        | $1960892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $1600584.00        | $1311788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $1284682.00        | $1294951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $2630156.00        | $2510338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $468060.00         | $456691.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $1595116.00        | $1488836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $7776856.00        | $7951309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $2672970.00        | $2843186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-07-01      | 2.0000%  | 0.0000% | $500000.00         | $330578.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 7.0000%  | 0.0000% | $1008420.00        | $462720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-03-02      | 3.5400%  | 0.0000% | $882000.00         | $780678.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-04-06      | 3.4300%  | 0.0000% | $1842000.00        | $1438712.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2752428.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $16854000.00       | $11362051.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $2628000.00        | $1994264.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-05-28      | 1.4000%  | 0.0000% | $8825000.00        | $7927823.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-07-30      | 1.9900%  | 0.0000% | $7250000.00        | $4908649.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-09-16      | 2.4000%  | 0.0000% | $8686000.00        | $6151031.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-10-15      | 2.0000%  | 0.0000% | $1208000.00        | $816065.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-10-14      | 2.3400%  | 0.0000% | $6136000.00        | $4896221.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $4941000.00        | $4092310.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-30      | 2.5900%  | 0.0000% | $18750000.00       | $13496564.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-01-24      | 2.8200%  | 0.0000% | $15337000.00       | $11367611.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $10000000.00       | $8098008.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $4852000.00        | $4687232.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 4.0000%  | 0.0000% | $485000.00         | $146638.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 4.5000%  | 0.0000% | $4147000.00        | $850789.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%  | 0.0000% | $177036.00         | $124183.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $309621.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%  | 0.0000% | $6043856.00        | $3697861.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $3001156.00        | $1852369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $250000.00         | $158937.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $2600000.00        | $2050779.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $2353840.00        | $1812430.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7048700.00        | $5343471.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.5000%  | 0.0000% | $11611104.00       | $9660990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $7509032.00        | $5751132.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $52356544.00       | $45489508.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $4667392.00        | $4086327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 6.0000%  | 0.0000% | $45000.00          | $35438.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-08-01      | 5.5000%  | 0.0000% | $1318252.00        | $1338346.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-10-01      | 3.0000%  | 0.0000% | $25556960.00       | $8109346.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $542323.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-05-01      | 1.5000%  | 0.0000% | $1166628.00        | $661362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $1609506.00        | $95765.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-08-01      | 4.0000%  | 0.0000% | $3193412.00        | $2270622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%  | 0.0000% | $1917460.00        | $1737833.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 3.5000%  | 0.0000% | $1927000.00        | $1436769.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.5000%  | 0.0000% | $1057642.00        | $731958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $1074154.00        | $994688.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 7.0000%  | 0.0000% | $3377144.00        | $2501262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $13502760.00       | $13444372.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $6760430.00        | $6202859.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $5173060.00        | $4968793.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $1572610.00        | $1537755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1415530.00        | $1388674.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $291988.00         | $269118.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1404870.00        | $1453698.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%  | 0.0000% | $1727138.00        | $1812415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $3122232.00        | $2962622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $2338588.00        | $2004881.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1642040.00        | $1674577.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.5000%  | 0.0000% | $1520468.00        | $1395400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $9483024.00        | $8684415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $5001.00           | $5137.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $7071176.00        | $6273109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-15      | 0.0000%  | 0.0000% | $740000.00         | $656545.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $71000.00          | $69450.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $70000.00          | $67287.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $1000000.00        | $802761.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $162000.00         | $158463.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $317000.00         | $304713.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-15      | 0.0000%  | 0.0000% | $162000.00         | $152825.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-15      | 0.0000%  | 0.0000% | $162000.00         | $149967.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $348000.00         | $397638.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $108568000.00      | $81348265.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-01-15      | 0.0000%  | 0.0000% | $34000.00          | $33474.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-15      | 0.0000%  | 0.0000% | $5253000.00        | $5069329.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-15      | 0.0000%  | 0.0000% | $2509000.00        | $2381834.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3154279.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-15      | 0.0000%  | 0.0000% | $3517000.00        | $3216553.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3039138.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2962804.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2904826.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2847978.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2792245.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-15      | 0.0000%  | 0.0000% | $3500000.00        | $2829775.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2647337.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2592494.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2538786.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%  | 0.0000% | $7763000.00        | $5439136.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $8450000.00        | $5835690.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7524403.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-25      | 1.2500%  | 0.0000% | $25000000.00       | $22312681.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-02-07      | 0.0000%  | 0.0000% | $551000.00         | $541127.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-06      | 0.0000%  | 0.0000% | $2382000.00        | $1566820.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-06      | 0.0000%  | 0.0000% | $2435000.00        | $1564578.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $100000.00         | $83317.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $2080000.00        | $1697139.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $2601000.00        | $1488768.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6250%  | 0.0000% | $715000.00         | $823132.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-15      | 0.0000%  | 0.0000% | $79000.00          | $78298.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-15      | 0.0000%  | 0.0000% | $69000.00          | $67039.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-11-15      | 0.0000%  | 0.0000% | $69000.00          | $65916.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%  | 0.0000% | $69000.00          | $64705.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-15      | 0.0000%  | 0.0000% | $69000.00          | $63502.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-15      | 0.0000%  | 0.0000% | $69000.00          | $62321.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-15      | 0.0000%  | 0.0000% | $69000.00          | $60680.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 0.0000%  | 0.0000% | $69000.00          | $59478.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-15      | 0.0000%  | 0.0000% | $69000.00          | $58299.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $69000.00          | $57144.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $72000.00          | $58358.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-15      | 0.0000%  | 0.0000% | $1460000.00        | $856490.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%  | 0.0000% | $9000000.00        | $8501189.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-09-24      | 1.8750%  | 0.0000% | $5769000.00        | $5695572.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $6000000.00        | $4618749.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%  | 0.0000% | $250000.00         | $230969.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%  | 0.0000% | $8212000.00        | $7457383.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-17      | 0.0000%  | 0.0000% | $1274000.00        | $1023696.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $147000.00         | $119951.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 7.5000%  | 0.0000% | $234590208.00      | $252490.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-06-01      | 6.5000%  | 0.0000% | $37998400.00       | $67547.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 5.5000%  | 0.0000% | $3400000.00        | $50022.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-05-01      | 5.5000%  | 0.0000% | $3060000.00        | $25851.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-09-23      | 0.3750%  | 0.0000% | $3000000.00        | $2997801.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-01-01      | 3.5000%  | 0.0000% | $27833696.00       | $53414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 6.0000%  | 0.0000% | $4480000.00        | $110968.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.0000%  | 0.0000% | $4740000.00        | $365531.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $2200000.00        | $163307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.5000%  | 0.0000% | $45989504.00       | $6813605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 5.5000%  | 0.0000% | $35285120.00       | $2183125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-01-01      | 4.5000%  | 0.0000% | $888000.00         | $46802.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.5000%  | 0.0000% | $828000.00         | $50927.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $67452.00          | $3689.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.0000%  | 0.0000% | $45782336.00       | $6230191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-01      | 3.5000%  | 0.0000% | $4756880.00        | $382969.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 3.0000%  | 0.0000% | $778743.00         | $110312.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $126188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.5000%  | 0.0000% | $993998.00         | $246117.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 6.5000%  | 0.0000% | $2342420.00        | $376417.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $11629568.00       | $1259772.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $65789952.00       | $6430774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $2097532.00        | $295046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 3.0000%  | 0.0000% | $3384512.00        | $813357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-12-01      | 2.5000%  | 0.0000% | $1334764.00        | $68259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%  | 0.0000% | $5165440.00        | $922073.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 3.0000%  | 0.0000% | $225000.00         | $53565.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.0000%  | 0.0000% | $1660000.00        | $317620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $261970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 3.5000%  | 0.0000% | $285000.00         | $46212.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.0000%  | 0.0000% | $234733000.00      | $27087217.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.5000%  | 0.0000% | $2930324.00        | $476151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-06-01      | 2.5000%  | 0.0000% | $1900000.00        | $179165.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%  | 0.0000% | $29140736.00       | $6018409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 3.0000%  | 0.0000% | $2500000.00        | $500210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 3.0000%  | 0.0000% | $9060064.00        | $1051215.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $2590000.00        | $356646.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $2149216.00        | $535761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $746478.00         | $155504.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.5000%  | 0.0000% | $20380920.00       | $1779196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $678000.00         | $107456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%  | 0.0000% | $53755000.00       | $8448760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%  | 0.0000% | $960000.00         | $133117.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-04-01      | 2.5000%  | 0.0000% | $8834112.00        | $383302.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $12315000.00       | $1730354.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-02-01      | 3.5000%  | 0.0000% | $1522262.00        | $28945.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-04-01      | 3.0000%  | 0.0000% | $1090000.00        | $54204.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.0000%  | 0.0000% | $5722112.00        | $956438.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%  | 0.0000% | $2600000.00        | $278944.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $2066920.00        | $1847178.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.0000%  | 0.0000% | $1138956.00        | $1187722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $1806598.00        | $1786815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%  | 0.0000% | $1120000.00        | $931960.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $5343032.00        | $4949444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1566404.00        | $1375819.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $506478.00         | $477008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1579888.00        | $1670514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $3694304.00        | $2971004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.5000%  | 0.0000% | $1884346.00        | $1133370.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $2596744.00        | $2175840.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1781712.00        | $1038418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $3031868.00        | $2837585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1153656.00        | $502538.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1147318.00        | $804331.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1745564.00        | $977654.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $12818720.00       | $10571122.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $310000.00         | $261526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $567676.00         | $572680.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $2042232.00        | $2084773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $1826266.00        | $1884277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 4.5000%  | 0.0000% | $3594380.00        | $3438684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $1527442.00        | $1302382.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $2196750.00        | $2225015.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $4204392.00        | $3949448.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%  | 0.0000% | $1110000.00        | $862039.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1296366.00        | $1026244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $2874864.00        | $2924950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $8770848.00        | $8369903.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $17000.00          | $15241.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $1978470.00        | $1847878.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $2522832.00        | $2557929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1185388.00        | $894032.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1042648.00        | $851703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.5000%  | 0.0000% | $533214.00         | $571033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $9751104.00        | $9692069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1633748.00        | $1663080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $8216736.00        | $7233984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1498778.00        | $1545008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1751120.00        | $1641933.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $1163930.00        | $1168074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 4.5000%  | 0.0000% | $1140168.00        | $1089047.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2262950.00        | $2277744.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1505388.00        | $1543952.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1873770.00        | $1892084.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%  | 0.0000% | $2124100.00        | $1703226.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $151999.00         | $154036.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $1434052.00        | $1425132.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1019744.00        | $1029957.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $6552080.00        | $6514110.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $1086152.00        | $982214.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $6511100.00        | $6399471.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%  | 0.0000% | $1064968.00        | $1129875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $3127464.00        | $2975532.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $3026940.00        | $3036250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1610306.00        | $1641070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $3970070.00        | $3777741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $5231576.00        | $4776185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $783774.00         | $732526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.0000%  | 0.0000% | $1500538.00        | $1391039.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1130742.00        | $1155780.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $1838750.00        | $1632472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1362700.00        | $1394934.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 7.0000%  | 0.0000% | $1352062.00        | $1424249.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $5142280.00        | $4759247.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $2594472.00        | $2645454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $1573364.00        | $1545177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $1084748.00        | $991439.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $1699186.00        | $1576367.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $1914526.00        | $1909853.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1374172.00        | $1435746.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $5001.00           | $5118.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1189794.00        | $1223126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $3211340.00        | $3106065.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1926254.00        | $1859203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $24064.00          | $16340.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1042648.00        | $1078365.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1140188.00        | $1158531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $803524.00         | $847972.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2353000.00        | $2456759.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1177180.00        | $1235650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $1442814.00        | $1449477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2578372.00        | $2681467.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $1808592.00        | $1782598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $8130368.00        | $7780014.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1352822.00        | $1365003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $2653530.00        | $2736009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $1880578.00        | $1859998.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2862500.00        | $2964632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $383719.00         | $372986.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2485480.00        | $2577939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $1296014.00        | $1286657.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1479998.00        | $1503303.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $1053746.00        | $1108910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $2407572.00        | $2440932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1118000.00        | $1172574.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $2640032.00        | $2717523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1393800.00        | $1408479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1106408.00        | $1116540.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1496012.00        | $1564868.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $2006384.00        | $1931506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1058250.00        | $998948.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1345324.00        | $1357818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $11241760.00       | $11323201.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $4898360.00        | $5098381.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1214652.00        | $1265214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $10000.00          | $10155.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1927000.00        | $1986876.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $1818900.00        | $1902097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1816674.00        | $1832745.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $2667028.00        | $2644089.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $11220704.00       | $11689632.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1629504.00        | $1694337.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $1298236.00        | $1330992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $3880540.00        | $3834362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1313500.00        | $1350143.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1160930.00        | $1199315.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1884566.00        | $1915449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1042448.00        | $1078325.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $1859950.00        | $1946125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1344942.00        | $1383011.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $3272604.00        | $3365303.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2059740.00        | $2150174.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $1306314.00        | $1301612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $3174076.00        | $3280378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $3998636.00        | $4221198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $1434508.00        | $1505815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $2157740.00        | $2273927.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2136010.00        | $2212520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $1265982.00        | $1263623.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $4159080.00        | $4320492.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $14695520.00       | $15130358.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 7.0000%  | 0.0000% | $1800500.00        | $1906633.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 7.0000%  | 0.0000% | $2088244.00        | $2213918.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $4149504.00        | $4215198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $710536.00         | $743430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $23499904.00       | $24182803.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $8395120.00        | $8524789.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $5469384.00        | $5655232.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $2958252.00        | $3036245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 4.0000%  | 0.0000% | $705000.00         | $143344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $4598176.00        | $526014.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-12-01      | 2.5000%  | 0.0000% | $2025000.00        | $336704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $220000.00         | $50045.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $386335744.00      | $43320620.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.0000%  | 0.0000% | $300000.00         | $90029.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.5000%  | 0.0000% | $167000.00         | $28502.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-02-01      | 3.0000%  | 0.0000% | $867000.00         | $283144.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-02-01      | 3.5000%  | 0.0000% | $344555.00         | $103077.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2058-05-01      | 4.0000%  | 0.0000% | $96887168.00       | $38569504.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.0000%  | 0.0000% | $242000.00         | $46869.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.5000%  | 0.0000% | $122000.00         | $29990.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 3.5000%  | 0.0000% | $1341576.00        | $215207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $1363000.00        | $123331.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $16824160.00       | $3502823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $11500000.00       | $2177876.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.5000%  | 0.0000% | $172987.00         | $34684.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.0000%  | 0.0000% | $389161.00         | $107233.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.0000%  | 0.0000% | $100000.00         | $29536.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%  | 0.0000% | $269003.00         | $75495.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 3.0000%  | 0.0000% | $1005000.00        | $137409.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 4.5000%  | 0.0000% | $367500.00         | $98872.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%  | 0.0000% | $1424000.00        | $321177.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 3.5000%  | 0.0000% | $231000.00         | $37490.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%  | 0.0000% | $966000.00         | $121056.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $45590912.00       | $12317383.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $21779040.00       | $5334655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.0000%  | 0.0000% | $230000.00         | $52852.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%  | 0.0000% | $2043000.00        | $665272.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $5349760.00        | $4897729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $4795568.00        | $4339911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $7517672.00        | $1544187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%  | 0.0000% | $1054706.00        | $66669.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-05-01      | 3.0000%  | 0.0000% | $750000.00         | $106482.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%  | 0.0000% | $125000.00         | $27387.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%  | 0.0000% | $500000.00         | $170400.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 3.0000%  | 0.0000% | $600000.00         | $289299.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $200000.00         | $85641.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $2086000.00        | $399258.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 4.0000%  | 0.0000% | $9816672.00        | $3693751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 5.0000%  | 0.0000% | $1039478.00        | $118934.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $225000.00         | $64625.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $1296842.00        | $520256.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $57149184.00       | $26546749.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $136000.00         | $66643.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $43126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $119215.00         | $58541.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $3383164.00        | $2001883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $125000.00         | $71308.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $536000.00         | $298542.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $665000.00         | $380933.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 4.5000%  | 0.0000% | $511024.00         | $296320.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $62000.00          | $47193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $809000.00         | $459179.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $176392.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $700000.00         | $457713.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $4006960.00        | $2642251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $1600000.00        | $1007333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $2535740.00        | $1854540.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $2611308.00        | $2264326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $1061004.00        | $1043317.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $48000.00          | $29338.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $3378672.00        | $2114925.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $110000.00         | $78381.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $4522856.00        | $1652583.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $190000.00         | $116861.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $57000.00          | $37334.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1104974.00        | $1130028.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $2608568.00        | $2751815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $77908.00          | $53843.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $67764.00          | $46202.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $1261000.00        | $895274.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1882882.00        | $1371902.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $1128542.00        | $1073562.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $978903.00         | $696146.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $1151038.00        | $1035303.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $12683472.00       | $9206692.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1653560.00        | $1029712.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $1791776.00        | $1858714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $661637.00         | $477049.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $17043392.00       | $9891564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%  | 0.0000% | $5505424.00        | $3568912.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $499000.00         | $308821.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $100200.00         | $98263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $159891.00         | $129314.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1425076.00        | $1392000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%  | 0.0000% | $1201018.00        | $1043398.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $3051660.00        | $1677689.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $2871612.00        | $2096858.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $1196080.00        | $964465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1002580.00        | $1003634.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $116232.00         | $95430.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $1688288.00        | $1390097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $3005000.00        | $2903069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $2215696.00        | $1750597.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1378306.00        | $942891.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $1773290.00        | $1727975.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $1801804.00        | $1579902.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $9370000.00        | $8762150.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $2368152.00        | $2323399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $4180000.00        | $3464862.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.0000%  | 0.0000% | $31726.00          | $28274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $2003676.00        | $1977885.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $1559682.00        | $1466791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $55000.00          | $39237.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $674996.00         | $481048.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $1009922.00        | $900327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $1930302.00        | $1595853.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.0000%  | 0.0000% | $155000.00         | $49318.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 4.0000%  | 0.0000% | $211700.00         | $53093.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%  | 0.0000% | $2399612.00        | $541927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 3.5000%  | 0.0000% | $2750116.00        | $755241.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.5000%  | 0.0000% | $14996192.00       | $4132802.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $6167136.00        | $1881290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-05-01      | 4.0000%  | 0.0000% | $2605668.00        | $591761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 3.5000%  | 0.0000% | $650000.00         | $135244.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.5000%  | 0.0000% | $164000.00         | $35844.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 4.0000%  | 0.0000% | $535000.00         | $171163.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 5.0000%  | 0.0000% | $149000.00         | $47703.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 4.5000%  | 0.0000% | $197000.00         | $46773.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 2.5000%  | 0.0000% | $17183680.00       | $2997393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $1401466.00        | $592730.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $18135552.00       | $5374986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%  | 0.0000% | $387000.00         | $167346.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $359584.00         | $114174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.5000%  | 0.0000% | $4791752.00        | $1252596.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $4940000.00        | $2422160.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $460000.00         | $202637.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.0000%  | 0.0000% | $118501.00         | $60523.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $945144.00         | $486201.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $4200000.00        | $2180192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.5000%  | 0.0000% | $513000.00         | $264523.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $2092528.00        | $1291682.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $895000.00         | $482004.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $21756960.00       | $11906827.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $4754640.00        | $2573580.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $27824.00          | $14691.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.0000%  | 0.0000% | $400000.00         | $226579.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $5625000.00        | $2520738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $666735.00         | $360043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $274000.00         | $149675.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $14821000.00       | $6865223.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $26421952.00       | $14373132.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $760110.00         | $446488.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 2.5000%  | 0.0000% | $349000.00         | $169001.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $10196544.00       | $5937588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.5000%  | 0.0000% | $398000.00         | $209582.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $489000.00         | $294872.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $9000.00           | $5326.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%  | 0.0000% | $49000.00          | $25290.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $518000.00         | $334015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.5000%  | 0.0000% | $248099.00         | $139263.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $3392004.00        | $2067208.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $9000.00           | $5435.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-08-01      | 2.5000%  | 0.0000% | $600000.00         | $385166.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $511965.00         | $307585.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $244000.00         | $156903.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $450000.00         | $289799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $11829.00          | $7075.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1379662.00        | $896900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $753661.00         | $549880.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $2967732.00        | $2084516.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $80000.00          | $49232.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5512.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $72000.00          | $47192.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $5000000.00        | $3416826.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $361610.00         | $246129.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $299000.00         | $218476.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $537000.00         | $359896.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.0000%  | 0.0000% | $13000.00          | $8982.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $3939000.00        | $3005848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $18996960.00       | $14125375.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $133000.00         | $98513.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $290000.00         | $211929.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.5000%  | 0.0000% | $905000.00         | $664113.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2996364.00        | $2432216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $1852000.00        | $1476572.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $105000.00         | $78560.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $3003156.00        | $2436053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.0000%  | 0.0000% | $17977632.00       | $14294430.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.0000%  | 0.0000% | $15196672.00       | $13374648.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $108073.00         | $89333.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $55000.00          | $45473.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $26205408.00       | $22582464.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $5100440.00        | $4340916.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.0000%  | 0.0000% | $483297.00         | $402627.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $37849664.00       | $28147936.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $150000.00         | $133325.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $3490368.00        | $2965063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $3180000.00        | $2669840.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.5000%  | 0.0000% | $2893724.00        | $2584054.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $6755432.00        | $5378097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $14453120.00       | $12595911.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $35995.00          | $31511.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $2381960.00        | $2182200.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $17514784.00       | $17245643.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $77957.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.0000%  | 0.0000% | $119965.00         | $110845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $802030.00         | $755630.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $954848.00         | $890480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $34395264.00       | $32949447.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $528000.00         | $500156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $9389344.00        | $9276392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $2004168.00        | $1882323.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $176639.00         | $174598.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $27607392.00       | $26311149.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 4.5000%  | 0.0000% | $14433536.00       | $13743541.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $25071968.00       | $24409287.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $34769728.00       | $34287473.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $714053.00         | $699379.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $11648240.00       | $10961616.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $6429.00           | $6018.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $60338176.00       | $59721481.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $111000.00         | $105153.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $19039000.00       | $16106842.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $13533920.00       | $12415089.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.0000%  | 0.0000% | $18489376.00       | $17973162.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $2119748.00        | $2064305.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $10759264.00       | $9361411.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $13255584.00       | $13235269.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%  | 0.0000% | $12956640.00       | $11678630.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 4.5000%  | 0.0000% | $285000.00         | $270905.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $7168.00           | $7223.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 5.0000%  | 0.0000% | $14913100.00       | $15185516.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1380484.00        | $1349464.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 4.0000%  | 0.0000% | $3950924.00        | $3960608.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.0000%  | 0.0000% | $48437440.00       | $42923096.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.0000%  | 0.0000% | $1506000.00        | $177075.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 3.5000%  | 0.0000% | $7727536.00        | $1301013.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $4911112.00        | $1482128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $2880868.00        | $923511.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $14200000.00       | $6829197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $682000.00         | $240175.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $1312000.00        | $227515.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $1820000.00        | $435105.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1100000.00        | $559391.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $493480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $164780.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $1700000.00        | $1044564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $15000.00          | $8927.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $15000.00          | $9578.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $4406184.00        | $2925441.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $1025000.00        | $526225.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $658141.00         | $389738.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $63000.00          | $37885.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $5813456.00        | $4008501.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $127695.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $2261312.00        | $1617807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $24000.00          | $16823.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $450000.00         | $285085.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $645434.00         | $383007.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $10000.00          | $6652.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $13000.00          | $8882.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $75000000.00       | $49145014.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.0000%  | 0.0000% | $13000.00          | $8288.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.0000%  | 0.0000% | $500000.00         | $343746.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%  | 0.0000% | $19000.00          | $14466.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $62179904.00       | $47396785.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $770114.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $617660.00         | $455076.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $8000.00           | $5781.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $972826.00         | $771718.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $222000.00         | $170395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $10000.00          | $8288.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 4.0000%  | 0.0000% | $3185000.00        | $2618323.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $15907728.00       | $12323507.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%  | 0.0000% | $177047.00         | $130445.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 1.5000%  | 0.0000% | $175000.00         | $127880.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1312770.00        | $1196703.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1790934.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $39000.00          | $34663.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $263256.00         | $205269.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $1980000.00        | $1921858.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $13021088.00       | $12618110.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $46401856.00       | $47359045.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $10431104.00       | $10650003.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $1504660.00        | $1465600.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%  | 0.0000% | $1062586.00        | $1045239.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%  | 0.0000% | $18620000.00       | $605708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-12-01      | 5.5000%  | 0.0000% | $9790432.00        | $187428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.5000%  | 0.0000% | $1925000.00        | $215286.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.0000%  | 0.0000% | $2370000.00        | $119091.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $278378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.0000%  | 0.0000% | $50000000.00       | $6767867.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-02-01      | 4.0000%  | 0.0000% | $10000000.00       | $241524.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 3.5000%  | 0.0000% | $5000000.00        | $396549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 3.0000%  | 0.0000% | $977409.00         | $137948.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-06-01      | 2.5000%  | 0.0000% | $720000.00         | $47490.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 3.0000%  | 0.0000% | $711000.00         | $90902.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $243000.00         | $37759.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-11-01      | 2.0000%  | 0.0000% | $750000.00         | $127133.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.0000%  | 0.0000% | $141000.00         | $31415.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $411000.00         | $57276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $50000.00          | $6123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $287631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $31000.00          | $18947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $33000.00          | $19269.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.0000%  | 0.0000% | $500000.00         | $270620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $3343996.00        | $2148137.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 3.0000%  | 0.0000% | $306000.00         | $45010.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 2.5000%  | 0.0000% | $4280000.00        | $866121.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 2.5000%  | 0.0000% | $39000.00          | $7892.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $292998.00         | $49509.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 3.0000%  | 0.0000% | $697000.00         | $120035.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 2.5000%  | 0.0000% | $1500000.00        | $279974.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $442000.00         | $99232.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 2.5000%  | 0.0000% | $3250000.00        | $682599.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 3.0000%  | 0.0000% | $415000.00         | $92382.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $10516720.00       | $2064356.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $235000.00         | $62543.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $1930000.00        | $886217.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $9014000.00        | $3656281.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $40000.00          | $20474.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $2095000.00        | $1144603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.0000%  | 0.0000% | $13767200.00       | $7082618.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.0000%  | 0.0000% | $582827.00         | $299839.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 2.5000%  | 0.0000% | $500000.00         | $298212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $5210664.00        | $2619498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $19000.00          | $12545.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $116500.00         | $77630.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 2.5000%  | 0.0000% | $85000.00          | $55281.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $26000.00          | $17484.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $72000.00          | $53735.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $7300544.00        | $5448496.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $31000.00          | $23618.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $18000.00          | $13766.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $22000.00          | $16973.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $224000.00         | $161230.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $500000.00         | $400776.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 4.0000%  | 0.0000% | $13000.00          | $10623.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $33000.00          | $27393.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $3551820.00        | $2875718.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $7500000.00        | $6062226.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%  | 0.0000% | $17000.00          | $14429.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $115000.00         | $98407.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $16000.00          | $13278.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $319005.00         | $248649.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $25000.00          | $19379.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $10000.00          | $9111.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%  | 0.0000% | $271871.00         | $255199.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.0000%  | 0.0000% | $782038.00         | $715172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $19763712.00       | $20395564.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $5813584.00        | $5966154.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 3.5000%  | 0.0000% | $994306.00         | $37501.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1952080.00        | $2032555.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $3083256.00        | $3211339.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $2362724.00        | $2280274.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $5737304.00        | $5744279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $1152602.00        | $1170937.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $1571362.00        | $1546143.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $7331128.00        | $7332188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $3783492.00        | $3931033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $5531512.00        | $5829295.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $9656560.00        | $9870869.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $4403150.00        | $4590300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $4289920.00        | $4195150.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1502892.00        | $1482246.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $2820004.00        | $2616648.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $4531470.00        | $4661945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1865912.00        | $1916615.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1259472.00        | $1297571.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $6718304.00        | $6906568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $5212728.00        | $5349485.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $12088096.00       | $11917081.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $2028864.00        | $2030688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $9457872.00        | $9383523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $15198112.00       | $15190489.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1011982.00        | $1076477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $5621288.00        | $5873893.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $2874900.00        | $2692481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $2877964.00        | $3007125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1150096.00        | $1193748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1507052.00        | $1568713.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $14001.00          | $14410.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $484145.00         | $502628.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $7736.00           | $8128.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1050326.00        | $1089659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $3037550.00        | $2998610.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $12031488.00       | $11990016.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $2652284.00        | $2685907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1005600.00        | $1027413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $10234512.00       | $10561568.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $2583608.00        | $2691294.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $2147340.00        | $2257725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $4661928.00        | $4678920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $2876810.00        | $2918592.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $5556744.00        | $5722079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $11887376.00       | $12170232.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $33104560.00       | $34601184.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $8145568.00        | $8370279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $3072830.00        | $3179181.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $4690056.00        | $4866814.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $3842224.00        | $3832541.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $15262032.00       | $15964476.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $2273576.00        | $2378221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $5296640.00        | $5480416.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $2405004.00        | $2535159.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $2809070.00        | $2909167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.0000%  | 0.0000% | $3195172.00        | $3178285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $4215864.00        | $4360724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $18129056.00       | $17451161.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%  | 0.0000% | $17424352.00       | $16881465.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $2536260.00        | $2435954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $520000.00         | $518257.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $19273664.00       | $16268922.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $24036544.00       | $21340228.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 0.0000%  | 0.0000% | $12750000.00       | $6369186.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 0.0000%  | 0.0000% | $165486400.00      | $41034504.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-29      | 4.0000%  | 0.0000% | $51592800.00       | $53095988.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-30      | 4.1250%  | 0.0000% | $248928000.00      | $255936678.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-03-31      | 4.0000%  | 0.0000% | $42926800.00       | $44207510.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-02-15      | 0.0000%  | 0.0000% | $78069350.00       | $54563918.00       | U.S. Treasuries (including strips)  |

### Security 224: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791563HS
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $13517800.00       | $4006865.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $159187000.00      | $42286275.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $562700.00         | $567338.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $32521700.00       | $24048781.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $160466000.00      | $110672291.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $214853200.00      | $152336977.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $54628700.00       | $45567764.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $292477200.00      | $259954082.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $50510900.00       | $45247657.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $53265200.00       | $50842566.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $682900.00         | $661185.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $103408000.00      | $96907270.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $142001600.00      | $143029644.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $18072274.00       | $4563990.00        | U.S. Treasuries (including strips) |

### Security 225: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 4.349999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C277791561HS
- **C.18 - Value (incl. sponsor support):** $1424000000.00
- **C.18.a - Value (excl. sponsor support):** $1424000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1929400.00        | $4219420.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1300000.00        | $1328501.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $709800.00         | $704895.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $20000000.00       | $18317064.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28700000.00       | $21875634.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $114400000.00      | $119133231.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1897100.00        | $1617925.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $8100000.00        | $7089951.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $450000.00         | $381656.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $10583100.00       | $12230269.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7704703.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $913534.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $365600.00         | $250618.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $15000000.00       | $10345396.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $751000.00         | $486334.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $33291400.00       | $24475812.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $470500.00         | $450093.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $46943000.00       | $35106712.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $590000.00         | $415479.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $8250000.00        | $6055156.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4460612.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $9795300.00        | $7151836.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $38194500.00       | $23580405.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2200000.00        | $1270280.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $3581700.00        | $2201259.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $13800000.00       | $7177210.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $15000000.00       | $9416835.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $57000000.00       | $32195132.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $152200000.00      | $100696397.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $25436400.00       | $13971676.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $18000000.00       | $10769508.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $33337800.00       | $20056052.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $46244600.00       | $33451842.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $7208900.00        | $5102988.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100700000.00      | $83997492.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $26654000.00       | $21363956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $9995000.00        | $8765718.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $4999800.00        | $4729623.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $8607800.00        | $7711167.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $27379900.00       | $25733871.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $41926200.00       | $37557484.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $22003000.00       | $21002249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $16090300.00       | $15563769.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $29996700.00       | $39357674.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $29100.00          | $28365.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $15000000.00       | $19119196.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $5000000.00        | $4845528.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $337500.00         | $414713.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $10000000.00       | $9799470.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2000000.00        | $1970850.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $3100000.00        | $3048638.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $29585700.00       | $29063461.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $10000000.00       | $9769063.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $37000000.00       | $35904543.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $1832200.00        | $1773939.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47136091.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $300000.00         | $281350.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $43829900.00       | $40982010.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $21585400.00       | $20443357.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $6000000.00        | $5828181.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $19600000.00       | $18219024.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2939700.00        | $2751059.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $100000.00         | $97333.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $5593000.00        | $5217452.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $3100000.00        | $2952791.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $2525000.00        | $2480813.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100000.00         | $96811.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $7000000.00        | $6986972.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $34000000.00       | $31585191.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $34400.00          | $35323.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $31500000.00       | $35156240.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $5700000.00        | $5849900.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $300000.00         | $305285.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $4000000.00        | $4058024.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $6500000.00        | $6717416.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $7661700.00        | $7781924.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $6600000.00        | $6658629.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $6600000.00        | $6654348.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $14400000.00       | $14536641.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $10000000.00       | $10176767.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $2100000.00        | $2112563.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $6000000.00        | $6232349.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $100000.00         | $104864.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $621000.00         | $648225.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $16800000.00       | $17371909.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $540000.00         | $537425.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $16999900.00       | $17761071.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $25000000.00       | $27267259.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $33527000.00       | $34390839.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $2646000.00        | $2680702.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $9582000.00        | $9403202.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $5800000.00        | $5900295.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $5500000.00        | $5578145.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $8000000.00        | $8085439.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $6300000.00        | $6406559.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $13154100.00       | $13526995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5000000.00        | $5112729.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $13000000.00       | $13206035.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $9026800.00        | $9101512.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $25000000.00       | $25558336.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $17000000.00       | $17396543.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $16999830.00       | $15684995.00       | U.S. Treasuries (including strips) |

### Security 226: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 4.349999%
- **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: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779156CIT
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $6000.00           | $426.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 3.5000%  | 0.0000% | $2000.00           | $215.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.5000%  | 0.0000% | $33000.00          | $23062.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 2.5000%  | 0.0000% | $3764681.00        | $3366611.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1181.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 3.5000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $5680.00           | $4870.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $30000.00          | $23544.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $12000.00          | $9145.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7479.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $11468699.00       | $10888211.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2556.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%  | 0.0000% | $46000.00          | $12238.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $308000.00         | $194934.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $335000.00         | $214609.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1226.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2221.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $288000.00         | $200949.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $4527.00           | $3553.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2294.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $30000.00          | $24278.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $40000.00          | $33153.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2650000.00        | $2097273.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $29000.00          | $23432.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1599.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $34000.00          | $29272.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $350000.00         | $279459.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $10000.00          | $8399.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $3519632.00        | $2997416.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2664.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1812.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1745.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 3.5000%  | 0.0000% | $3000.00           | $1384.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1535.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 2.0000%  | 0.0000% | $580576.00         | $345738.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $20559.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2961.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $79909.00          | $61186.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1406770.00        | $703492.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.5000%  | 0.0000% | $2333913.00        | $16743.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $2815000.00        | $149047.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $4000.00           | $569.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $4000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 3.5000%  | 0.0000% | $25000.00          | $1534.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.0000%  | 0.0000% | $18000.00          | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 5.5000%  | 0.0000% | $11859400.00       | $95488.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1359714.00        | $1309591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $11390.00          | $12020.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1060158.00        | $1077294.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1142891.00        | $1204697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $1003622.00        | $1013933.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3925030.00        | $4059625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1024672.00        | $1015143.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $51784.00          | $52592.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2349250.00        | $2381411.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $841139.00         | $565681.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 4.5000%  | 0.0000% | $341000.00         | $329411.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $13999.00          | $11029.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $74827.00          | $5287.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1010.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1281.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.5000%  | 0.0000% | $134192.00         | $30235.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 2.0000%  | 0.0000% | $91487.00          | $37304.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.5000%  | 0.0000% | $1441757.00        | $700711.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $6697630.00        | $4030001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $12000.00          | $8551.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $80000.00          | $52435.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $719992.00         | $541029.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $19000.00          | $13962.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $10969.00          | $7922.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $130000.00         | $108038.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $3874.00           | $3250.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $365000.00         | $253986.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $21605.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1636.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $10002.00          | $8828.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $39003.00          | $36577.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $41000.00          | $35482.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $676864.00         | $682252.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $5525334.00        | $5653640.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $19945.00          | $8426.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $4000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $12000.00          | $195.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $31999.00          | $9217.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $3000.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $90916.00          | $27369.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $318539.00         | $128235.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $5000.00           | $1668.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $2000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $10000.00          | $3377.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $34000.00          | $19671.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $743083.00         | $477965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1369.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64898.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $300000.00         | $188786.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1431934.00        | $832391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2804.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $539497.00         | $358676.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $20000.00          | $14735.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $889250.00         | $634445.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $6408.00           | $4972.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2890.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $91458.00          | $63643.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $2024.00           | $1483.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1200000.00        | $994145.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $2284.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $34999.00          | $26616.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $9000.00           | $6325.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $400000.00         | $287836.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4573.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $190000.00         | $152406.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $95000.00          | $68475.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $6000.00           | $4950.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $118012.00         | $97015.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $45000.00          | $40788.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3119.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $50000.00          | $35733.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $50000.00          | $46911.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $2333440.00        | $1882360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $7202040.00        | $7027187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $601009.00         | $562159.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $1114792.00        | $1132226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $10000.00          | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.0000%  | 0.0000% | $5000.00           | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $9161246.00        | $1696379.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 3.5000%  | 0.0000% | $500000.00         | $23960.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $5433900.00        | $814021.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 2.5000%  | 0.0000% | $5972870.00        | $853999.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $41921.00          | $5509.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 3.5000%  | 0.0000% | $2000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $344511.00         | $201165.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $86000.00          | $54097.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 2.5000%  | 0.0000% | $165025.00         | $37513.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 3.0000%  | 0.0000% | $100000.00         | $22261.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $692994.00         | $167269.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.5000%  | 0.0000% | $6000.00           | $2388.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2074.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $22000.00          | $16036.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $2245.00           | $1658.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $43000.00          | $30891.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 1.5000%  | 0.0000% | $6150024.00        | $4018372.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $3774867.00        | $2772086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $50999.00          | $39004.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2488.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1546.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1536.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $12998.00          | $10050.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $5295.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $7000.00           | $5488.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $8000.00           | $6540.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $224998.00         | $177022.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5134.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1660.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $7420800.00        | $6173163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $7999.00           | $6584.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.0000%  | 0.0000% | $9000.00           | $7543.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $4443830.00        | $3826892.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.0000%  | 0.0000% | $75000.00          | $46134.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $18000.00          | $16210.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $139999.00         | $121965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $365625.00         | $239076.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.0000%  | 0.0000% | $5000.00           | $2849.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1699.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $1228542.00        | $962841.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $32946.00          | $30499.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1744.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $509820.00         | $481616.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $55000.00          | $51818.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $8000.00           | $7271.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $950000.00         | $909382.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $11010.00          | $10008.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $2549034.00        | $2392720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $19627560.00       | $18823259.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.0000%  | 0.0000% | $6915080.00        | $6323824.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1330584.00        | $1299201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $391353.00         | $383936.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.0000%  | 0.0000% | $2406316.00        | $2248941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $144003.00         | $142149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $34361760.00       | $35080603.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1882184.00        | $1942358.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.0000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.0000%  | 0.0000% | $1013168.00        | $1013935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.0000%  | 0.0000% | $7320488.00        | $6858317.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.5000%  | 0.0000% | $733054.00         | $708137.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $37500677.00       | $38484832.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $4684432.00        | $4876473.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $617498.00         | $653371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $974537.00         | $988116.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.5000%  | 0.0000% | $473817.00         | $486175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2025-12-01      | 3.5000%  | 0.0000% | $2750686.00        | $1788.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $5123797.00        | $5340504.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $5082941.00        | $5296772.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1496980.00        | $1567904.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1075200.00        | $1105788.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2518516.00        | $2549833.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1292806.00        | $1329742.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1093600.00        | $1124710.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1859188.00        | $1949616.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1780435.00        | $1866217.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1074500.00        | $1104818.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $12357101.00       | $10280490.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $258089.00         | $264892.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $39515.00          | $39681.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1185772.00        | $1129620.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $2024198.00        | $2032061.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $706090.00         | $672122.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1795.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $5264865.00        | $5074102.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $8492314.00        | $8667436.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $12150131.00       | $12518301.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $7539598.00        | $7737465.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.0000%  | 0.0000% | $3309013.00        | $348320.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 2.0000%  | 0.0000% | $908975.00         | $44019.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $54316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-20      | 4.0000%  | 0.0000% | $193044.00         | $4503.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-20      | 4.0000%  | 0.0000% | $1975716.00        | $163074.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1084948.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 3.5000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.0000%  | 0.0000% | $5835525.00        | $456806.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 5.5000%  | 0.0000% | $3370.00           | $277.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $68652.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 4.0000%  | 0.0000% | $745055.00         | $36554.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 5.0000%  | 0.0000% | $530265.00         | $43343.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $67741.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 5.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.0000%  | 0.0000% | $6824010.00        | $649866.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 4.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 2.5000%  | 0.0000% | $6127267.00        | $1056190.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1190114.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $158540.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $568904.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $37377.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 3.5000%  | 0.0000% | $233596353.00      | $22946970.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.5000%  | 0.0000% | $1523000.00        | $178579.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $1312958.00        | $218046.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $882209.00         | $260111.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $175487.00         | $55167.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $4400077.00        | $2062384.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $6768.00           | $4380.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $36863239.00       | $26066794.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $1869999.00        | $1319033.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $6717728.00        | $4916905.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $618818.00         | $460707.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.0000%  | 0.0000% | $431855.00         | $293021.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.5000%  | 0.0000% | $169030.00         | $101026.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $30412042.00       | $19649257.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $6922628.00        | $3743850.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $4992033.00        | $2445600.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.0000%  | 0.0000% | $18148326.00       | $9926125.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $7348736.00        | $4060215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $315288492.00      | $179846498.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $5043518.00        | $2946961.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $571.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $8361606.00        | $4976973.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $9679104.00        | $5788400.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $5000.00           | $2956.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.5000%  | 0.0000% | $1001.00           | $658.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $1024.00           | $620.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1008.00           | $630.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $2548514.00        | $1593636.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $1040.00           | $663.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.0000%  | 0.0000% | $1986.00           | $1036.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $212135.00         | $136133.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $4356428.00        | $2785174.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $25989441.00       | $17064292.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $1970000.00        | $1374015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $472681.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $6741760.00        | $4522213.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $45202578.00       | $34768953.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.5000%  | 0.0000% | $945205.00         | $595102.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $49398699.00       | $38164868.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $78025.00          | $46784.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $923265.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $6056656.00        | $4366966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $147282847.00      | $105926750.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.0000%  | 0.0000% | $1117436.00        | $709334.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $452195.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $57299115.00       | $31357718.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $700000.00         | $349424.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $79012.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.5000%  | 0.0000% | $5000.00           | $1411.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.5000%  | 0.0000% | $33154605.00       | $26662701.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1324611.00        | $635277.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1194909.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $22997.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $69497.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $199998.00         | $103955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $9376.00           | $6975.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $951694.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1117811.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $10068400.00       | $5948350.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7096680.00        | $4815779.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $624729.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $2033.00           | $1898.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $7000.00           | $6268.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $1004.00           | $212.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $1059585.00        | $69402.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1144605.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $987959.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $973426.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1143934.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $37947.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27729.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1980925.00        | $637653.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $993969.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $30692247.00       | $32076359.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $1097077.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $825669.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $967103.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1151933.00        | $1201214.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $5725504.00        | $5986647.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $4965688.00        | $5197997.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1210188.00        | $1192814.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1114680.00        | $1103025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1062890.00        | $1107579.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1147145.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $1151786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1200000.00        | $1182643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $1082282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1084443.00        | $1138945.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1141506.00        | $1193905.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $1036707.00        | $1067386.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1105241.00        | $1155361.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $639411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $1132264.00        | $1169783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $559657.00         | $582192.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1124594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $569103.00         | $598452.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1089314.00        | $1145275.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $599028.00         | $622371.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $1116961.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1131647.00        | $1175687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2880939.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $325162.00         | $337944.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $10154191.00       | $10705354.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $10181462.00       | $10463111.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $1062332.00        | $1085717.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $561135.00         | $585048.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $1170.00           | $1203.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $542581.00         | $564370.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $56072.00          | $58577.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2093.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $552284.00         | $576368.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $722934.00         | $758816.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $867893.00         | $911627.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2083.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $396348.00         | $403902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2027.00           | $2110.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2000.00           | $2048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $1893070.00        | $1780143.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $602285.00         | $554884.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $1481271.00        | $1457322.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1024.00           | $885.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1853.00           | $1888.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $8971257.00        | $8970172.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $607199.00         | $615166.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1052.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $960017.00         | $975056.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1187291.00        | $1181081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $48228.00          | $50461.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1014047.00        | $1068182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $969009.00         | $1006923.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2087.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1119351.00        | $1169906.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $31603.00          | $33141.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $560901.00         | $509296.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1153424.00        | $1193939.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $737353.00         | $759502.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1117299.00        | $1184081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $550888.00         | $572524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1040265.00        | $1045409.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $87114.00          | $90021.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1007413.00        | $1056092.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $390237.00         | $403225.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $1098331.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1097768.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $1086263.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1030088.00        | $1079638.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $578416.00         | $601034.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1024342.00        | $1070291.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $556190.00         | $577392.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1056946.00        | $1050324.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $121489.00         | $126619.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 6.5000%  | 0.0000% | $29932.00          | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 7.5000%  | 0.0000% | $25000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-20      | 8.5000%  | 0.0000% | $10796508.00       | $6957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 6.5000%  | 0.0000% | $384023040.00      | $1117217.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 5.5000%  | 0.0000% | $280034.00         | $8888.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 4.0000%  | 0.0000% | $1013.00           | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $15558567.00       | $598206.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 3.5000%  | 0.0000% | $15847147.00       | $982705.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $1345106.00        | $70516.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 6.0000%  | 0.0000% | $804130.00         | $23166.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $7133182.00        | $353194.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $930476.00         | $936612.00         | Agency Mortgage-Backed Securities |

### Security 227: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR056ABB, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR056ABB7791561SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $122100.00         | $123428.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $142600.00         | $146908.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $1091600.00        | $1149949.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $1521600.00        | $1592538.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $1163900.00        | $1226921.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1137400.00        | $1218249.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $1449700.00        | $1530713.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $409500.00         | $435594.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $70700.00          | $74733.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $26400.00          | $28848.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $5561000.00        | $6268580.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $9957000.00        | $10760050.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $978700.00         | $1006066.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $673900.00         | $703337.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1648200.00        | $1777783.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $3277000.00        | $3359416.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $3269500.00        | $2959164.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $10112300.00       | $10179077.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $6815700.00        | $6738655.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $148900.00         | $150895.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $7226900.00        | $7081183.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $184200.00         | $164978.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $12378100.00       | $9455497.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $7928300.00        | $6359843.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $7488100.00        | $6201573.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $12068300.00       | $8981419.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $6889700.00        | $5279648.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $18092600.00       | $11800247.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $122900.00         | $91912.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $3149400.00        | $1960835.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $97800.00          | $46830.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $6408400.00        | $3126332.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $296400.00         | $186118.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $583400.00         | $579807.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $13007300.00       | $13473120.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $312681600.00      | $307279771.00      | U.S. Treasuries (including strips) |

### Security 228: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.389998%
- **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: TPR05772D, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05772D7791564BO
- **C.18 - Value (incl. sponsor support):** $1973000000.00
- **C.18.a - Value (excl. sponsor support):** $1973000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-07-13      | 1.1000%  | 0.0000% | $20000000.00       | $19534671.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-22      | 1.0000%  | 0.0000% | $50000000.00       | $48703256.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-28      | 1.7000%  | 0.0000% | $25000000.00       | $24293347.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-08-01      | 4.5650%  | 0.0000% | $153525000.00      | $154065033.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-01-22      | 0.0000%  | 0.0000% | $2000000.00        | $1967498.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-12      | 0.0000%  | 0.0000% | $201000.00         | $194943.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-04-22      | 3.6500%  | 0.0000% | $86000.00          | $75087.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-06-16      | 1.4200%  | 0.0000% | $25000000.00       | $21088486.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $2152000.00        | $1715227.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-11-01      | 2.2000%  | 0.0000% | $15000000.00       | $12870632.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-01      | 2.7800%  | 0.0000% | $435000.00         | $363349.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31270180.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-26      | 1.7800%  | 0.0000% | $50000000.00       | $48676583.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $48094444.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-05-17      | 4.3700%  | 0.0000% | $30000000.00       | $30062840.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-01      | 5.0600%  | 0.0000% | $19000000.00       | $19256365.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-04      | 4.4800%  | 0.0000% | $10000000.00       | $10115331.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-06-30      | 4.3000%  | 0.0000% | $5000000.00        | $5033651.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-21      | 1.4000%  | 0.0000% | $9568000.00        | $8602121.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-13      | 0.9000%  | 0.0000% | $10000000.00       | $9443840.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20102067.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-26      | 4.7000%  | 0.0000% | $25000000.00       | $25312642.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-05-23      | 4.5600%  | 0.0000% | $140000000.00      | $140077661.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-15      | 4.0000%  | 0.0000% | $425875.00         | $93409.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-06-20      | 3.0000%  | 0.0000% | $5000000.00        | $75870.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-05-20      | 2.5000%  | 0.0000% | $31598.00          | $5050.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-10-20      | 4.0000%  | 0.0000% | $3977612.00        | $262033.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-12-20      | 3.0000%  | 0.0000% | $180000.00         | $14793.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-06-20      | 3.0000%  | 0.0000% | $31090560.00       | $3067865.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-20      | 3.5000%  | 0.0000% | $495998.00         | $51908.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-20      | 6.0000%  | 0.0000% | $189775.00         | $20083.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-02-20      | 3.5000%  | 0.0000% | $2000000.00        | $199579.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-11-20      | 3.5000%  | 0.0000% | $57974.00          | $7291.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-03-20      | 3.0000%  | 0.0000% | $16762.00          | $2457.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 4.0000%  | 0.0000% | $2300000.00        | $225907.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 4.0000%  | 0.0000% | $1500000.00        | $147489.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 3.5000%  | 0.0000% | $2100000.00        | $206290.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-09-20      | 3.5000%  | 0.0000% | $649996.00         | $76215.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 3.0000%  | 0.0000% | $37551000.00       | $13975528.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 4.0000%  | 0.0000% | $93001000.00       | $12932482.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 3.0000%  | 0.0000% | $67703.00          | $16544.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 3.0000%  | 0.0000% | $38824000.00       | $13053155.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.5000%  | 0.0000% | $93966976.00       | $66281096.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.0000%  | 0.0000% | $5065280.00        | $3467272.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.5000%  | 0.0000% | $87560704.00       | $62200465.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 2.0000%  | 0.0000% | $492997.00         | $253838.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $244968.00         | $149499.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.0000%  | 0.0000% | $260149.00         | $164119.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $1734970.00        | $1111331.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 6.0000%  | 0.0000% | $199836.00         | $118994.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 4.0000%  | 0.0000% | $2500000.00        | $1952195.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $100000.00         | $75852.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 4.0000%  | 0.0000% | $46243.00          | $42178.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.0000%  | 0.0000% | $560000.00         | $480654.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 4.5000%  | 0.0000% | $1004206.00        | $895484.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 5.0000%  | 0.0000% | $1081282.00        | $977302.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 4.0000%  | 0.0000% | $387554.00         | $348765.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 6.5000%  | 0.0000% | $28844320.00       | $14853893.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 4.5000%  | 0.0000% | $1160000.00        | $1056026.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 3.5000%  | 0.0000% | $815459.00         | $611516.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 7.5000%  | 0.0000% | $58785152.00       | $28848417.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 5.0000%  | 0.0000% | $300000.00         | $274799.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 7.0000%  | 0.0000% | $2810776.00        | $1348034.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 4.0000%  | 0.0000% | $621501.00         | $230114.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 3.5000%  | 0.0000% | $5390984.00        | $782356.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-15      | 3.5000%  | 0.0000% | $168640.00         | $51145.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 2.5000%  | 0.0000% | $39900224.00       | $15911178.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 2.0000%  | 0.0000% | $1140000.00        | $582937.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $2549000.00        | $1713872.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.5000%  | 0.0000% | $11303392.00       | $10866593.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 7.5000%  | 0.0000% | $8872.00           | $5793.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $2120664.00        | $2202707.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 7.0000%  | 0.0000% | $1811494.00        | $1916829.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 7.5000%  | 0.0000% | $1283716.00        | $1365676.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.0000%  | 0.0000% | $568014.00         | $554669.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $4241784.00        | $4464307.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $532065.00         | $547748.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $1169500.00        | $1182930.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $2865228.00        | $3045658.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.5000%  | 0.0000% | $4303664.00        | $4598674.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $1669490.00        | $1637042.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1339196.00        | $1388217.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $2829268.00        | $2910232.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4086424.00        | $4215942.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $2068108.00        | $2100097.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $701181.00         | $728607.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $193924.00         | $199775.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $17215552.00       | $17417542.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $10998048.00       | $11112430.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1126404.00        | $1174494.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $1134278.00        | $1170594.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1109716.00        | $1151863.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1683954.00        | $1760061.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $5545768.00        | $5665428.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1461766.00        | $1513477.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $37283904.00       | $37764508.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $4875544.00        | $5079489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $446686.00         | $460588.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $492973.00         | $508182.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $419087.00         | $436412.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $326320.00         | $337284.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $908301.00         | $936698.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $342089.00         | $356461.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $24894336.00       | $25932928.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1243852.00        | $1313714.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1712344.00        | $1735967.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $443293.00         | $456419.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $90197.00          | $94280.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2826708.00        | $2863532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 4.5000%  | 0.0000% | $15052480.00       | $14365042.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $299896.00         | $309933.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1499150.00        | $1520189.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $389584.00         | $407964.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.0000%  | 0.0000% | $1283650.00        | $1263919.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $12373664.00       | $12811403.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $5114824.00        | $5314592.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1964916.00        | $2039254.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6452528.00        | $6696644.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4075288.00        | $4224463.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1017310.00        | $1030553.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $1300218.00        | $1342773.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $2270056.00        | $2301938.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6161592.00        | $6356875.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2116040.00        | $2198692.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $340503.00         | $356083.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $23477344.00       | $24169589.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $4701704.00        | $4893809.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3938872.00        | $4052109.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1205936.00        | $1225284.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 4.5000%  | 0.0000% | $5914736.00        | $5681997.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $894382.00         | $934416.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $203543.00         | $214542.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1843974.00        | $1922698.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1676390.00        | $1702668.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $525206.00         | $541853.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1584994.00        | $1641067.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1106018.00        | $1128704.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1247642.00        | $1293305.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1365626.00        | $1410582.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1284276.00        | $1312368.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1662798.00        | $1733789.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $1024234.00        | $1045857.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2303344.00        | $2382707.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $665688.00         | $686786.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $8755888.00        | $9049864.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $15012208.00       | $15257593.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $17763264.00       | $18260843.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3574204.00        | $3687484.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $8305856.00        | $8569107.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $5010880.00        | $5125407.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1373176.00        | $1404056.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1226798.00        | $1265681.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1566682.00        | $1637408.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $1070570.00        | $1064490.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 4.5000%  | 0.0000% | $29266368.00       | $28150412.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $386463.00         | $398712.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1475134.00        | $1529131.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1696882.00        | $1771493.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1977306.00        | $2039970.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $189612032.00      | $184965511.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $362231.00         | $351127.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 3.0000%  | 0.0000% | $250431.00         | $213640.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 4.0000%  | 0.0000% | $65032320.00       | $60045881.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.0000%  | 0.0000% | $933852.00         | $918786.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $375909.00         | $373714.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 4.5000%  | 0.0000% | $7950728.00        | $7623102.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $37259392.00       | $37400959.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $163306.00         | $167313.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 3.0000%  | 0.0000% | $437570.00         | $386048.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 4.5000%  | 0.0000% | $308003.00         | $296765.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $102558720.00      | $103243193.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 4.0000%  | 0.0000% | $213446.00         | $199398.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $51105984.00       | $52202697.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $117553.00         | $121324.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-20      | 6.0000%  | 0.0000% | $248102.00         | $255996.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $31331136.00       | $31116984.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $2259536.00        | $2286508.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $129012480.00      | $134274182.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2083344.00        | $2110574.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $545138.00         | $566991.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $2993704.00        | $2822783.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $513563.00         | $533348.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2026-09-20      | 8.0000%  | 0.0000% | $7634944.00        | $966.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-02-20      | 7.0000%  | 0.0000% | $2654208.00        | $2500.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-06-15      | 8.0000%  | 0.0000% | $20578290.00       | $371.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-05-15      | 7.0000%  | 0.0000% | $6193133.00        | $1950.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-15      | 5.0000%  | 0.0000% | $13998144.00       | $208964.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-15      | 5.0000%  | 0.0000% | $1434390.00        | $247451.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-20      | 5.5000%  | 0.0000% | $2032232.00        | $190501.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-09-15      | 7.0000%  | 0.0000% | $1228800.00        | $312.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 4.0000%  | 0.0000% | $150000.00         | $30619.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.5000%  | 0.0000% | $711107.00         | $187709.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-03-20      | 3.5000%  | 0.0000% | $2273400.00        | $1393161.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 6.0000%  | 0.0000% | $4994090.00        | $4629189.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $64523008.00       | $65421993.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-15      | 3.5000%  | 0.0000% | $49993344.00       | $16390272.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-15      | 6.0000%  | 0.0000% | $10000.00          | $1114.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-04-15      | 5.5000%  | 0.0000% | $24972.00          | $1335.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 5.0000%  | 0.0000% | $28889312.00       | $470583.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2038-01-15      | 6.1500%  | 0.0000% | $705000.00         | $813398.00         | Agency Debentures and Agency Strips |

### Security 229: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.290000%
- **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: TPR057851, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0578517791569CG
- **C.18 - Value (incl. sponsor support):** $419896176.00
- **C.18.a - Value (excl. sponsor support):** $419896176.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 3.5000%  | 0.0000% | $1627574.00        | $1476765.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.0000%  | 0.0000% | $23941.00          | $22430.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $4649792.00        | $4689928.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2146452.00        | $2167527.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $41216.00          | $42500.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $152713728.00      | $67912754.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $19542821.00       | $12648711.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $60165074.00       | $63452245.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.5000%  | 0.0000% | $14166989.00       | $13590844.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $57827382.00       | $58580698.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $65712032.00       | $62843570.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 3.5000%  | 0.0000% | $97097008.00       | $87551585.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $53787034.00       | $53419394.00       | Agency Mortgage-Backed Securities |

### Security 230: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.360000%
- **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: TPR057AC0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR057AC0779156OCG
- **C.18 - Value (incl. sponsor support):** $2959995560.00
- **C.18.a - Value (excl. sponsor support):** $2959995560.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.0000%  | 0.0000% | $55045980.00       | $35199301.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $312481354.00      | $202247476.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $56352190.00       | $38030273.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $78446766.00       | $55471406.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $150000.00         | $106892.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.0000%  | 0.0000% | $105326121.00      | $67900085.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $37066826.00       | $24347402.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $13082174.00       | $9227719.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $21539932.00       | $15765717.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $270672695.00      | $155002677.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $133920343.00      | $76390688.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $126734303.00      | $74051702.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $147290006.00      | $84069862.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $131605842.00      | $77021502.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $5733901.00        | $3412918.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $131000.00         | $75105.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 1.5000%  | 0.0000% | $3877696.00        | $2292469.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $64256023.00       | $38427066.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $459978492.00      | $280715226.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $220000.00         | $90434.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.5000%  | 0.0000% | $200000.00         | $67584.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $48000000.00       | $29593260.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $42316333.00       | $26084342.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.5000%  | 0.0000% | $3911541.00        | $2570184.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $120268704.00      | $72770520.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $870000.00         | $571959.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 5.0000%  | 0.0000% | $311000.00         | $160113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $382939087.00      | $234804625.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $21838933.00       | $13656545.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $326020579.00      | $203867058.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $336293802.00      | $210090588.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $147311705.00      | $93917184.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $129832796.00      | $82659755.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $11159732.00       | $7447764.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.0000%  | 0.0000% | $500960187.00      | $316037504.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $1055365.00        | $677257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $13489170.00       | $8804440.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $185641857.00      | $118685498.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $21113473.00       | $13524186.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $59195691.00       | $38867037.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.0000%  | 0.0000% | $3011268.00        | $1892675.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.5000%  | 0.0000% | $21894970.00       | $14602730.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $61609480.00       | $39236065.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.5000%  | 0.0000% | $1941047.00        | $1311513.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.5000%  | 0.0000% | $7881195.00        | $5209205.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $4211012.00        | $2982440.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 2.5000%  | 0.0000% | $116021.00         | $81880.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.5000%  | 0.0000% | $9452983.00        | $6440063.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.0000%  | 0.0000% | $3944353.00        | $2651421.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 2.0000%  | 0.0000% | $625422.00         | $310449.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.0000%  | 0.0000% | $2916697.00        | $2220275.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $3967584.00        | $3592280.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $26500000.00       | $20033847.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1229345.00        | $912121.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1069957.00        | $742496.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $10346418.00       | $6537415.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1858775.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $180375.00         | $58479.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $5280562.00        | $4267553.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-15      | 3.5000%  | 0.0000% | $286021.00         | $242256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $381002.00         | $213524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3342771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $1496.00           | $1146.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $1533337.00        | $1302142.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1182211.00        | $710397.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1871097.00        | $1616364.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $14703068.00       | $11268371.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 3.5000%  | 0.0000% | $575933.00         | $500881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1006845.00        | $732242.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1549579.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.0000%  | 0.0000% | $1202545.00        | $917381.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $523772.00         | $467488.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1806448.00        | $1537329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1347247.00        | $1046788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $7900015.00        | $6400126.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $1968945.00        | $1303751.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $2311251.00        | $1276666.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $1587097.00        | $1031341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2974017.00        | $2170056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1556720.00        | $1000429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2998758.00        | $1642414.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $6840078.00        | $4125234.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1759349.00        | $1357885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2586397.00        | $1358212.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.5000%  | 0.0000% | $1797995.00        | $1653524.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $821793.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $277226.00         | $73032.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $220637.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $2412403.00        | $1936256.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $2381927.00        | $2139281.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $150000.00         | $126939.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7985760.00        | $5419106.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $1759859.00        | $1142776.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $2858760.00        | $2311639.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 2.5000%  | 0.0000% | $874940.00         | $685955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 3.5000%  | 0.0000% | $5034240.00        | $4557273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $100000.00         | $57964.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $400000.00         | $237006.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $163630.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1100000.00        | $673608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $300000.00         | $173946.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $300000.00         | $182201.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $688339.00         | $448860.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $33340221.00       | $22997875.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $200000.00         | $120988.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $200000.00         | $124852.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1700000.00        | $1066526.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $300000.00         | $183719.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1100000.00        | $723257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $15123254.00       | $9875339.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $63654.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $75733.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $300000.00         | $191783.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $17901227.00       | $13336000.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16387315.00       | $11778174.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $3295355.00        | $2052352.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $4100000.00        | $2265598.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $134424.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $500000.00         | $313916.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $8321632.00        | $6694674.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $6213884.00        | $4200980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $450000.00         | $325658.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $140464.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $46241262.00       | $35223508.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $9535782.00        | $7525291.00        | Agency Mortgage-Backed Securities |

### Security 231: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057FE2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR057FE27791563CR
- **C.18 - Value (incl. sponsor support):** $633999049.00
- **C.18.a - Value (excl. sponsor support):** $633999049.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100941000.00      | $95099925.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $2199000.00        | $2251172.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $93701800.00       | $95099989.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $91131300.00       | $95099998.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $94755500.00       | $95099954.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $94458900.00       | $95099926.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $93868900.00       | $95099968.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $72677300.00       | $73829149.00       | U.S. Treasuries (including strips) |

### Security 232: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057FE3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR057FE37791566CR
- **C.18 - Value (incl. sponsor support):** $1470998823.20
- **C.18.a - Value (excl. sponsor support):** $1470998823.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $23485300.00       | $20029229.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $76978900.00       | $60792352.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $424255300.00      | $220649966.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $400939500.00      | $220649963.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $265720300.00      | $220649995.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $248255700.00      | $220649960.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $195253300.00      | $158088899.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $246109600.00      | $220649977.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $84088800.00       | $79544843.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $8078500.00        | $8103350.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $29422000.00       | $26736663.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $44659700.00       | $43874896.00       | U.S. Treasuries (including strips) |

### Security 233: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.300000%
- **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: TPR0584C4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0584C4779156ACG
- **C.18 - Value (incl. sponsor support):** $419958378.00
- **C.18.a - Value (excl. sponsor support):** $419958378.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $629950089.00      | $413315927.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $12408227.00       | $12904047.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $44103.00          | $41907.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $2159045.00        | $2137280.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |

### Security 234: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.250002%
- **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: TPR05858D, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05858D7791563BN
- **C.18 - Value (incl. sponsor support):** $1674997487.50
- **C.18.a - Value (excl. sponsor support):** $1674997487.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $17867.00          | $652.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 6.0000%  | 0.0000% | $6099.00           | $265.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%  | 0.0000% | $1006.00           | $14.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-01-01      | 3.5000%  | 0.0000% | $1260.00           | $102.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.0000%  | 0.0000% | $2212.00           | $111.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-01      | 3.5000%  | 0.0000% | $344918.00         | $27976.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 5.0000%  | 0.0000% | $1948.00           | $47.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 5.0000%  | 0.0000% | $1733.00           | $48.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 5.0000%  | 0.0000% | $4192.00           | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-02-01      | 6.5000%  | 0.0000% | $36079.00          | $726.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-02-01      | 7.0000%  | 0.0000% | $1999091.00        | $18900.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.5000%  | 0.0000% | $1334723.00        | $26065.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.5000%  | 0.0000% | $3646847.00        | $34490.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-09-01      | 6.5000%  | 0.0000% | $27725.00          | $534.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-03-01      | 6.0000%  | 0.0000% | $1768461.00        | $28461.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 4.5000%  | 0.0000% | $2710.00           | $99.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-09-01      | 6.5000%  | 0.0000% | $1939.00           | $62.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-11-01      | 5.0000%  | 0.0000% | $3629054.00        | $182104.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-12-01      | 4.5000%  | 0.0000% | $5089.00           | $206.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 4.5000%  | 0.0000% | $19802055.00       | $1616679.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-08-01      | 6.5000%  | 0.0000% | $1553.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-01      | 3.0000%  | 0.0000% | $870000.00         | $6888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-01      | 2.5000%  | 0.0000% | $600000.00         | $18361.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-01      | 2.5000%  | 0.0000% | $266000.00         | $11032.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 3.0000%  | 0.0000% | $660000.00         | $77281.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-04-01      | 4.5000%  | 0.0000% | $2018.00           | $186.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 3.5000%  | 0.0000% | $92007.00          | $6532.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-06-01      | 3.5000%  | 0.0000% | $900000.00         | $76320.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.0000%  | 0.0000% | $4688944.00        | $839972.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $2000.00           | $226.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $5165.00           | $917.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $119000.00         | $36106.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-12-01      | 3.0000%  | 0.0000% | $7650.00           | $983.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 3.0000%  | 0.0000% | $11222420.00       | $1533957.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.5000%  | 0.0000% | $395902.00         | $45010.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-06-01      | 3.5000%  | 0.0000% | $2000.00           | $331.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 3.5000%  | 0.0000% | $71426.00          | $13700.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-08-01      | 3.0000%  | 0.0000% | $4120.00           | $906.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.5000%  | 0.0000% | $5502064.00        | $572464.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.5000%  | 0.0000% | $9349.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%  | 0.0000% | $1708.00           | $453.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.0000%  | 0.0000% | $1007.00           | $340.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 4.5000%  | 0.0000% | $2239193.00        | $456958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-12-01      | 3.5000%  | 0.0000% | $695000.00         | $83556.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.0000%  | 0.0000% | $1045000.00        | $117816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-05-01      | 5.0000%  | 0.0000% | $4220.00           | $817.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.0000%  | 0.0000% | $25000000.00       | $2681843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 5.5000%  | 0.0000% | $567499.00         | $41949.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $168.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 5.0000%  | 0.0000% | $11830.00          | $112.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 7.0000%  | 0.0000% | $12672952.00       | $5097.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 7.0000%  | 0.0000% | $3070.00           | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-01-01      | 5.5000%  | 0.0000% | $5269431.00        | $37084.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 6.5000%  | 0.0000% | $732898.00         | $22625.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-03-01      | 7.0000%  | 0.0000% | $998999.00         | $42582.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $595539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 3.5000%  | 0.0000% | $1005.00           | $109.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 2.5000%  | 0.0000% | $2238000.00        | $558277.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 2.5000%  | 0.0000% | $2077.00           | $523.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 2.5000%  | 0.0000% | $159000.00         | $40064.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 2.5000%  | 0.0000% | $103000.00         | $28795.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $1005.00           | $119.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 4.0000%  | 0.0000% | $2925592.00        | $514970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 2.5000%  | 0.0000% | $775910.00         | $69442.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 4.0000%  | 0.0000% | $3359929.00        | $347943.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 7.0000%  | 0.0000% | $200000.00         | $16404.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $17194873.00       | $3368573.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $1230000.00        | $93035.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 4.5000%  | 0.0000% | $5377.00           | $1470.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 4.0000%  | 0.0000% | $3000.00           | $293.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $3317133.00        | $2995944.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 1.5000%  | 0.0000% | $2274499.00        | $1510664.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 2.5000%  | 0.0000% | $990770.00         | $598723.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $18784.00          | $10241.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $1209377.00        | $821926.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $1251990.00        | $790418.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.5000%  | 0.0000% | $364000.00         | $104395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.5000%  | 0.0000% | $1998000.00        | $955287.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 4.0000%  | 0.0000% | $107712.00         | $48157.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.5000%  | 0.0000% | $375000.00         | $210055.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%  | 0.0000% | $30312.00          | $12825.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1999000.00        | $1250400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $9416.00           | $7403.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%  | 0.0000% | $676590.00         | $555368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $69279.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $445000.00         | $332964.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $644.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $55800.00          | $40315.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $43002.00          | $30219.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $600000.00         | $411534.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $99312.00          | $71995.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.0000%  | 0.0000% | $14911367.00       | $11921468.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $5764862.00        | $4249187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $7000.00           | $5313.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $19571000.00       | $15907591.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $74000.00          | $56832.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $8000.00           | $5678.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $728943.00         | $556919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $770500.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $299000.00         | $241225.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 5.0000%  | 0.0000% | $3197000.00        | $2336029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.5000%  | 0.0000% | $10000.00          | $7879.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $838000.00         | $661547.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $578570.00         | $427031.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $600000.00         | $470620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $925618.00         | $766334.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $1007.00           | $835.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1320.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $5798.00           | $4702.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $4003.00           | $3596.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.0000%  | 0.0000% | $24375899.00       | $21743914.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $12447.00          | $10419.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.0000%  | 0.0000% | $15000.00          | $13403.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $8225000.00        | $7187499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $11356570.00       | $10351402.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $9161492.00        | $7740004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $7882736.00        | $7412437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 2.0000%  | 0.0000% | $204000.00         | $150587.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $3611658.00        | $3322198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $26560235.00       | $23662575.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $53000.00          | $48272.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $56003.00          | $5101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.0000%  | 0.0000% | $143217.00         | $14797.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $74187.00          | $11051.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.5000%  | 0.0000% | $685000.00         | $100818.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 2.5000%  | 0.0000% | $2068.00           | $460.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $4000.00           | $808.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $249.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 2.0000%  | 0.0000% | $85000.00          | $35676.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $237658.00         | $183356.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $34026041.00       | $27593813.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $2590864.00        | $2029737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $16000.00          | $8707.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $1432187.00        | $808893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $25000.00          | $14446.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $150000.00         | $82310.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.5000%  | 0.0000% | $30000.00          | $17383.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $80010.00          | $47618.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.5000%  | 0.0000% | $38000.00          | $19748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $7026.00           | $5201.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $29000.00          | $21414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $105000.00         | $69696.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.5000%  | 0.0000% | $15000.00          | $10149.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $388001.00         | $270723.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $323000.00         | $234378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%  | 0.0000% | $31000.00          | $23923.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $1511206.00        | $1193528.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $35000.00          | $26657.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $31000.00          | $23741.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.5000%  | 0.0000% | $728057.00         | $540212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $769588.00         | $631435.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $400009.00         | $328201.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $5572.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $3444503.00        | $2693337.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.0000%  | 0.0000% | $10000.00          | $8028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $651573.00         | $533168.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $1129465.00        | $948065.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 3.5000%  | 0.0000% | $8000.00           | $6219.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%  | 0.0000% | $156000.00         | $122123.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1722.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.0000%  | 0.0000% | $358003.00         | $306925.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5464.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%  | 0.0000% | $452646.00         | $361710.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $518627.00         | $454413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $940000.00         | $830564.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5611.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1810.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.0000%  | 0.0000% | $309654.00         | $280117.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $28395.00          | $26802.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $2064.00           | $1988.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $3567574.00        | $2863861.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $27517.00          | $19823.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1728.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3945.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 4.5000%  | 0.0000% | $12029.00          | $541.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.5000%  | 0.0000% | $3970.00           | $798.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 4.5000%  | 0.0000% | $1214.00           | $292.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.5000%  | 0.0000% | $6696.00           | $2173.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $414.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 7.0000%  | 0.0000% | $2000.00           | $261.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 5.0000%  | 0.0000% | $1707813.00        | $877339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $99000.00          | $26835.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $1007001.00        | $588720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%  | 0.0000% | $1340.00           | $838.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%  | 0.0000% | $997999.00         | $623066.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1415564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $3605.00           | $2381.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $1700000.00        | $1073544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $3011.00           | $1569.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $810064.00         | $584947.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $104745.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $702905.00         | $618336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $415.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $392835.00         | $241879.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 6.0000%  | 0.0000% | $1209836.00        | $1213231.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $746938.00         | $697296.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.5000%  | 0.0000% | $2588724.00        | $2103051.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $4698877.00        | $3609715.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.5000%  | 0.0000% | $8328872.00        | $7144788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $2031609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $5551.00           | $4672.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $19894.00          | $15255.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $4022279.00        | $3434077.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%  | 0.0000% | $1129947.00        | $1135011.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $5307598.00        | $4294201.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 7.0000%  | 0.0000% | $1264347.00        | $190813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $9541260.00        | $8071920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 7.0000%  | 0.0000% | $1014.00           | $1083.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.0000%  | 0.0000% | $1017427.00        | $859238.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $726.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.0000%  | 0.0000% | $1065330.00        | $1069858.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 7.0000%  | 0.0000% | $1189400.00        | $1278058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 7.0000%  | 0.0000% | $1270533.00        | $1364353.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%  | 0.0000% | $1466900.00        | $1494453.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $3456.00           | $2361.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1412431.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 7.0000%  | 0.0000% | $1595582.00        | $1435399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $400340.00         | $355846.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $3944336.00        | $3386167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $600000.00         | $531532.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 7.0000%  | 0.0000% | $1162487.00        | $929816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $1408560.00        | $1323670.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $2002.00           | $1731.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $883828.00         | $594372.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1615208.00        | $1723780.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $9284191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.0000%  | 0.0000% | $35013.00          | $34409.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $768899.00         | $656700.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $30000.00          | $29088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $2007.00           | $2040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $243167.00         | $244494.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $4673728.00        | $4392035.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1688237.00        | $1608042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $14046431.00       | $13505544.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $3009902.00        | $2768810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $785193.00         | $802289.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $4000.00           | $3025.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $72000.00          | $57387.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.5000%  | 0.0000% | $531000.00         | $258456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $21000.00          | $9060.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 3.0000%  | 0.0000% | $441406.00         | $213062.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $1207490.00        | $598256.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $1632998.00        | $867508.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $199921.00         | $103057.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $999000.00         | $525610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%  | 0.0000% | $4738337.00        | $2623483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $216573.00         | $132243.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $43702.00          | $27112.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $370494.00         | $223512.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $22000.00          | $13681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $755456.00         | $469774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.0000%  | 0.0000% | $490268.00         | $299842.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $2607.00           | $1609.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $2556400.00        | $2021277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $4578724.00        | $3597113.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $1363.00           | $915.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $1054.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $13688407.00       | $10284207.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $4980464.00        | $3702209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $263082.00         | $191215.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $6212069.00        | $5214442.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $168001.00         | $128424.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.0000%  | 0.0000% | $2500000.00        | $2057974.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $2778455.00        | $1832437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $5281924.00        | $4272691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.5000%  | 0.0000% | $11107183.00       | $6758304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1555374.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $264181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $68439.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $19671.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $335370.00         | $306418.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $146017.00         | $111252.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $1382013.00        | $1316841.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $2063249.00        | $1807411.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $294952.00         | $303900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $1000.00           | $693.00            | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-07-01      | 6.5000%  | 0.0000% | $46092.00          | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 6.5000%  | 0.0000% | $13946.00          | $136.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 7.0000%  | 0.0000% | $1487.00           | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 6.5000%  | 0.0000% | $1773.00           | $73.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-02-01      | 6.0000%  | 0.0000% | $1069.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 6.5000%  | 0.0000% | $54782728.00       | $81687.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 5.0000%  | 0.0000% | $4114726.00        | $334526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 4.5000%  | 0.0000% | $430000.00         | $41794.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 5.5000%  | 0.0000% | $3793853.00        | $166335.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-08-01      | 4.5000%  | 0.0000% | $3937823.00        | $309841.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-08-01      | 4.5000%  | 0.0000% | $1010.00           | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-08-01      | 4.5000%  | 0.0000% | $1002.00           | $64.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-09-01      | 4.0000%  | 0.0000% | $3100.00           | $321.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 4.5000%  | 0.0000% | $14304462.00       | $399262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 5.0000%  | 0.0000% | $2065399.00        | $244583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-01      | 3.0000%  | 0.0000% | $175000.00         | $2796.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%  | 0.0000% | $91250208.00       | $10275317.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.5000%  | 0.0000% | $702297.00         | $59469.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 6.0000%  | 0.0000% | $78562.00          | $4688.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $64825613.00       | $4285511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-06-01      | 4.0000%  | 0.0000% | $2766714.00        | $355842.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 5.5000%  | 0.0000% | $65000.00          | $6758.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 3.5000%  | 0.0000% | $57129000.00       | $9280027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $108130.00         | $29639.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 4.5000%  | 0.0000% | $561283.00         | $61775.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5950%  | 0.0000% | $88238.00          | $66065.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $740477.00         | $63756.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%  | 0.0000% | $1401873.00        | $220309.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $499001.00         | $78512.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-10-01      | 3.0000%  | 0.0000% | $42000.00          | $2000.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $18430728.00       | $2464300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-11-01      | 4.5000%  | 0.0000% | $2909986.00        | $139177.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 4.5000%  | 0.0000% | $795634.00         | $65095.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 4.5000%  | 0.0000% | $1001.00           | $146.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-05-01      | 4.0000%  | 0.0000% | $1932700.00        | $355869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $159.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $2539.00           | $581.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 2.5000%  | 0.0000% | $1265000.00        | $215198.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $228.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $154996000.00      | $26250994.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $1009.00           | $318.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.0000%  | 0.0000% | $3835940.00        | $1180663.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $1002.00           | $89.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $169000.00         | $39476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $326000.00         | $47977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $235000.00         | $31175.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 4.0000%  | 0.0000% | $444117.00         | $72088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $153000.00         | $21498.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-01      | 3.0000%  | 0.0000% | $94000.00          | $4422.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-10-01      | 4.0000%  | 0.0000% | $60000.00          | $6079.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-01      | 3.0000%  | 0.0000% | $41000.00          | $2943.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $5876733.00        | $501268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $1120459.00        | $231490.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $1303192.00        | $211963.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $3041.00           | $189.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $50944.00          | $11640.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $3025.00           | $225.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%  | 0.0000% | $3370860.00        | $683965.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.5000%  | 0.0000% | $1178620.00        | $227904.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 3.0000%  | 0.0000% | $2081.00           | $120.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%  | 0.0000% | $120000.00         | $22804.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 5.5000%  | 0.0000% | $6107.00           | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-12-01      | 6.5000%  | 0.0000% | $10965.00          | $54.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 6.5000%  | 0.0000% | $4431.00           | $51.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-04-01      | 6.0000%  | 0.0000% | $5000000.00        | $46326.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-09-01      | 6.5000%  | 0.0000% | $625476.00         | $6886.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 5.5000%  | 0.0000% | $1053.00           | $32.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 5.5000%  | 0.0000% | $2773.00           | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $53668.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-04-01      | 6.5000%  | 0.0000% | $1159.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 6.0000%  | 0.0000% | $3793.00           | $42.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 6.0000%  | 0.0000% | $1018.00           | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 6.5000%  | 0.0000% | $987125.00         | $16600.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 5.5000%  | 0.0000% | $100010038.00      | $821850.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 7.0000%  | 0.0000% | $1096017.00        | $1142213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $2004947.00        | $2067003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 8.0000%  | 0.0000% | $1143820.00        | $1195205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 8.0000%  | 0.0000% | $1027754.00        | $1074743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 5.5000%  | 0.0000% | $1629658.00        | $1614831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $241626.00         | $228749.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $15107.00          | $15081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $1158898.00        | $1043982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.5000%  | 0.0000% | $1033047.00        | $1104050.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1298948.00        | $1365197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $379987.00         | $399291.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $146283.00         | $149533.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $1303284.00        | $1129887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $83574.00          | $77219.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $2499000.00        | $2285884.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $3717.00           | $3587.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $11483.00          | $10029.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $4032851.00        | $3412204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $3375608.00        | $2947984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $1595.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $1188069.00        | $1192483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $25096.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $6699654.00        | $5857082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $948849.00         | $971537.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $1005.00           | $1074.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1863.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.5000%  | 0.0000% | $1237000.00        | $1296076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $65062.00          | $65272.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $240083.00         | $224385.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $5813051.00        | $5800719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1070599.00        | $1023802.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $4951276.00        | $4802742.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1112211.00        | $1155281.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $8441684.00        | $6383855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $160532.00         | $144427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $7396000.00        | $7032508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1836862.00        | $1816334.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $757193.00         | $703035.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $28000.00          | $28088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $1184914.00        | $1211087.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1527810.00        | $1585118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $1262539.00        | $851203.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1553540.00        | $1587327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1566450.00        | $1500910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1946470.00        | $1867595.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $365763.00         | $377674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $2519961.00        | $2285326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1011753.00        | $1046508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $3184961.00        | $2665292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1277400.00        | $1337244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1066271.00        | $1073397.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1901061.00        | $1914130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1592432.00        | $1375155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1696378.00        | $1743318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.5000%  | 0.0000% | $610126.00         | $636693.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $606443.00         | $611933.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $5331761.00        | $5392030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $3006403.00        | $3126303.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1221296.00        | $1184178.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $10281453.00       | $10554237.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $309539.00         | $319929.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $300041.00         | $313357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $1423267.00        | $1443478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1085704.00        | $1115292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $30452.00          | $31854.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $13600.00          | $13993.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1768572.00        | $1844267.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $3866958.00        | $3907934.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $4691279.00        | $4817327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 3.0000%  | 0.0000% | $33236.00          | $2122.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 4.5000%  | 0.0000% | $11451.00          | $692.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 4.5000%  | 0.0000% | $75040.00          | $10879.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 2.5000%  | 0.0000% | $229000.00         | $38136.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $149000.00         | $26398.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $160002.00         | $37235.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $224000.00         | $29830.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 5.0000%  | 0.0000% | $1088888.00        | $258990.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 5.0000%  | 0.0000% | $4265360.00        | $557499.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 4.0000%  | 0.0000% | $300000.00         | $57530.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.5000%  | 0.0000% | $1019.00           | $197.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%  | 0.0000% | $747000.00         | $146459.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.0000%  | 0.0000% | $3617.00           | $765.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.0000%  | 0.0000% | $507000.00         | $158101.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 4.0000%  | 0.0000% | $14489207.00       | $3351818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-01-01      | 3.5000%  | 0.0000% | $4880000.00        | $1200815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $4891414.00        | $658330.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 5.5000%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 4.0000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $88254.00          | $17389.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 5.0000%  | 0.0000% | $1670.00           | $357.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 3.5000%  | 0.0000% | $6502495.00        | $926102.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 3.5000%  | 0.0000% | $16000.00          | $5972.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 5.0000%  | 0.0000% | $1001.00           | $87.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 3.5000%  | 0.0000% | $829488.00         | $301272.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $2009.00           | $416.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 5.0000%  | 0.0000% | $4757085.00        | $1205534.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $344000.00         | $93947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $188000.00         | $54657.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $95688980.00       | $17618075.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 5.0000%  | 0.0000% | $3562776.00        | $1758748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $548.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $1526000.00        | $569363.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $907999.00         | $474291.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $909000.00         | $412739.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $448.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $308.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $99000.00          | $49591.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $278439.00         | $271145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $74882.00          | $61529.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $242870.00         | $155559.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $599000.00         | $362401.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $62958.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $1490622.00        | $1223491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $124067.00         | $118794.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $2605237.00        | $2718526.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $3449587.00        | $2913727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $4708728.00        | $4374989.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $2017844.00        | $2061251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $2107484.00        | $1895909.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $14000.00          | $10036.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $44691776.00       | $31069545.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%  | 0.0000% | $17000.00          | $11036.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $205923.00         | $208157.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $2585000.00        | $1606992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 6.0000%  | 0.0000% | $927220.00         | $729336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $576817.00         | $481970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $168056.00         | $139393.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $2962018.00        | $2097479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $535000.00         | $412393.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1527.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 7.0000%  | 0.0000% | $1446650.00        | $1544123.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1274000.00        | $1014832.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $483543.00         | $366126.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $2819417.00        | $1686911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $174767.00         | $126624.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $904861.00         | $689217.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $1017696.00        | $983858.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.5000%  | 0.0000% | $1038250.00        | $1067126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $1001.00           | $832.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $19487.00          | $13812.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $247023.00         | $160512.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $874353.00         | $641674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 7.0000%  | 0.0000% | $1671.00           | $1803.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $12000.00          | $9310.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $1328517.00        | $1218393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1266393.00        | $1239607.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 7.5000%  | 0.0000% | $1221360.00        | $1089470.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $163263.00         | $170553.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $43930.00          | $33827.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 7.0000%  | 0.0000% | $979384.00         | $1055682.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.5000%  | 0.0000% | $247574.00         | $179275.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $6362944.00        | $5425007.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.5000%  | 0.0000% | $1059492.00        | $1122871.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.5000%  | 0.0000% | $1219344.00        | $1234310.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $2023350.00        | $2066460.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $909558.00         | $719549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $2937315.00        | $2838097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $5795378.00        | $4395213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 7.0000%  | 0.0000% | $1341426.00        | $1398960.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.0000%  | 0.0000% | $4500000.00        | $1277543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%  | 0.0000% | $7000000.00        | $1446978.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%  | 0.0000% | $28570048.00       | $7624755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 5.0000%  | 0.0000% | $2985000.00        | $341237.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $52500117.00       | $9532916.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $810063.00         | $166782.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 5.0000%  | 0.0000% | $133570.00         | $19131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $1587988.00        | $115598.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $86316019.00       | $16112305.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-10-01      | 3.5000%  | 0.0000% | $2001.00           | $694.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 3.5000%  | 0.0000% | $12000.00          | $1197.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $2134.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $8268904.00        | $3292711.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $20000.00          | $9660.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $401624.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $7091324.00        | $3504049.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.0000%  | 0.0000% | $1999000.00        | $714504.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $1001.00           | $404.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 2.0000%  | 0.0000% | $3658000.00        | $1952816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $1525000.00        | $708028.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 3.0000%  | 0.0000% | $11464666.00       | $6140401.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $1735.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.0000%  | 0.0000% | $9001.00           | $4914.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $498000.00         | $295632.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1178384.00        | $723242.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $214868.00         | $142005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $69000.00          | $45863.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $13000.00          | $8984.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.5000%  | 0.0000% | $1230000.00        | $839894.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $797000.00         | $565920.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $490001.00         | $324255.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $3045676.00        | $2258414.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $166769.00         | $116645.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $9000.00           | $6553.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $36999.00          | $27624.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1468.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $85097.00          | $62704.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1513.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $66706.00          | $58673.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 6.0000%  | 0.0000% | $3317157.00        | $2344621.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $99860.00          | $82922.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.5000%  | 0.0000% | $13609272.00       | $10549438.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $2171207.00        | $1688675.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $54061902.00       | $45790721.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%  | 0.0000% | $11000.00          | $8997.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $218014.00         | $162721.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $2006.00           | $1710.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $14611.00          | $11368.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $43647554.00       | $35206358.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $6883992.00        | $5708453.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $8917062.00        | $7381767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $3700212.00        | $3031197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $9236598.00        | $6824895.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $4077789.00        | $4298522.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5821.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $27170.00          | $25480.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $25372980.00       | $21830995.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $80007.00          | $72882.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $17920220.00       | $15611639.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $6115.00           | $6057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2381102.00        | $2477415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $9839967.00        | $10278412.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 5.0000%  | 0.0000% | $1280311.00        | $243482.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 5.5000%  | 0.0000% | $15083379.00       | $3937786.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 3.0000%  | 0.0000% | $1405000.00        | $303278.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%  | 0.0000% | $195888106.00      | $45009111.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.5000%  | 0.0000% | $199000.00         | $26088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 5.0000%  | 0.0000% | $98000.00          | $18472.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $229765.00         | $86228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.0000%  | 0.0000% | $1012.00           | $338.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 3.5000%  | 0.0000% | $347000.00         | $105283.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $3179663.00        | $632961.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $4000.00           | $617.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 3.5000%  | 0.0000% | $100000.00         | $31205.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $4288.00           | $1252.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $764.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%  | 0.0000% | $84500000.00       | $15875288.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $1820.00           | $967.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 5.0000%  | 0.0000% | $4000.00           | $1567.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $507.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $66540.00          | $35606.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $2998000.00        | $1637469.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%  | 0.0000% | $695992.00         | $328708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 7.5000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.5000%  | 0.0000% | $2579.00           | $958.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.0000%  | 0.0000% | $30102.00          | $12487.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.5000%  | 0.0000% | $7273091.00        | $3186074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 3.0000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1807273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $736999.00         | $465051.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $3221845.00        | $2011822.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $9675985.00        | $5249296.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $2270852.00        | $1435469.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2732.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $18133.00          | $11572.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.0000%  | 0.0000% | $111974.00         | $61456.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 3.0000%  | 0.0000% | $91487.00          | $47134.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $2598000.00        | $1636445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $100000.00         | $60134.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $2192000.00        | $1300434.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $254417.00         | $164847.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.0000%  | 0.0000% | $20032.00          | $11866.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $30000.00          | $21397.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $26891.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $954105.00         | $612363.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $2899000.00        | $1797025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $2790834.00        | $1818383.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64956.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $128476.00         | $81446.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $400000.00         | $251751.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $950000.00         | $638129.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%  | 0.0000% | $282135.00         | $184875.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4247.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $154320.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1500000.00        | $1025932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $84529.00          | $62303.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $86910.00          | $61199.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $637822.00         | $477063.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $27177931.00       | $18497630.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $690000.00         | $509004.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $18106.00          | $14017.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $77000.00          | $55048.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $8600.00           | $6645.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $5791.00           | $4172.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $7335461.00        | $5279603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $35599.00          | $26747.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 2.5000%  | 0.0000% | $21001.00          | $15080.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $100000.00         | $74039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $900000.00         | $697876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $925556.00         | $796607.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $13290244.00       | $9509607.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $1775000.00        | $1203418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $14000.00          | $11389.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $300011.00         | $247840.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $136312.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 6.0000%  | 0.0000% | $47000.00          | $35302.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $839.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $41000.00          | $31249.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1773630.00        | $1256003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $27623.00          | $24356.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $45000.00          | $34899.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $589778.00         | $446257.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $2999.00           | $2474.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $525000.00         | $399879.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $258000.00         | $204017.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $15000.00          | $13130.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $2007.00           | $1469.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $900028.00         | $675421.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $16428942.00       | $13772782.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3899.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $3595.00           | $3373.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $22626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $11617740.00       | $9985597.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $165979.00         | $152925.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $389935.00         | $315898.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $13940117.00       | $12048149.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $1088.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $13249.00          | $10748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $1001.00           | $803.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $16711420.00       | $15306465.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%  | 0.0000% | $125308.00         | $100630.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $2846208.00        | $2813421.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 6.0000%  | 0.0000% | $2900.00           | $45.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 6.0000%  | 0.0000% | $6059803.00        | $37540.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-01      | 6.0000%  | 0.0000% | $2900.00           | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-02-01      | 4.5000%  | 0.0000% | $1079.00           | $80.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-10-01      | 6.0000%  | 0.0000% | $1009.00           | $42.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 6.0000%  | 0.0000% | $2576.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 6.0000%  | 0.0000% | $2348.00           | $9.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 7.0000%  | 0.0000% | $1000.00           | $21.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 6.5000%  | 0.0000% | $2530000.00        | $23279.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 6.0000%  | 0.0000% | $1018.00           | $27.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 5.5000%  | 0.0000% | $1009.00           | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 6.0000%  | 0.0000% | $2001.00           | $138.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 6.0000%  | 0.0000% | $1092.00           | $37.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-03-01      | 4.5000%  | 0.0000% | $1150000.00        | $10816.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-07-01      | 6.0000%  | 0.0000% | $1004.00           | $73.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 6.0000%  | 0.0000% | $1010.00           | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 6.5000%  | 0.0000% | $1000000.00        | $87124.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 5.0000%  | 0.0000% | $421623.00         | $38881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $3002.00           | $237.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $1308.00           | $47.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 2.5000%  | 0.0000% | $6303000.00        | $1225700.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $869341.00         | $163625.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%  | 0.0000% | $8500000.00        | $1116951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $8154530.00        | $649310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 3.5000%  | 0.0000% | $10000.00          | $953.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.0000%  | 0.0000% | $206465567.00      | $15519167.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 1.5000%  | 0.0000% | $46078.00          | $28047.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $15019.00          | $9179.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $96993.00          | $56636.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 1.5000%  | 0.0000% | $1230948.00        | $757661.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $207943.00         | $127907.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $6000.00           | $521.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $15024469.00       | $1304464.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 2.5000%  | 0.0000% | $6000.00           | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.5000%  | 0.0000% | $165000.00         | $20013.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $8000.00           | $1352.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $555.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $9000.00           | $1639.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $3000.00           | $583.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $142000.00         | $37792.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $338888.00         | $137461.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.0000%  | 0.0000% | $4000.00           | $1605.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $546.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $98000.00          | $33904.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $3669258.00        | $1724212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.5000%  | 0.0000% | $375000.00         | $181979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $66000.00          | $33179.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.0000%  | 0.0000% | $10830.00          | $9795.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 4.0000%  | 0.0000% | $2000.00           | $877.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1299.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $15249248.00       | $11380722.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $255264.00         | $187454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $48904.00          | $37259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.0000%  | 0.0000% | $60000.00          | $41178.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $120352.00         | $93006.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $417626.00         | $321438.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.0000%  | 0.0000% | $6000.00           | $4449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1546.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $560196.00         | $423756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $202803.00         | $155027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $21000.00          | $16833.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $1440811.00        | $1177809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $2111915.00        | $1633043.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $5185.00           | $3071.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2476.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $1114000.00        | $919378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $36000.00          | $28543.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3161.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1853449.00        | $1538103.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1644.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $557559.00         | $479019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $23025.00          | $20336.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%  | 0.0000% | $623980.00         | $527907.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 6.0000%  | 0.0000% | $1032.00           | $593.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $14876639.00       | $12953722.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.0000%  | 0.0000% | $10001.00          | $9105.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $1524.00           | $1411.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $2102092.00        | $1836285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4786.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $127833.00         | $116204.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $75976725.00       | $72863340.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1798.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $10494543.00       | $10830057.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 4.0000%  | 0.0000% | $1903133.00        | $1867131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-05-01      | 7.0000%  | 0.0000% | $1008.00           | $84.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 3.5000%  | 0.0000% | $1057790.00        | $64887.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $12595741.00       | $582919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.0000%  | 0.0000% | $1217.00           | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.5000%  | 0.0000% | $4311801.00        | $533845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $10010.00          | $9632.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $97452.00          | $94912.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1116492.00        | $1159378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $1635476.00        | $1562557.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1149920.00        | $1193331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1732682.00        | $1337149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $35071.00          | $35720.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $3937222.00        | $4100302.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $518423.00         | $496985.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $5588915.00        | $5714690.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $92702.00          | $89709.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1518628.00        | $1282754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $7757996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1768918.00        | $1808369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $1524278.00        | $1534352.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1227407.00        | $1255345.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1376995.00        | $1314351.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $1164980.00        | $1149574.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $195703.00         | $184337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1204446.00        | $1161092.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $15486757.00       | $15006857.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1063976.00        | $987850.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $4572788.00        | $4650735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $229886.00         | $238420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $4307916.00        | $4332227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $5584433.00        | $5755642.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $16081.00          | $16993.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $16572.00          | $16685.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1115194.00        | $1136815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $643184.00         | $635994.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $480549.00         | $396826.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $16992500.00       | $16769527.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $1968443.00        | $2015443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $1216527.00        | $1205205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $5980.00           | $4903.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $73451.00          | $74188.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $7000.00           | $7203.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $484452.00         | $487335.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $742296.00         | $759795.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $2049400.00        | $2070800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $118051.00         | $120497.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $4502.00           | $4513.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $961.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $6228629.00        | $6004405.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.0000%  | 0.0000% | $135000.00         | $133681.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $2286150.00        | $2360842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $41523.00          | $42305.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $73176.00          | $75816.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $162628.00         | $164434.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $929960.00         | $956155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $6303691.00        | $6477601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $170752.00         | $175609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $6436912.00        | $6649418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $941813.00         | $970020.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $294006.00         | $301824.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $311705.00         | $326051.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $155526.00         | $157682.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1218.00           | $1273.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $8148577.00        | $7432544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $2692676.00        | $2565726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 3.5000%  | 0.0000% | $14000.00          | $12247.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $30625067.00       | $30656415.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 4.0000%  | 0.0000% | $8000.00           | $7399.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $40858.00          | $40819.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $206575.00         | $171116.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $225000.00         | $216698.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $2394.00           | $2390.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $1886921.00        | $1794719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $4043272.00        | $3770068.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $256617.00         | $261069.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $17197816.00       | $17464437.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $27666053.00       | $27316720.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $1547228.00        | $1508176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.5000%  | 0.0000% | $118220.00         | $114202.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 4.0000%  | 0.0000% | $621696.00         | $576808.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 3.5000%  | 0.0000% | $11000.00          | $9874.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $1443.00           | $1427.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 7.0000%  | 0.0000% | $524985.00         | $548290.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $5997312.00        | $6058321.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $2152780.00        | $2275240.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 4.0000%  | 0.0000% | $3539421.00        | $3439535.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-15      | 4.7500%  | 0.0000% | $3792.00           | $107.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 4.0000%  | 0.0000% | $831000.00         | $96610.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-20      | 5.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-01-15      | 3.5000%  | 0.0000% | $296000.00         | $24933.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 6.0000%  | 0.0000% | $258971.00         | $13395.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.0000%  | 0.0000% | $773000.00         | $84141.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-20      | 5.0000%  | 0.0000% | $1673369.00        | $98125.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-20      | 6.5000%  | 0.0000% | $97000.00          | $10632.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-04-20      | 6.0000%  | 0.0000% | $76000.00          | $6235.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-06-20      | 4.0000%  | 0.0000% | $169000.00         | $10333.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-07-20      | 6.0000%  | 0.0000% | $125000.00         | $6900.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-08-20      | 6.0000%  | 0.0000% | $20001.00          | $1348.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-04-20      | 3.0000%  | 0.0000% | $1573860.00        | $162293.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 2.5000%  | 0.0000% | $1025088.00        | $166193.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 3.0000%  | 0.0000% | $343000.00         | $37811.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $91000.00          | $8909.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 5.5000%  | 0.0000% | $76001.00          | $4957.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-09-20      | 4.0000%  | 0.0000% | $3585684.00        | $257398.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 5.0000%  | 0.0000% | $736008.00         | $59677.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-20      | 6.0000%  | 0.0000% | $72000.00          | $6880.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.5000%  | 0.0000% | $200002.00         | $20865.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 6.0000%  | 0.0000% | $912733.00         | $114186.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.5000%  | 0.0000% | $125000.00         | $8478.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 3.0000%  | 0.0000% | $4309.00           | $532.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 4.0000%  | 0.0000% | $8288.00           | $826.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.0000%  | 0.0000% | $23000.00          | $3148.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-20      | 6.5000%  | 0.0000% | $140000.00         | $13730.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-20      | 6.5000%  | 0.0000% | $102997.00         | $16782.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-20      | 6.5000%  | 0.0000% | $1006.00           | $121.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-02-20      | 3.0000%  | 0.0000% | $1039.00           | $160.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 4.5000%  | 0.0000% | $98000.00          | $7258.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 5.0000%  | 0.0000% | $160944.00         | $11435.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 4.0000%  | 0.0000% | $202000.00         | $19862.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-20      | 6.0000%  | 0.0000% | $47000.00          | $5656.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-20      | 5.0000%  | 0.0000% | $396111.00         | $37790.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-05-20      | 6.5000%  | 0.0000% | $45000.00          | $5540.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 3.5000%  | 0.0000% | $5141650.00        | $621066.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 6.0000%  | 0.0000% | $99000.00          | $22784.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-08-20      | 5.5000%  | 0.0000% | $19862.00          | $1762.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.0000%  | 0.0000% | $8321.00           | $770.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 5.0000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 6.0000%  | 0.0000% | $23000.00          | $3936.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-03-20      | 5.5000%  | 0.0000% | $354031.00         | $29070.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 6.0000%  | 0.0000% | $25000.00          | $3117.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 6.5000%  | 0.0000% | $28000.00          | $5105.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 5.5000%  | 0.0000% | $2899240.00        | $276322.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-08-20      | 5.5000%  | 0.0000% | $174684.00         | $22881.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 3.5000%  | 0.0000% | $4759850.00        | $619699.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 3.0000%  | 0.0000% | $752812.00         | $135002.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 6.0000%  | 0.0000% | $21000.00          | $3484.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 3.0000%  | 0.0000% | $537628.00         | $131373.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $881848.00         | $224221.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 5.5000%  | 0.0000% | $643000.00         | $176552.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 6.0000%  | 0.0000% | $97000.00          | $16409.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $12157.00          | $3321.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.5000%  | 0.0000% | $5001.00           | $1281.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 6.5000%  | 0.0000% | $31000.00          | $11525.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 6.0000%  | 0.0000% | $204000.00         | $34061.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $806106.00         | $253413.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 6.0000%  | 0.0000% | $30000.00          | $8054.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.5000%  | 0.0000% | $1501000.00        | $626638.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $161225.00         | $118005.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 2.5000%  | 0.0000% | $220271.00         | $142317.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.0000%  | 0.0000% | $126957.00         | $93009.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $4093018.00        | $2093684.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 6.0000%  | 0.0000% | $714000.00         | $310252.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $32406.00          | $18558.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 3.0000%  | 0.0000% | $539766.00         | $290659.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 4.0000%  | 0.0000% | $107167.00         | $50617.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 6.0000%  | 0.0000% | $983996.00         | $307931.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 3.0000%  | 0.0000% | $10000.00          | $5913.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $15401254.00       | $9495278.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-20      | 6.0000%  | 0.0000% | $110000.00         | $58116.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 5.0000%  | 0.0000% | $120718.00         | $62150.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 6.0000%  | 0.0000% | $250000.00         | $136105.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $508570.00         | $323788.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 5.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 4.5000%  | 0.0000% | $7008.00           | $5898.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 4.5000%  | 0.0000% | $5132.00           | $4319.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $80381.00          | $63977.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.0000%  | 0.0000% | $317326.00         | $270169.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.5000%  | 0.0000% | $2047.00           | $1632.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.5000%  | 0.0000% | $41112.00          | $32782.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.0000%  | 0.0000% | $4002.00           | $2654.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 5.0000%  | 0.0000% | $173000.00         | $126361.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 2.5000%  | 0.0000% | $1021766.00        | $650713.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.0000%  | 0.0000% | $995000.00         | $749020.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.0000%  | 0.0000% | $12949888.00       | $9831879.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.0000%  | 0.0000% | $2136095.00        | $1621777.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.0000%  | 0.0000% | $46943.00          | $35762.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $27048.00          | $20641.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $246995.00         | $188489.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 6.0000%  | 0.0000% | $31975.00          | $18479.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 5.5000%  | 0.0000% | $7813.00           | $5618.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 6.0000%  | 0.0000% | $39012.00          | $23742.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 4.5000%  | 0.0000% | $257999.00         | $202833.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.0000%  | 0.0000% | $14138374.00       | $11109337.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.5000%  | 0.0000% | $1024.00           | $738.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 4.5000%  | 0.0000% | $27950.00          | $22506.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 5.0000%  | 0.0000% | $688897.00         | $536170.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 6.0000%  | 0.0000% | $194000.00         | $115519.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.0000%  | 0.0000% | $920797.00         | $728139.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $41393424.00       | $30870806.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $10072885.00       | $5945246.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.0000%  | 0.0000% | $450000.00         | $367835.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.0000%  | 0.0000% | $13000.00          | $10790.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 7.0000%  | 0.0000% | $7000.00           | $3831.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.0000%  | 0.0000% | $25000.00          | $21068.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $464000.00         | $313210.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 4.5000%  | 0.0000% | $9311480.00        | $8099611.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 4.0000%  | 0.0000% | $131208.00         | $108505.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 4.5000%  | 0.0000% | $234763.00         | $206876.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 5.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.0000%  | 0.0000% | $28377.00          | $19261.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 4.5000%  | 0.0000% | $17588.00          | $16026.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 5.5000%  | 0.0000% | $149318.00         | $127489.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 6.0000%  | 0.0000% | $35999.00          | $23841.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 5.5000%  | 0.0000% | $2114.00           | $1775.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 5.0000%  | 0.0000% | $205898.00         | $182351.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 5.5000%  | 0.0000% | $261178.00         | $214432.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.0000%  | 0.0000% | $26318.00          | $17847.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 4.5000%  | 0.0000% | $5000.00           | $673.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 5.0000%  | 0.0000% | $40332.00          | $9064.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-15      | 5.0000%  | 0.0000% | $582498.00         | $26092.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 4.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-15      | 3.0000%  | 0.0000% | $458639.00         | $35931.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.0000%  | 0.0000% | $6048.00           | $1901.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.0000%  | 0.0000% | $1119644.00        | $335719.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 4.0000%  | 0.0000% | $1160882.00        | $159334.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 4.0000%  | 0.0000% | $1027284.00        | $218680.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 5.0000%  | 0.0000% | $310274.00         | $60147.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.0000%  | 0.0000% | $5540517.00        | $2668468.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 5.0000%  | 0.0000% | $1879.00           | $1180.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 5.0000%  | 0.0000% | $87292.00          | $77742.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 4.0000%  | 0.0000% | $4159.00           | $751.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $8318.00           | $3467.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 4.0000%  | 0.0000% | $295223.00         | $195701.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 4.0000%  | 0.0000% | $966058.00         | $763067.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 3.0000%  | 0.0000% | $482060.00         | $330381.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.0000%  | 0.0000% | $1175304.00        | $916092.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 4.5000%  | 0.0000% | $22000.00          | $20616.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.5000%  | 0.0000% | $2556661.00        | $2457864.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-15      | 2.5000%  | 0.0000% | $4021.00           | $612.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-01-15      | 3.5000%  | 0.0000% | $146000.00         | $21616.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 4.0000%  | 0.0000% | $470251.00         | $73500.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-15      | 4.0000%  | 0.0000% | $188908.00         | $24452.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-15      | 4.0000%  | 0.0000% | $5000.00           | $215.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $12375.00          | $13091.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 7.5000%  | 0.0000% | $2000.00           | $785.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $12475.00          | $11679.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $824449.00         | $752598.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $777293.00         | $698688.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $85399.00          | $83087.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.5000%  | 0.0000% | $3000.00           | $1718.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.0000%  | 0.0000% | $2463517.00        | $2340148.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1208517.00        | $1283569.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $257256.00         | $261482.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $702833.00         | $720049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $195158.00         | $200412.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1009.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6120.00           | $6314.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $7056.00           | $7280.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $8056.00           | $8331.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1039.00           | $1086.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1392.00           | $1448.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $6055.00           | $6478.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $3122193.00        | $3324275.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6049.00           | $6241.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $109679.00         | $110910.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $5000.00           | $5256.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2000.00           | $2085.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $8064.00           | $8320.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3223.00           | $3325.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $248233.00         | $242150.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $5300.00           | $5138.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.5000%  | 0.0000% | $132410.00         | $130558.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.0000%  | 0.0000% | $12514482.00       | $12206050.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $14667315.00       | $14527305.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 4.5000%  | 0.0000% | $22958.00          | $22012.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $170477163.00      | $174135531.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 3.5000%  | 0.0000% | $14062.00          | $12853.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $237330.00         | $235708.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1290984.00        | $1361919.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $162942.00         | $166722.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $1976468.00        | $2030342.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $5039.00           | $5213.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-08-15      | 5.5000%  | 0.0000% | $659097.00         | $16436.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-20      | 7.0000%  | 0.0000% | $1585433.00        | $213065.00         | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-08-15      | 0.0000%  | 0.0000% | $44.00             | $24.00             | U.S. Treasuries (including strips)  |

### Security 235: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05865C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05865C779156ICG
- **C.18 - Value (incl. sponsor support):** $684999178.00
- **C.18.a - Value (excl. sponsor support):** $684999178.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $500.00            | $486.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $2727200.00        | $2632071.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1028.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $50800.00          | $51613.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $132000800.00      | $134259068.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $556910600.00      | $561755662.00      | U.S. Treasuries (including strips) |

### Security 236: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.360000%
- **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: TPR05865D, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05865D779156NCG
- **C.18 - Value (incl. sponsor support):** $984998818.00
- **C.18.a - Value (excl. sponsor support):** $984998818.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.0000%  | 0.0000% | $4283393.00        | $2657874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.5000%  | 0.0000% | $768000.00         | $486844.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $12451315.00       | $9485503.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $45687387.00       | $35141858.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1140000.00        | $869965.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $2600000.00        | $1822288.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $330000.00         | $237302.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2568337.00        | $1620325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.0000%  | 0.0000% | $1025382.00        | $699375.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $167621561.00      | $128504943.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $47284057.00       | $37006811.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1666709.00        | $1282004.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.0000%  | 0.0000% | $1125335.00        | $643502.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.0000%  | 0.0000% | $98482338.00       | $68744797.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $145130536.00      | $112126187.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $10851789.00       | $8531443.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $62881000.00       | $49455786.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $194871241.00      | $143381534.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $378701.00         | $227069.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.5000%  | 0.0000% | $460000.00         | $203281.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $200001.00         | $79213.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.0000%  | 0.0000% | $1370986.00        | $910728.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.5000%  | 0.0000% | $398000.00         | $300919.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.0000%  | 0.0000% | $14322843.00       | $11385355.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.5000%  | 0.0000% | $4730000.00        | $3783284.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $65540208.00       | $47255754.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $1101275.00        | $649287.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $3473525.00        | $2696866.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $78499721.00       | $61096453.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $179127245.00      | $128829442.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.5000%  | 0.0000% | $1000000.00        | $444397.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.5000%  | 0.0000% | $5037321.00        | $3712848.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $20199148.00       | $13614475.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $1488567.00        | $1273222.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1950000.00        | $1497729.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $1998120.00        | $1588905.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1542473.00        | $1332609.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $271697.00         | $211532.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1068785.00        | $831868.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1509448.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1167322.00        | $786136.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $24893.00          | $24965.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $108000.00         | $70840.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 7.5000%  | 0.0000% | $1366764.00        | $1424069.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $107066823.00      | $109737355.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $4050000.00        | $2995786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $100000.00         | $78296.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1975000.00        | $1599842.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $2388150.00        | $1849185.00        | Agency Mortgage-Backed Securities |

### Security 237: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **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: TPR0589E0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E07791564CG
- **C.18 - Value (incl. sponsor support):** $207963454.40
- **C.18.a - Value (excl. sponsor support):** $207963454.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1911734.00        | $1933942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1696657.00        | $1683082.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2767566.00        | $2923747.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2937930.00        | $2972712.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2032368.00        | $2060601.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8582976.00        | $8827142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2037501.00        | $2020726.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1131596.00        | $1125036.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $20135500.00       | $20345771.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $4765900.00        | $4834361.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4754843.00        | $4918223.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $5196908.00        | $5148581.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1951206.00        | $1971703.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $4039455.00        | $4256966.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3495367.00        | $3590922.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | 0.0000% | $3939236.00        | $4168080.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $10765482.00       | $10913483.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4450870.00        | $4595936.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1321536.00        | $1310656.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $8617.00           | $9149.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1175008.00        | $1206313.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $3369466.00        | $3529133.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $14203435.00       | $14577250.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $34358739.00       | $33212325.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $24019102.00       | $23795698.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $470695.00         | $466583.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.0000%  | 0.0000% | $7335734.00        | $6876665.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $16822190.00       | $16343582.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $14545100.00       | $14117765.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.0000%  | 0.0000% | $7970299.00        | $8423685.00        | Agency Mortgage-Backed Securities |

### Security 238: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **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: TPR0589E4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E47791565CG
- **C.18 - Value (incl. sponsor support):** $207963454.40
- **C.18.a - Value (excl. sponsor support):** $207963454.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $36151052.00       | $37500703.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1341748.00        | $1385015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2493920.00        | $2564562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1164372.00        | $1197226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2769281.00        | $2882820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $1798673.00        | $1737568.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1229744.00        | $1295961.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4607611.00        | $4774230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $178651.00         | $180766.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1199492.00        | $1251566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2596810.00        | $2574425.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3508.00           | $3545.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1001085.00        | $997674.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1783897.00        | $1770865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1077082.00        | $1073795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2516826.00        | $2588117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2013368.00        | $1997569.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2310122.00        | $2392442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8973744.00        | $9219065.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1042183.00        | $1093599.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1033450.00        | $1086559.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1038200.00        | $1083621.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1058350.00        | $1111064.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1117390.00        | $1165680.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1034250.00        | $1087400.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1216542.00        | $1275713.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1063205.00        | $1109719.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1177095.00        | $1228591.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1450341.00        | $1514235.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $1116476.00        | $1079832.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $3629553.00        | $3703827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1207437.00        | $1239608.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1397337.00        | $1458696.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1425674.00        | $1418434.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1918021.00        | $1952384.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $15067088.00       | $15295155.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3669005.00        | $3790136.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.0000%  | 0.0000% | $18181598.00       | $17033723.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.5000%  | 0.0000% | $33057603.00       | $31933975.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $30819642.00       | $30532985.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $13038689.00       | $13577077.00       | Agency Mortgage-Backed Securities |

### Security 239: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **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: TPR0589E6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E67791566CG
- **C.18 - Value (incl. sponsor support):** $207963454.40
- **C.18.a - Value (excl. sponsor support):** $207963454.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $7011913.00        | $7386612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5199070.00        | $5393170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $15765734.00       | $16339838.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1427355.00        | $1449931.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3647756.00        | $3751081.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1418435.00        | $1405245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $102109.00         | $105748.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $66014270.00       | $66909657.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3678163.00        | $3779194.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $3349787.00        | $3495106.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3502279.00        | $3622812.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2356192.00        | $2446113.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2020.00           | $2074.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $5240110.00        | $5380192.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $6578683.00        | $6766890.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $6636551.00        | $6810718.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $16855348.00       | $17340136.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $19045114.00       | $19553917.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9618302.00        | $9870722.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $12528618.00       | $12677631.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9674745.00        | $9939230.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4591250.00        | $4750565.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $2991579.00        | $2983376.00        | Agency Mortgage-Backed Securities |

### Security 240: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.260000%
- **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: TPR058A6A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058A6A7791563BA
- **C.18 - Value (incl. sponsor support):** $491919853.20
- **C.18.a - Value (excl. sponsor support):** $491919853.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $133605738.00      | $19505513.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | 0.0000% | $45382566.00       | $24042550.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | 0.0000% | $40725410.00       | $22893524.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $23341201.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $23998346.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $23629800.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $188238383.00      | $25919338.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $25799340.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $23649813.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $22787577.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23641802.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $111890864.00      | $24472334.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23245386.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23494816.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22946010.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $138373790.00      | $26074654.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $25417051.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-10-01      | 4.0000%  | 0.0000% | $150028000.00      | $25906671.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 3.0000%  | 0.0000% | $169468874.00      | $25609672.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $169613613.00      | $24526239.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | 0.0000% | $200000000.00      | $25858367.00       | Agency Mortgage-Backed Securities |

### Security 241: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340002%
- **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: TPR058A70, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR058A70779156FCG
- **C.18 - Value (incl. sponsor support):** $984998719.50
- **C.18.a - Value (excl. sponsor support):** $984998719.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.0000%  | 0.0000% | $230792.00         | $220302.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $212425398.00      | $197258683.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $38853161.00       | $32249229.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $244475034.00      | $160402272.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $6626252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $77564.00          | $73030.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $50041534.00       | $46804393.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $225000.00         | $189613.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $478617.00         | $275953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $8109941.00        | $7721162.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $37321839.00       | $26366982.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1108250.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1087891.00        | $1129133.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1031284.00        | $1093254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1459871.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $2359691.00        | $2486724.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $1216173.00        | $1230634.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1107652.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1536098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7584707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $860544.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $4018094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2901722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $389587.00         | $405154.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1410196.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1210543.00        | $1265421.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2489038.00        | $2467970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $14839183.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $8026.00           | $7945.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $443026.00         | $431524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $3394786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $819256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $837469.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $200717.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1434374.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1344912.00        | $1431367.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1815011.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1547516.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $6145803.00        | $6335104.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $12860321.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $10904960.00       | $10426150.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2631053.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2403028.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16396169.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $2362571.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2074397.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $1623270.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1466274.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1370118.00        | $1389622.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1284727.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1166898.00        | $1219341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $2793927.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3346890.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1777056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3475535.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $1004797.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $1305985.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1348805.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $1007721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $1145525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2375106.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1191406.00        | $1080972.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1028833.00        | $791909.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $1120653.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1338405.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2926544.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1305814.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $1092483.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $10512101.00       | $9281124.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $6105262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $4962977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7028102.00        | $7340177.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $38244140.00       | $39497796.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4818419.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3386023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1496105.00        | $1550837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $81252.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $3108919.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $105157.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $548594.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $1997333.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4725246.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3042266.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $1568254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1849042.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1271957.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $652907.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1951977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $1787279.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2251355.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $528744.00         | $557404.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1471890.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $166655535.00      | $144035297.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $300000.00         | $283409.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $14526594.00       | $10578337.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $113946647.00      | $92869644.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $26927368.00       | $24297110.00       | Agency Mortgage-Backed Securities |

### Security 242: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **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: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467791561BA
- **C.18 - Value (incl. sponsor support):** $943172086.50
- **C.18.a - Value (excl. sponsor support):** $943172086.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $59829435.00       | $9034771.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 4.0000%  | 0.0000% | $65765548.00       | $12587554.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | 0.0000% | $26173242.00       | $11038490.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.0000%  | 0.0000% | $23770549.00       | $12673900.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $73500000.00       | $11564444.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 3.5000%  | 0.0000% | $149986320.00      | $10583530.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $169809398.00      | $12300339.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $181145231.00      | $12398786.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $100852674.00      | $11098062.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $72127597.00       | $9674105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $201347358.00      | $10705214.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $207570466.00      | $9768760.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $222137705.00      | $11850844.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $105047920.00      | $11860481.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $80867571.00       | $10493794.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $98883819.00       | $8912264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $232204269.00      | $12465895.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $39725325.00       | $2430900.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $249773402.00      | $13039980.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120430751.00      | $9319222.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120900170.00      | $9228152.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $62973111.00       | $8365650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $74561718.00       | $9577944.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $87400225.00       | $9971087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $110611540.00      | $12758996.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $155272105.00      | $11716412.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $145058688.00      | $9560901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $116332124.00      | $10056161.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50480670.00       | $9416018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50385363.00       | $9099655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $75565147.00       | $10805307.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $100955950.00      | $13341500.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83252885.00       | $9246941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $70284487.00       | $11607124.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $93693357.00       | $13291059.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $92282561.00       | $13091223.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $114236612.00      | $12110190.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $112924845.00      | $10363333.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $100334549.00      | $10072628.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83046856.00       | $8813954.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $50795447.00       | $8633421.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $77523350.00       | $10684961.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $60898476.00       | $9095882.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $76374794.00       | $12066207.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $84401864.00       | $12467142.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $69861107.00       | $11382401.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $50469420.00       | $8648107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $125075675.00      | $13332689.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $84130017.00       | $9997283.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $28240148.00       | $4551442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.0000%  | 0.0000% | $60783372.00       | $10084239.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $50940274.00       | $8798798.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $48454079.00       | $9364417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $75029877.00       | $9586922.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $75739152.00       | $9860797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $44270752.00       | $8584001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $50424901.00       | $10138715.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $50471828.00       | $9528781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $67482435.00       | $8188931.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $95565207.00       | $13336420.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50149535.00       | $9160710.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $150832540.00      | $13907619.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50455018.00       | $9593448.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $66002800.00       | $12802002.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $77936836.00       | $13255817.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $100008628.00      | $11866918.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $48604453.00       | $8799746.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $55908335.00       | $8328311.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $65000000.00       | $10937876.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $79658831.00       | $13339504.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $66269216.00       | $11153980.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $100046684.00      | $11804658.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $62092443.00       | $11856645.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $68122454.00       | $10484950.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $45260142.00       | $9031183.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-12-01      | 4.5000%  | 0.0000% | $91773855.00       | $12043975.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $105000000.00      | $8780459.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 4.0000%  | 0.0000% | $125623389.00      | $12150544.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 4.0000%  | 0.0000% | $120850972.00      | $12286497.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 4.0000%  | 0.0000% | $108263655.00      | $14129451.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $50735232.00       | $8419397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 4.5000%  | 0.0000% | $56784629.00       | $9454147.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-10-01      | 4.5000%  | 0.0000% | $59267982.00       | $8333036.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-09-01      | 4.5000%  | 0.0000% | $45585539.00       | $8161761.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $75232430.00       | $8433579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $118271579.00      | $13526629.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.0000%  | 0.0000% | $59656633.00       | $11684829.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.0000%  | 0.0000% | $56213854.00       | $11978562.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.0000%  | 0.0000% | $79397340.00       | $12582452.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.5000%  | 0.0000% | $70559127.00       | $9162767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 2.5000%  | 0.0000% | $50000000.00       | $12606152.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 3.5000%  | 0.0000% | $163639709.00      | $8665273.00        | Agency Mortgage-Backed Securities |

### Security 243: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058EAC, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR058EAC7791562SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $15076600.00       | $15089919.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $17177100.00       | $16933801.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $37329900.00       | $37224665.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $28009100.00       | $25778236.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $33145200.00       | $27415103.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $25379400.00       | $20430120.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $23486100.00       | $18012152.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $19454600.00       | $15084791.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $28718100.00       | $20138197.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $27873900.00       | $21479246.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $50774800.00       | $35045482.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $48071500.00       | $35589699.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $61699600.00       | $35943773.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $50340700.00       | $36936078.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $31774200.00       | $25681786.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $30753000.00       | $25105752.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $24146500.00       | $21350753.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $251500.00         | $260507.00         | U.S. Treasuries (including strips) |

### Security 244: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.280000%
- **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: TPR059226, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0592267791565BA
- **C.18 - Value (incl. sponsor support):** $491910259.20
- **C.18.a - Value (excl. sponsor support):** $491910259.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $21578654.00       | $3150334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $20113578.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $20536522.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $20635190.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $19674512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $20252247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $19899611.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $19280474.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $157089875.00      | $13944140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $20024243.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $19918100.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $249765876.00      | $21708136.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $264836686.00      | $20028571.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21669392.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $18825053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $19099326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $19490665.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $22211589.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $227785877.00      | $20077939.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $20010429.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21792044.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $19833157.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $20054660.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21758266.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $21173242.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21598580.00       | Agency Mortgage-Backed Securities |

### Security 245: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.270000%
- **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: TPR0593B1, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0593B17791564BA
- **C.18 - Value (incl. sponsor support):** $339939752.00
- **C.18.a - Value (excl. sponsor support):** $339939752.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $199993669.00      | $45393388.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.0000%  | 0.0000% | $199972899.00      | $44282610.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $127882921.00      | $32558426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $192318296.00      | $45321832.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $171899469.00      | $44612545.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.0000%  | 0.0000% | $479875860.00      | $44777787.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $86567759.00       | $44451856.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $399604184.00      | $45070355.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $25060519.00       | $3731201.00        | Agency Mortgage-Backed Securities |

### Security 246: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR0593B6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0593B67791567RO
- **C.18 - Value (incl. sponsor support):** $1209701977.00
- **C.18.a - Value (excl. sponsor support):** $1209701977.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $36929451.00       | $7132720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $25997887.00       | $5743490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 5.5000%  | 0.0000% | $22600000.00       | $724060.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $15909733.00       | $10596312.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $15390000.00       | $12247958.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1230718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $474000.00         | $406832.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 2.5000%  | 0.0000% | $25054773.00       | $6005892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $88600065.00       | $70647461.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $54239327.00       | $40997527.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $61523605.00       | $13810457.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4783760.00        | $1293430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $90010718.00       | $24134917.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $6733087.00        | $4663185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1050000.00        | $821463.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $3464277.00        | $2750109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6464611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $34060665.00       | $21137872.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 5.5000%  | 0.0000% | $483040.00         | $162436.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1250000.00        | $790364.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $469874.00         | $352031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1325602.00        | $968142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $19174841.00       | $14965801.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $27191.00          | $20001.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1975709.00        | $1608093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $311738.00         | $241984.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $328137.00         | $271863.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $14086758.00       | $12662493.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $7026775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1505388.00        | $1232951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $58464.00          | $50904.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $7606265.00        | $6905988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $5154264.00        | $5105665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $192704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 7.5000%  | 0.0000% | $11642761.00       | $54037.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 4.5000%  | 0.0000% | $14002350.00       | $1305873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $8838870.00        | $90298.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2124567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2568135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $6948874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $151000.00         | $26041.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $314.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $275932.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $165766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $308.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $586511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $3933000.00        | $455076.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $383840.00         | $47056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $24101693.00       | $23028098.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.0000%  | 0.0000% | $1011.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $55414.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1466320.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1283306.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $31208095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $9733617.00        | $970039.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $479666.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $2017681.00        | $309111.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2083.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2492534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $867075.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $389996.00         | $64511.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $19533573.00       | $2829578.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $2443938.00        | $508623.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $107993472.00      | $28401948.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $6390320.00        | $1303507.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $3996001.00        | $700394.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2049.00           | $415.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $627559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $653000.00         | $94786.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $383.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 2.5000%  | 0.0000% | $6500000.00        | $451805.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $5496852.00        | $1111402.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $404.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $129659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 3.5000%  | 0.0000% | $7785052.00        | $372616.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $3181772.00        | $656541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $1426232.00        | $115041.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $183885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $44484.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $64829.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 4.0000%  | 0.0000% | $2447771.00        | $96049.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $384398.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1202587.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $312546.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $2048.00           | $224.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1435557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $430307.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1120595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1245042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $32518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $547172.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 6.0000%  | 0.0000% | $1310.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $35802.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $50048.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $436040.00         | $433531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1666181.00        | $1370971.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 7.0000%  | 0.0000% | $1139896.00        | $599360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $2017726.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $456162.00         | $405901.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1566.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1872.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $769931.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1579373.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1433590.00        | $1247673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2551952.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1847155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $3775846.00        | $3151971.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $1530081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1850268.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $478993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1577828.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1386573.00        | $1393493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4176125.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $929893.00         | $927532.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $849569.00         | $834915.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1958788.00        | $1873934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $2389223.00        | $2402701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $4156862.00        | $4188857.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1352800.00        | $1406432.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $317637.00         | $319618.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1874002.00        | $436106.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $122635776.00      | $30436610.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $4025957.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $914734.00         | $114973.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $13564.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 3.5000%  | 0.0000% | $22784.00          | $8265.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 4.0000%  | 0.0000% | $1115000.00        | $215332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $410027.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $47425.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $88308.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $45449.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $35021.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 3.5000%  | 0.0000% | $111282978.00      | $38423690.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $72137.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-07-01      | 2.5000%  | 0.0000% | $61376768.00       | $29043067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-12-01      | 2.5000%  | 0.0000% | $1210.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.5000%  | 0.0000% | $1026.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-06-01      | 2.5000%  | 0.0000% | $380571.00         | $266706.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $72348.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $253000.00         | $76060.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $67237.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $29220.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $114007.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $1001.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $248.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $691000.00         | $112611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $3024.00           | $1138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2085070.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $502582.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $5806274.00        | $3286739.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $4012858.00        | $2240023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $2016.00           | $1179.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $401.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $15308455.00       | $8955289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $2655491.00        | $2247314.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1016.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1761.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1448.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1959.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1387.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $8604982.00        | $6733510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1567.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1406.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $3917839.00        | $3369797.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $49000.00          | $36458.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $591653.00         | $475159.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $45266574.00       | $34927036.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $875456.00         | $722856.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $30985.00          | $20991.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $802092.00         | $447942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1297640.00        | $925358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1003.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1011.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $700862.00         | $670776.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $40004.00          | $28510.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $2373024.00        | $535922.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10608008.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1001045.00        | $181087.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1280.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $200000.00         | $75489.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $18571833.00       | $4007715.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $7982608.00        | $1003692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $200000.00         | $70122.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $7485482.00        | $568084.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $114866986.00      | $24717455.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $529000.00         | $57398.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $16209700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $88626694.00       | $20958899.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.5000%  | 0.0000% | $164000.00         | $24579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $1150.00           | $433.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $958443.00         | $271096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.0000%  | 0.0000% | $500000.00         | $162768.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.0000%  | 0.0000% | $1372000.00        | $415593.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $8780604.00        | $3988823.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $88250789.00       | $32966216.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $9391093.00        | $4033954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $60239881.00       | $29964758.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $60470575.00       | $31719072.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $3167416.00        | $1696635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1063.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $43135.00          | $22500.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1360531.00        | $757274.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1771920.00        | $883790.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $44825434.00       | $24186885.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1536.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $988160.00         | $520109.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1555154.00        | $869556.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $197084.00         | $69736.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $537155.00         | $278999.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $2298.00           | $1244.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $581593.00         | $342881.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $356841.00         | $192189.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $106000.00         | $63428.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $843016.00         | $507230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $364270.00         | $238621.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $25098497.00       | $18039246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $640041.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $12162173.00       | $9630002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $278214.00         | $231139.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1283434.00        | $1035880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $54420617.00       | $45266097.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1338459.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $16950992.00       | $16633008.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $12871088.00       | $6332205.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $662000.00         | $549336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 3.0000%  | 0.0000% | $6407957.00        | $663116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $830000.00         | $665288.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $177095035.00      | $141112150.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $73901364.00       | $59518345.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $14302078.00       | $14388856.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1090930.00        | $863716.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $29379800.00       | $26049638.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $3319700.00        | $3361049.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $42447500.00       | $42620011.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $16168100.00       | $16561064.00       | U.S. Treasuries (including strips) |

### Security 247: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.240001%
- **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: TPR059413, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0594137791561BN
- **C.18 - Value (incl. sponsor support):** $984998424.00
- **C.18.a - Value (excl. sponsor support):** $984998424.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 6.5000%  | 0.0000% | $5002.00           | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 7.0000%  | 0.0000% | $3051.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $25126.00          | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 3.5000%  | 0.0000% | $3000.00           | $181.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 5.0000%  | 0.0000% | $1947.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.0000%  | 0.0000% | $3133.00           | $52.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $1577.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 4.5000%  | 0.0000% | $2354604.00        | $238733.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $2001.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 7.5000%  | 0.0000% | $2816.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-01-01      | 3.5000%  | 0.0000% | $158319.00         | $27984.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $1531082.00        | $260362.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 3.5000%  | 0.0000% | $402667.00         | $47479.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $545001.00         | $102025.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $26996.00          | $8714.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1800012.00        | $256745.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $598886.00         | $43753.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2025-09-01      | 4.0000%  | 0.0000% | $9313.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 4.0000%  | 0.0000% | $784000.00         | $155960.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 3.0000%  | 0.0000% | $329182.00         | $50152.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $1003.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1696.00           | $379.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $161624.00         | $7957.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $1408.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $2198.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 6.5000%  | 0.0000% | $1616.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $17969.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $169114.00         | $11961.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.0000%  | 0.0000% | $810791.00         | $94082.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 3.5000%  | 0.0000% | $1305000.00        | $85390.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $45000.00          | $5389.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $270000.00         | $32866.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $3615890.00        | $650188.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $190000.00         | $16891.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $32000.00          | $5338.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $131000.00         | $26138.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 3.5000%  | 0.0000% | $27857158.00       | $5513098.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $2087.00           | $409.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 4.0000%  | 0.0000% | $875350.00         | $175956.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.5000%  | 0.0000% | $1097.00           | $258.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $715344.00         | $116422.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 1.5000%  | 0.0000% | $2000.00           | $1095.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 2.5000%  | 0.0000% | $12000.00          | $8156.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 5.0000%  | 0.0000% | $15000.00          | $11329.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $62637.00          | $43535.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 1.5000%  | 0.0000% | $1077.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $164299.00         | $99835.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $816978.00         | $503736.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $2386748.00        | $1577263.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 3.5000%  | 0.0000% | $4457.00           | $2993.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $3000000.00        | $1949838.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1055.00           | $796.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2108.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $108976.00         | $79000.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $97876.00          | $78036.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2281.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $24999.00          | $18696.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2304.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $14000.00          | $9937.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1254852.00        | $1040051.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $37829.00          | $30529.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $396834.00         | $279284.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $5700000.00        | $4663906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $2554319.00        | $2294915.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $126875.00         | $106578.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $75000.00          | $62410.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $212701.00         | $201076.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $1400000.00        | $1192888.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $31285.00          | $8598.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $1150071.00        | $480955.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $137548.00         | $111546.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2402.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 1.5000%  | 0.0000% | $1050000.00        | $605504.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2318.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3874.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $5078.00           | $3750.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $29000.00          | $19549.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $23000.00          | $15562.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.0000%  | 0.0000% | $6000.00           | $4026.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $10000.00          | $7400.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2380.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $591000.00         | $472376.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $75927.00          | $63769.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 4.5000%  | 0.0000% | $410851.00         | $365915.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4341.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4437.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $7819780.00        | $6851571.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $471305.00         | $423464.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $10257.00          | $9713.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $19977986.00       | $19242588.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $5560.00           | $4467.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $73319.00          | $63126.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $17630059.00       | $3542018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $414.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $255895.00         | $131246.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $5723.00           | $3615.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $130636.00         | $79918.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $200683.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $335650.00         | $246986.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1847.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $38000.00          | $25992.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2147.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $125000.00         | $94454.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $238530.00         | $162675.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 6.0000%  | 0.0000% | $4360241.00        | $2521967.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1097309.00        | $927123.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $3755428.00        | $2435865.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61472.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $638466.00         | $489595.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $157474.00         | $111622.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $467.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $852741.00         | $816269.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 7.0000%  | 0.0000% | $611833.00         | $653875.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $148833.00         | $153313.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $89400.00          | $89485.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $4672071.00        | $4380043.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1001652.00        | $1019777.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $5363127.00        | $5054639.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1166.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $55831.00          | $30530.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $629506.00         | $379768.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $280000.00         | $191887.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $50675107.00       | $36358012.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $94918.00          | $70557.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1529.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $10000.00          | $7360.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $16959296.00       | $14347370.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $244278.00         | $197603.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 2.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $6000.00           | $4610.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $1057802.00        | $670341.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $2021711.00        | $2085535.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 6.5000%  | 0.0000% | $1080.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 6.5000%  | 0.0000% | $1340.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $2016.00           | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $2685000.00        | $352603.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $631239.00         | $37671.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 7.0000%  | 0.0000% | $700000.00         | $40728.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.0000%  | 0.0000% | $333000.00         | $39709.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 3.0000%  | 0.0000% | $371796.00         | $40224.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $1008.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.0000%  | 0.0000% | $3003.00           | $472.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 4.0000%  | 0.0000% | $2339432.00        | $361515.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.0000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $274000.00         | $76833.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $3000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $4709338.00        | $769786.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $683394.00         | $71340.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 3.5000%  | 0.0000% | $1001.00           | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1004.00           | $250.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 6.5000%  | 0.0000% | $1158.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 5.0000%  | 0.0000% | $1008.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 6.5000%  | 0.0000% | $1008.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 6.0000%  | 0.0000% | $4840.00           | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 6.5000%  | 0.0000% | $1026.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $849450.00         | $630660.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $31561.00          | $28117.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $20000.00          | $14169.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $3753.00           | $3622.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $287943.00         | $259072.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $6281429.00        | $5485694.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $17090.00          | $16461.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $164507.00         | $170874.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $2320646.00        | $2407146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $2059488.00        | $1846015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1428095.00        | $1457482.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $4993.00           | $5139.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $19281.00          | $20145.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $693851.00         | $700133.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $11541010.00       | $11811021.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2541432.00        | $2133926.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $3051946.00        | $3142124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $3256558.00        | $3288391.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $3346544.00        | $3394615.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1268747.00        | $1302409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $14185892.00       | $14400308.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $5358472.00        | $5497086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3603820.00        | $3702646.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1021.00           | $1050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $3327212.00        | $3480352.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4071184.00        | $4176324.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $12581.00          | $12991.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $6318865.00        | $6519784.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $667000.00         | $162557.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $117998.00         | $27460.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $411314.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.0000%  | 0.0000% | $2759890.00        | $710050.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $60685300.00       | $18211511.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 4.0000%  | 0.0000% | $22600000.00       | $7524124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $336824.00         | $59279.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 3.0000%  | 0.0000% | $2886000.00        | $213403.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $12739.00          | $2510.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $6507.00           | $3424.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1310.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $23166.00          | $13424.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $25000.00          | $15252.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $3212302.00        | $2358298.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $5056996.00        | $5165360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1022.00           | $240.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1816037.00        | $373900.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $296.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $1025.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.5000%  | 0.0000% | $5785842.00        | $1127555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $90146.00          | $23077.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $52651.00          | $13210.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1190.00           | $206.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $22138976.00       | $4776672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1300000.00        | $333376.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $610000.00         | $202581.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $630139.00         | $384726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $300000.00         | $152523.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $140000.00         | $75629.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 4.0000%  | 0.0000% | $302619.00         | $162247.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1098328.00        | $611715.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1025.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 4.5000%  | 0.0000% | $1000.00           | $429.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $8281.00           | $5980.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%  | 0.0000% | $2259.00           | $1597.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1694.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1855.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $18000.00          | $14022.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $49787.00          | $44252.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $9723157.00        | $8047231.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $56812.00          | $48865.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $608418.00         | $568968.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $67000.00          | $63033.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2891.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 2.5000%  | 0.0000% | $722499.00         | $579249.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $59618.00          | $48443.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $19675104.00       | $16433495.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $6142920.00        | $5225064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $2389928.00        | $2367173.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $91536.00          | $95239.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1473024.00        | $1502943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $7143.00           | $7461.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $70000.00          | $15830.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $7818533.00        | $2438562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $100000.00         | $19806.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $28395.00          | $5190.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $821487.00         | $155799.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $900000.00         | $273503.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%  | 0.0000% | $451478.00         | $117479.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $850000.00         | $344568.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2929910.00        | $1252590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $390000.00         | $97240.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1191870.00        | $633314.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $61000.00          | $34288.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $2458883.00        | $1238687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $195999.00         | $65370.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $59821.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $22425.00          | $8328.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $132000.00         | $58756.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $8995.00           | $5816.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $158456.00         | $108941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1697.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $4176187.00        | $2791534.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $249000.00         | $152813.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $14000.00          | $10115.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $497669.00         | $326109.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3416.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1004.00           | $683.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $112987.00         | $72843.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1304000.00        | $996617.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $108998.00         | $79578.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $34417152.00       | $24771297.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $78379.00          | $58890.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $4382464.00        | $3381511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $158405.00         | $125984.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1210270.00        | $819461.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $187336.00         | $148665.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1471495.00        | $1205379.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $630956.00         | $466969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $17185767.00       | $15152976.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $20000000.00       | $17069047.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1453430.00        | $1213079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $25984.00          | $19944.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $675630.00         | $534288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $40587.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $50000.00          | $42515.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%  | 0.0000% | $1858000.00        | $1549235.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1559.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $94098.00          | $80878.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $4414190.00        | $4126198.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $101000.00         | $74629.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $212683.00         | $195955.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $15000.00          | $11230.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $9874.00           | $8010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1547.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1725.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1058.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1431828.00        | $1415334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $56359691.00       | $54958766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $64472705.00       | $64033928.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4949391.00        | $5235735.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $10138.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 6.0000%  | 0.0000% | $3170.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 4.5000%  | 0.0000% | $819792.00         | $28538.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $671888.00         | $27202.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $8575755.00        | $29388.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.0000%  | 0.0000% | $1655.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.0000%  | 0.0000% | $5264.00           | $84.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $97840.00          | $380.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.5000%  | 0.0000% | $1150000.00        | $26191.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $140000.00         | $6347.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $590000.00         | $54612.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%  | 0.0000% | $1328316.00        | $131369.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $8207639.00        | $653539.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $8000.00           | $4889.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $15754.00          | $9199.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $49999.00          | $30663.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $54000.00          | $32794.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 3.5000%  | 0.0000% | $1573.00           | $143.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $673231.00         | $73747.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 2.5000%  | 0.0000% | $140384.00         | $31517.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1485.00           | $207.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $142809.00         | $21517.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $101999.00         | $27146.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $2064076.00        | $454462.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $141286.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $6000.00           | $3616.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $90000.00          | $45245.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $65967.00          | $59665.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $99033.00          | $79139.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $9842992.00        | $8051039.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $750000.00         | $659917.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $5000.00           | $3247.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1324.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1981.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4432.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $74000.00          | $49408.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $81811.00          | $52787.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $7000.00           | $5140.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $4000.00           | $3007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $12452.00          | $9487.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $5000.00           | $3680.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $49997.00          | $31103.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $10000.00          | $7679.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $16006.00          | $12376.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $3004327.00        | $1779495.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 3.5000%  | 0.0000% | $11000.00          | $8493.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.0000%  | 0.0000% | $223953.00         | $183726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $81114.00          | $65564.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $114000.00         | $96758.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $552000.00         | $474243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1002.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1042491.00        | $702737.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1150.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $160755.00         | $124299.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $868524.00         | $671558.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $10455853.00       | $8918968.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $22619796.00       | $19759549.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $608025.00         | $574389.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $19510.00          | $17553.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $10000000.00       | $9340935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $720380.00         | $654754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $60425.00          | $54928.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2727.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 4.0000%  | 0.0000% | $358572.00         | $328869.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $992903.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $838063.00         | $864856.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.5000%  | 0.0000% | $2000.00           | $2157.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.5000%  | 0.0000% | $1007.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 7.0000%  | 0.0000% | $400000.00         | $8317.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $4064085.00        | $4223652.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $117189.00         | $122300.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $851768.00         | $788950.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $8868494.00        | $8131021.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $105000.00         | $105650.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $464486.00         | $445767.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2426172.00        | $2490518.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $397540.00         | $404841.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $744898.00         | $732255.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $3635400.00        | $3713758.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1664106.00        | $1683899.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $512092.00         | $517013.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $6197927.00        | $5960073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $3085873.00        | $3099586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1178628.00        | $973282.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $686371.00         | $704860.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2972.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $105025.00         | $102838.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1215440.00        | $1216017.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3070.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $7272061.00        | $7443517.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $2170894.00        | $2225244.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $3148568.00        | $3108889.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $96778.00          | $97749.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2285128.00        | $2303540.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $226331.00         | $227601.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2178786.00        | $2233902.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $9000.00           | $6566.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $188008.00         | $189971.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $208214.00         | $212528.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $520016.00         | $519602.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $578229.00         | $596377.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $10000.00          | $10265.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $3306812.00        | $3413142.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $5082479.00        | $5299079.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $4807848.00        | $4861225.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1303013.00        | $1326043.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1003.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $182540.00         | $188007.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $5140330.00        | $5375112.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $616832.00         | $633235.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $575585.00         | $593793.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $602470.00         | $599616.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $7336302.00        | $7515102.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $4930158.00        | $4797885.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $15000.00          | $14083.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $19886600.00       | $20603940.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $40000000.00       | $41164079.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2581.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $41374.00          | $41335.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $134782.00         | $87864.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $250705.00         | $207671.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $3016.00           | $3023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $2021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $3001.00           | $3084.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $385630.00         | $353665.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $6191412.00        | $5644359.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $71648.00          | $66807.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $9905839.00        | $9487800.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1928.00           | $1949.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $9216.00           | $8710.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $852417.00         | $865632.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $6523297.00        | $6440929.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1645395.00        | $1603865.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $25791.00          | $25315.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $15465.00          | $15291.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $3437.00           | $3508.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $70548.00          | $71266.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 2.5000%  | 0.0000% | $53047.00          | $7967.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.5000%  | 0.0000% | $259000.00         | $17896.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 5.0000%  | 0.0000% | $5425371.00        | $318140.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 4.5000%  | 0.0000% | $317718.00         | $20329.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $123000.00         | $8103.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 6.0000%  | 0.0000% | $240000.00         | $29230.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 6.0000%  | 0.0000% | $95428.00          | $10099.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $787700.00         | $91684.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.5000%  | 0.0000% | $61000.00          | $9388.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 4.0000%  | 0.0000% | $123758.00         | $12339.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 6.5000%  | 0.0000% | $4114.00           | $493.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $932961.00         | $143665.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.0000%  | 0.0000% | $1840.00           | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 3.0000%  | 0.0000% | $1000000.00        | $101506.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $20909.00          | $2288.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 5.0000%  | 0.0000% | $289237.00         | $27594.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 6.0000%  | 0.0000% | $30000.00          | $4871.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $2078.00           | $251.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $495937.00         | $38045.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 5.5000%  | 0.0000% | $22215.00          | $1971.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.0000%  | 0.0000% | $26034073.00       | $2410484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.0000%  | 0.0000% | $598000.00         | $37448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.5000%  | 0.0000% | $3286036.00        | $250477.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $3949684.00        | $315321.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 6.0000%  | 0.0000% | $25000.00          | $3117.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.0000%  | 0.0000% | $1745922.00        | $161788.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 6.5000%  | 0.0000% | $2949.00           | $244.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 2.5000%  | 0.0000% | $6800000.00        | $1143948.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 6.0000%  | 0.0000% | $268883.00         | $35477.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 6.5000%  | 0.0000% | $459075.00         | $205332.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $1058.00           | $190.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1133064.00        | $288096.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $1132.00           | $764.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $245424.00         | $158569.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $142885.00         | $104678.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $36000.00          | $19024.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 6.0000%  | 0.0000% | $1789193.00        | $634421.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $1001.00           | $573.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $13350414.00       | $7893580.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 6.0000%  | 0.0000% | $333114.00         | $181354.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $990396.00         | $633185.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $3946.00           | $3321.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $22343.00          | $18805.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $51001.00          | $40593.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $22276044.00       | $17729896.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $5488020.00        | $4641906.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $4886687.00        | $3896619.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $3338233.00        | $2213573.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $64195.00          | $30576.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 5.5000%  | 0.0000% | $81527.00          | $52136.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $129905.00         | $98627.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $1603983.00        | $1221926.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $195000.00         | $148810.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $7000.00           | $5408.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.0000%  | 0.0000% | $8001.00           | $6360.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $71756.00          | $56743.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $42915491.00       | $32005948.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1024.00           | $849.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $2352881.00        | $1784712.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $16000.00          | $6490.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $21097.00          | $14241.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $30000.00          | $27115.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $130015.00         | $118465.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $32830286.00       | $28030737.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $1001.00           | $663.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $276719.00         | $212518.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $20000.00          | $16563.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 4.5000%  | 0.0000% | $1001.00           | $89.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 3.0000%  | 0.0000% | $158846.00         | $17619.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $399541.00         | $285979.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1006.00           | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $3474439.00        | $3034479.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $48959.00          | $30419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $143176.00         | $137643.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $85000.00          | $76115.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $176000.00         | $22043.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 2.5000%  | 0.0000% | $50987.00          | $25581.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 4.0000%  | 0.0000% | $303064.00         | $25315.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 4.0000%  | 0.0000% | $113999.00         | $7155.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.5000%  | 0.0000% | $570000.00         | $77316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $359000.00         | $65306.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.5000%  | 0.0000% | $139000.00         | $16027.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 4.0000%  | 0.0000% | $29749.00          | $4650.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $558102.00         | $24406.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $3830163.00        | $735666.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $569541.00         | $525213.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $2239304.00        | $2368937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-15      | 7.0000%  | 0.0000% | $250823.00         | $260478.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $404915.00         | $159025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $1150.00           | $154.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $36370.00          | $35508.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $2486110.00        | $2577312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1671093.00        | $1734425.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1003.00           | $1049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2046.00           | $2148.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1154647.00        | $1198898.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1009.00           | $1040.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2015.00           | $2079.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2091.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $4499408.00        | $4790629.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1134576.00        | $1172029.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1288522.00        | $1302984.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2002.00           | $2105.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $364160.00         | $371181.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2154.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2008.00           | $2094.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $2000.00           | $2116.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1057.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1016.00           | $1048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $48793593.00       | $45882918.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $4174977.00        | $4072667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 3.5000%  | 0.0000% | $33122.00          | $29720.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $38904289.00       | $37711708.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $3603.00           | $3514.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $25751199.00       | $25505386.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $39385937.00       | $39079846.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $50000.00          | $50066.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $354507.00         | $349904.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $591353.00         | $593600.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $107550.00         | $109595.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2644899.00        | $2669736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $863284.00         | $881810.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.0000%  | 0.0000% | $2636221.00        | $2467400.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $8119.00           | $8216.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1202868.00        | $1261591.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2024.00           | $2135.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $29271.00          | $30089.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2545.00           | $2633.00           | Agency Mortgage-Backed Securities |

### Security 248: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.350000%
- **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: TPR059474, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0594747791567BA
- **C.18 - Value (incl. sponsor support):** $344985268.50
- **C.18.a - Value (excl. sponsor support):** $344985268.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.0000%  | 0.0000% | $201406182.00      | $43779912.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $312707486.00      | $44117373.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $45683916.00       | $11630923.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.5000%  | 0.0000% | $309136065.00      | $42706140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $84274151.00       | $41260230.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $87716278.00       | $43241997.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $74126320.00       | $43172803.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $268667359.00      | $42719899.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 1.5000%  | 0.0000% | $80270832.00       | $42720723.00       | Agency Mortgage-Backed Securities |

### Security 249: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.270000%
- **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: TPR059476, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0594767791568RO
- **C.18 - Value (incl. sponsor support):** $491903666.40
- **C.18.a - Value (excl. sponsor support):** $491903666.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $110147489.00      | $22087127.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $142553600.00      | $29148884.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $45477364.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $53071112.00       | $41841057.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $28307546.00       | $25171624.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $34072890.00       | $21145458.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $8142493.00        | $6100375.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $5983239.00        | $4669867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $5239086.00        | $4709379.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $37776233.00       | $28541734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $38330698.00       | $33257317.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $12999648.00       | $2362544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $21994907.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $12674582.00       | $12570429.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $2140691.00        | $2115109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 4.5000%  | 0.0000% | $86441216.00       | $22531636.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $105226368.00      | $20140372.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $327807.00         | $233570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $847040.00         | $716904.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $7164696.00        | $5592669.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $38864675.00       | $20385972.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $42255806.00       | $22967062.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $42925844.00       | $22993351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $2369316.00        | $1240160.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $16289119.00       | $8600703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $23391630.00       | $13364872.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $2506060.00        | $2018319.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $19161908.00       | $18469372.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $14220500.00       | $13585107.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $15589100.00       | $15652456.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $11865900.00       | $12154300.00       | U.S. Treasuries (including strips) |

### Security 250: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0595F4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR0595F4779156SOC
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $2315500.00        | $2308973.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $53680600.00       | $52043119.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $66391000.00       | $56973375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $54940200.00       | $43198592.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $85539300.00       | $59405255.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $56210300.00       | $42870773.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $68916400.00       | $49650355.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $44237600.00       | $27350028.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $88844100.00       | $56270391.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $49548600.00       | $43429186.00       | U.S. Treasuries (including strips) |

### Security 251: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.380000%
- **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: TPR0598C6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0598C6779156QCG
- **C.18 - Value (incl. sponsor support):** $343031384.50
- **C.18.a - Value (excl. sponsor support):** $343031384.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $2328.00           | $2452.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $119131.00         | $125027.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $352639.00         | $356101.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $6183695.00        | $6376371.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $334228615.00      | $342999999.00      | Agency Mortgage-Backed Securities |

### Security 252: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0598C7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C77791566BN
- **C.18 - Value (incl. sponsor support):** $349957510.00
- **C.18.a - Value (excl. sponsor support):** $349957510.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $200.00            | $129.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $700.00            | $263.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $1100.00           | $407.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $1000.00           | $366.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $200.00            | $67.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $18100.00          | $8954.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $78287100.00       | $76190337.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $3715700.00        | $3699327.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $72021600.00       | $75867007.00       | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                             | 2025-08-31      | 0.0000%  | 0.0000% | $608000.00         | $622998.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $9589400.00        | $9791913.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $9625800.00        | $9756140.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $10000.00          | $10072.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $1015.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $583200.00         | $600132.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $29766300.00       | $31373377.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $5000.00           | $5105.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $91328400.00       | $92640327.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 4.3024%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $4353350.00        | $2885492.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $14945.00          | $9373.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $656.00            | $401.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $51868.00          | $30796.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $9.00              | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $12.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $14.00             | $14.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $531249.00         | $507819.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $18217656.00       | $15720471.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $92.00             | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $144.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $5332970.00        | $3123062.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $16930188.00       | $9236332.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $2215372.00        | $1135234.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $655098.00         | $325189.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $38390538.00       | $18214429.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $4706688.00        | $1719174.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $10.00             | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $531073.00         | $210093.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $6628128.00        | $2487603.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $977723.00         | $343986.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $164.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $226.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $41.00             | $14.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $435553.00         | $141856.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $3.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $1128485.00        | $340261.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $174.00            | $47.00             | U.S. Treasuries (including strips) |

### Security 253: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.299998%
- **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: TPR0598C8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C87791567BN
- **C.18 - Value (incl. sponsor support):** $489952127.00
- **C.18.a - Value (excl. sponsor support):** $489952127.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $24939.00          | $910.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 5.0000%  | 0.0000% | $986493.00         | $16370.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 7.0000%  | 0.0000% | $1285236.00        | $16142.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 6.5000%  | 0.0000% | $14945.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $1735.00           | $308.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-05-01      | 3.5000%  | 0.0000% | $3499992.00        | $393603.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-09-01      | 4.0000%  | 0.0000% | $17887.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $1585647.00        | $33854.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 4.0000%  | 0.0000% | $3295000.00        | $333829.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $137098.00         | $24652.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 3.5000%  | 0.0000% | $1305650.00        | $212494.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $48998.00          | $6231.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $375000.00         | $259560.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $29790.00          | $21596.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.0000%  | 0.0000% | $2325000.00        | $1547791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $26000.00          | $19968.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $1058.00           | $808.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $745999.00         | $644369.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 2.5000%  | 0.0000% | $1001.00           | $223.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $200000.00         | $94291.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $1859000.00        | $1031575.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 1.5000%  | 0.0000% | $610000.00         | $339258.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $260056.00         | $151882.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $13000.00          | $8328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $15000.00          | $10164.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $3884472.00        | $3041382.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.0000%  | 0.0000% | $253370.00         | $203412.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $25717205.00       | $21828027.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $30700228.00       | $26899068.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.0000%  | 0.0000% | $59747.00          | $54048.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $236642.00         | $224358.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $701654.00         | $669211.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.5000%  | 0.0000% | $75000.00          | $25991.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.5000%  | 0.0000% | $690362.00         | $316527.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.5000%  | 0.0000% | $290000.00         | $162150.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $1047746.00        | $759943.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.5000%  | 0.0000% | $239952.00         | $167097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 4.5000%  | 0.0000% | $1895481.00        | $1759293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $2197131.00        | $1799747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1536776.00        | $1463780.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $561446.00         | $562106.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $18000.00          | $13611.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $172000.00         | $137091.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $1090175.00        | $901233.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $5452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $1523198.00        | $1526679.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-07-01      | 6.5000%  | 0.0000% | $1077.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 5.8400%  | 0.0000% | $750000.00         | $621159.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-02-01      | 6.0000%  | 0.0000% | $1054.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-09-01      | 4.0000%  | 0.0000% | $107580.00         | $11150.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 5.0000%  | 0.0000% | $69000.00          | $9794.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $2190000.00        | $179459.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $3110.00           | $712.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.0000%  | 0.0000% | $754716.00         | $104723.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.5000%  | 0.0000% | $190306.00         | $38712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 6.0000%  | 0.0000% | $8991578.00        | $34379.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $2052736.00        | $1995939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $1160386.00        | $941390.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1900447.00        | $1951251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $618421.00         | $606298.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1911439.00        | $1760567.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $6705129.00        | $6873886.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $1018383.00        | $1005449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1274923.00        | $1309105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 7.0000%  | 0.0000% | $1131738.00        | $1197434.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $11173248.00       | $11482207.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $10999488.00       | $11475497.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1228794.00        | $1281903.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 7.0000%  | 0.0000% | $4339680.00        | $4603218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $1034920.00        | $295288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $1027180.00        | $255272.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $931000.00         | $283932.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 4.0000%  | 0.0000% | $125000.00         | $37025.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 3.0000%  | 0.0000% | $590000.00         | $162522.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 4.5000%  | 0.0000% | $450000.00         | $111527.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $135236.00         | $25048.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $33755928.00       | $5611388.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $43609674.00       | $7002412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $286739.00         | $190626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $108983.00         | $78420.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $798655.00         | $379787.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $521471.00         | $428483.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $410858.00         | $270050.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $1818372.00        | $1675523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $3194304.00        | $1883461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 3.5000%  | 0.0000% | $372985.00         | $323413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $4250327.00        | $3040837.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $7473969.00        | $6890324.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $63501181.00       | $16256039.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $30000.00          | $13141.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $7000.00           | $4746.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $66182.00          | $43260.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $13776968.00       | $10127542.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $1107.00           | $861.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $98666.00          | $100395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $7880439.00        | $8098338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $6842.00           | $7119.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.5000%  | 0.0000% | $500000.00         | $151216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $26000.00          | $5817.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $425000.00         | $251399.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $57857.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $198749.00         | $133234.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $189541.00         | $138180.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $75000.00          | $54756.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $24013.00          | $18042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.0000%  | 0.0000% | $340000.00         | $240327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1439227.00        | $1186333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $79569.00          | $57494.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $12000.00          | $9128.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $47602.00          | $36833.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 3.5000%  | 0.0000% | $1563524.00        | $1330462.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 4.5000%  | 0.0000% | $418000.00         | $19408.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 6.0000%  | 0.0000% | $20642.00          | $80.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-11-01      | 5.0000%  | 0.0000% | $8534503.00        | $352801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.0000%  | 0.0000% | $686358.00         | $55228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 1.5000%  | 0.0000% | $268141.00         | $148076.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 2.5000%  | 0.0000% | $500000.00         | $233026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $55291.00          | $47788.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $36999.00          | $24654.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $43000.00          | $29167.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $243103.00         | $187111.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $182987.00         | $138419.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $43601.00          | $34948.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.5000%  | 0.0000% | $45235463.00       | $27202306.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $1641.00           | $972.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $120000.00         | $81331.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $579828.00         | $448333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $171781.00         | $146531.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $164920.00         | $154779.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 4.0000%  | 0.0000% | $1020790.00        | $956344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $42749.00          | $41635.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $7064.00           | $7464.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $47671.00          | $48149.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $3559821.00        | $3557479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $2522986.00        | $2516980.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $5083997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $10297178.00       | $10537530.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $3093883.00        | $2842191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $702197.00         | $733598.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $85311.00          | $86202.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $31391.00          | $32041.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $9279856.00        | $9272462.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $4207.00           | $4254.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $1646171.00        | $1724729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $1018756.00        | $1067140.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $160069.00         | $165133.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $138304.00         | $144670.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $25348630.00       | $25374577.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $565891.00         | $549551.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $31393182.00       | $30550924.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1502705.00        | $1495517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $7384.00           | $7377.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $393668.00         | $324398.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.0000%  | 0.0000% | $58894.00          | $55953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $2609676.00        | $2379093.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $40184616.00       | $37924858.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1660896.00        | $1689708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $31602575.00       | $31858396.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $5591.00           | $5671.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $2669491.00        | $2725056.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $20467881.00       | $20642503.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-20      | 4.5000%  | 0.0000% | $1164286.00        | $108399.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-15      | 3.5000%  | 0.0000% | $50241.00          | $8503.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-15      | 3.5000%  | 0.0000% | $1155000.00        | $58520.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-10-20      | 5.5000%  | 0.0000% | $894953.00         | $79360.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-08-20      | 3.0000%  | 0.0000% | $442000.00         | $44160.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 6.5000%  | 0.0000% | $298991.00         | $17832.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-01-20      | 4.0000%  | 0.0000% | $1199000.00        | $73445.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-03-20      | 4.5000%  | 0.0000% | $3496317.00        | $225637.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-02-20      | 2.5000%  | 0.0000% | $3017000.00        | $300777.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-20      | 6.5000%  | 0.0000% | $306548.00         | $24940.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 6.0000%  | 0.0000% | $342762.00         | $45890.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 4.0000%  | 0.0000% | $698000.00         | $66472.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.5000%  | 0.0000% | $642996.00         | $118519.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 6.0000%  | 0.0000% | $209000.00         | $28189.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-20      | 6.5000%  | 0.0000% | $275000.00         | $46593.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-02-20      | 6.0000%  | 0.0000% | $336898.00         | $38878.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-06-20      | 6.5000%  | 0.0000% | $240000.00         | $27874.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 5.5000%  | 0.0000% | $524999.00         | $46529.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-20      | 3.0000%  | 0.0000% | $765099.00         | $109457.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 5.5000%  | 0.0000% | $818957.00         | $99540.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 4.0000%  | 0.0000% | $80000.00          | $6427.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 6.0000%  | 0.0000% | $854205.00         | $119393.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-06-20      | 4.5000%  | 0.0000% | $1098000.00        | $80360.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-08-20      | 6.5000%  | 0.0000% | $240000.00         | $35854.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.0000%  | 0.0000% | $1996.00           | $185.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 6.5000%  | 0.0000% | $54000.00          | $10806.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-03-20      | 4.5000%  | 0.0000% | $798000.00         | $60763.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-04-20      | 5.0000%  | 0.0000% | $695971.00         | $53027.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 1.5000%  | 0.0000% | $349129.00         | $184406.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 6.0000%  | 0.0000% | $125025.00         | $41541.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 3.0000%  | 0.0000% | $3778.00           | $605.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 3.0000%  | 0.0000% | $1727344.00        | $422088.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $17039.00          | $4655.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $4334056.00        | $1277858.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 3.0000%  | 0.0000% | $26000.00          | $11798.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $1237.00           | $708.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $5000.00           | $2976.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $66061.00          | $40728.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.5000%  | 0.0000% | $8344.00           | $6653.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.0000%  | 0.0000% | $24428323.00       | $18609676.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $2157000.00        | $1646065.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $124554.00         | $95051.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $33355.00          | $24876.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $394119.00         | $232618.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $672.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 4.5000%  | 0.0000% | $31992.00          | $29150.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 5.5000%  | 0.0000% | $7146140.00        | $6101426.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-09-15      | 4.5000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-15      | 4.5000%  | 0.0000% | $72022.00          | $5257.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-15      | 4.5000%  | 0.0000% | $2000.00           | $177.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 5.0000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-15      | 4.5000%  | 0.0000% | $1085.00           | $121.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-15      | 4.0000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-15      | 4.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 3.5000%  | 0.0000% | $2047.00           | $173.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-15      | 3.0000%  | 0.0000% | $2000.00           | $344.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-15      | 5.0000%  | 0.0000% | $2000.00           | $22.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-15      | 5.0000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 3.0000%  | 0.0000% | $2000.00           | $222.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-15      | 4.0000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.5000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $46682.00          | $19457.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-08-20      | 4.5000%  | 0.0000% | $282123.00         | $75638.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.5000%  | 0.0000% | $1008.00           | $960.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.5000%  | 0.0000% | $47283.00          | $45456.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-05-15      | 3.5000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-06-15      | 3.5000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-08-20      | 4.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-02-15      | 3.5000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-15      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 8.0000%  | 0.0000% | $1850422.00        | $1774951.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 7.5000%  | 0.0000% | $639425.00         | $674729.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.0000%  | 0.0000% | $1008.00           | $958.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $27996.00          | $29385.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $225417.00         | $232562.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $179070.00         | $191574.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1877344.00        | $1998854.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6280.00           | $6479.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $2566546.00        | $2503652.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $32086.00          | $31102.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.0000%  | 0.0000% | $128404.00         | $125239.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $192607.00         | $190768.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $627343.00         | $622468.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $57634519.00       | $58019169.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 3.0000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $5126.00           | $5174.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $727292.00         | $742899.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $1059.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $17566.00          | $18183.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $14905.00          | $15419.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-08-15      | 5.5000%  | 0.0000% | $25000.00          | $668.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 4.5000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-15      | 5.0000%  | 0.0000% | $31257736.00       | $519335.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-11-15      | 6.5000%  | 0.0000% | $1005.00           | $3.00              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-08-15      | 0.0000%  | 0.0000% | $40.00             | $22.00             | U.S. Treasuries (including strips)  |

### Security 254: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.299998%
- **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: TPR05991F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05991F779156ROY
- **C.18 - Value (incl. sponsor support):** $1964996856.00
- **C.18.a - Value (excl. sponsor support):** $1964996856.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $13019.00          | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 7.5000%  | 0.0000% | $19091.00          | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $7639.00           | $346.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $37678.00          | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $2255.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.0000%  | 0.0000% | $36184041.00       | $5828146.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $54020555.00       | $6688074.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 4.0000%  | 0.0000% | $37645952.00       | $5549886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $12722000.00       | $1982197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $15045890.00       | $2027454.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4731322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $31452673.00       | $6306991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $2794705.00        | $1114287.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $64000.00          | $50112.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $54122365.00       | $41047864.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $8316855.00        | $6618875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $11625030.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%  | 0.0000% | $9404890.00        | $7640458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $62599310.00       | $52020317.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7710597.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $6985759.00        | $6745737.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $9258264.00        | $8444449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 2.5000%  | 0.0000% | $14229433.00       | $3410945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $24170959.00       | $16002252.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $161399935.00      | $128696245.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $23132639.00       | $20422752.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $7680897.00        | $6391423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $390043.00         | $300783.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $361433000.00      | $89114198.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $280619853.00      | $75243671.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $15228180.00       | $2458406.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $1289721.00        | $734078.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $1235291.00        | $785673.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $2635076.00        | $1807015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $2236434.00        | $1605542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $95636147.00       | $71169939.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $62623.00          | $54437.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $14172901.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $7305412.00        | $5736803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.5000%  | 0.0000% | $10602597.00       | $8248333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $79878.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $4864062.00        | $4256916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $5088495.00        | $4234468.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.0000%  | 0.0000% | $6917667.00        | $4347596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $5499054.00        | $5469888.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1600313.00        | $1584143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $1085109.00        | $1030481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1691628.00        | $1708240.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $15868066.00       | $11888393.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $8592229.00        | $6275257.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.5000%  | 0.0000% | $9455760.00        | $6817744.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $22339318.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $65000000.00       | $50455696.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $3532956.00        | $3025979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $5565673.00        | $5275749.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $11456928.00       | $10299064.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $622477.00         | $541981.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $5140861.00        | $5027756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1439338.00        | $1423598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $2799000.00        | $2617555.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $66000000.00       | $8879310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.0000%  | 0.0000% | $401600000.00      | $55158979.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $237427956.00      | $18279592.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1501103.00        | $186468.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $13513352.00       | $1700414.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $39623.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2673412.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $200000.00         | $30357.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $56380.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1804501.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1842930.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $540180.00         | $110187.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $7037597.00        | $1233764.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0250%  | 0.0000% | $95855.00          | $62957.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 7.0000%  | 0.0000% | $1160742.00        | $1206598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1450938.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $129849.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1188219.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1427675.00        | $1500573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $1038371.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $3004435.00        | $3018429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $1128242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $4388208.00        | $4172697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $307745.00         | $313184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $164809.00         | $38353.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 3.5000%  | 0.0000% | $24300000.00       | $8375369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9841.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $200000.00         | $58695.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 3.5000%  | 0.0000% | $3838844.00        | $1597041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.0000%  | 0.0000% | $121055075.00      | $45607348.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11867.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $285131.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $113814.00         | $34216.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $29622652.00       | $4751873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $1386121.00        | $293846.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.5000%  | 0.0000% | $245000.00         | $23079.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $36811.00          | $10851.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22483407.00       | $4331334.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $337796.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $79000.00          | $26229.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.0000%  | 0.0000% | $21000000.00       | $9120629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $94379.00          | $50515.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $56462.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1843600.00        | $1127960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $12958106.00       | $11457117.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $487603.00         | $382054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $428427.00         | $323443.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1754450.00        | $1231639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $2507597.00        | $1666469.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $9445.00           | $7286.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $615334.00         | $505208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1514420.00        | $1414289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $1088042.00        | $245723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $180898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $700000.00         | $236109.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $14430198.00       | $4685346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $43735836.00       | $4517260.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $216810.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $545724.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $55500000.00       | $24933805.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $494336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $67584.00          | $22934.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $116000.00         | $28066.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $6941234.00        | $2349564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $596284.00         | $261938.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $6352595.00        | $2878570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $192841.00         | $78943.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $162000.00         | $74876.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $17630587.00       | $9247901.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $27329138.00       | $14969980.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $417757.00         | $227061.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $23592387.00       | $12637329.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1995556.00        | $1040914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $287744.00         | $147279.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $15873457.00       | $8308572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $2668506.00        | $1408979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $3440596.00        | $1766498.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $23778708.00       | $13586030.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $22325129.00       | $11464895.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $437400.00         | $243105.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $87703296.00       | $48773758.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $28641593.00       | $16301230.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $349000.00         | $140349.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $376592.00         | $208859.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $90000.00          | $58033.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $618861.00         | $377156.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $755539.00         | $478446.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4715522.00        | $3557449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2846.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $2433624.00        | $1749138.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $13331999.00       | $9881857.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $49446340.00       | $35942118.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $991316.00         | $731444.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $687000.00         | $523778.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $3486473.00        | $2696718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $14073081.00       | $11352231.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $22374244.00       | $17546740.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $43355207.00       | $34992682.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $58807684.00       | $48915181.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $25843096.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $71901754.00       | $65536404.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $26420275.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1146724.00        | $1006166.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1000000.00        | $723884.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $37078443.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1285678.00        | $1139664.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $85083955.00       | $62810752.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $9262416.00        | $9043656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $31592114.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $35066865.00       | $33729822.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $28814504.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 5.0000%  | 0.0000% | $225420.00         | $209171.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 6.0000%  | 0.0000% | $1391761.00        | $1441821.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $44439604.00       | $45173978.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 4.0000%  | 0.0000% | $26603.00          | $25252.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $551504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $4000000.00        | $533896.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1011000.00        | $230940.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.5000%  | 0.0000% | $475401.00         | $88710.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.0000%  | 0.0000% | $6345000.00        | $1710055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $3000000.00        | $889886.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $4086584.00        | $1684087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $1123000.00        | $433383.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $500000.00         | $195011.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $155000.00         | $85642.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 2.0000%  | 0.0000% | $200000.00         | $112581.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $58608.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $2150000.00        | $733314.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $600000.00         | $331039.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $916000.00         | $494997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $111000.00         | $65881.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $2196410.00        | $1442754.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $374000.00         | $235811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $2601041.00        | $1686988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $44000.00          | $27356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $61389.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 2.5000%  | 0.0000% | $83246.00          | $52385.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $155000.00         | $96360.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $253999.00         | $167283.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $130000.00         | $87665.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $378000.00         | $234295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $387989.00         | $242100.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $70128.00          | $45255.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $183000.00         | $101332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $479000.00         | $321426.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $254000.00         | $179346.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $74571.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $23427.00          | $15529.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $66389.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $45656991.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.5000%  | 0.0000% | $269000.00         | $183691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $60000.00          | $44082.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $34244.00          | $26510.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $25000.00          | $17397.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $82743.00          | $52754.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $231000.00         | $184565.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $85300.00          | $65911.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $96300.00          | $77277.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $101000.00         | $72764.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $40000.00          | $31856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $65000.00          | $43741.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $41000.00          | $28466.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $15935.00          | $13120.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $18967.00          | $13705.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $8192.00           | $7168.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $22000.00          | $16886.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $100000.00         | $76886.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $559460.00         | $391986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1787872.00        | $1671783.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $48958213.00       | $42325650.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $18000.00          | $14698.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $315000.00         | $279754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $21245936.00       | $2489688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.5000%  | 0.0000% | $16400288.00       | $1516601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $2988764.00        | $1617640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 1.5000%  | 0.0000% | $14841144.00       | $8628293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 1.5000%  | 0.0000% | $100000.00         | $59377.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.5000%  | 0.0000% | $1974000.00        | $325318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $16000.00          | $12344.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $18998.00          | $14689.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $74588797.00       | $58990435.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $75931790.00       | $71731204.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $5911095.00        | $5904153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3001189.00        | $2981808.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $3100408.00        | $2454669.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $8645934.00        | $8508695.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $3946702.00        | $3791456.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $2807100.00        | $2777020.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $31170200.00       | $30196712.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1665300.00        | $1674035.00        | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                             | 2025-08-31      | 0.0000%  | 0.0000% | $1000000.00        | $1024667.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $506000.00         | $525731.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $1200000.00        | $1283171.00        | U.S. Treasuries (including strips) |

### Security 255: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR059CC07791565BN
- **C.18 - Value (incl. sponsor support):** $631998988.80
- **C.18.a - Value (excl. sponsor support):** $631998988.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $8152900.00        | $8120451.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $109500.00         | $115429.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $96839500.00       | $158348349.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $297946000.00      | $294465966.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $137377400.00      | $135333653.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $44487300.00       | $45037315.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $5271432.00        | $3218457.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $128.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $308.00            | $303.00            | U.S. Treasuries (including strips) |

### Security 256: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.340002%
- **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: TPR059CC1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR059CC17791563WE
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $831872.00         | $626360.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $2600.00           | $2570.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $7000.00           | $10170.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $6500.00           | $3112.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $22800.00          | $20381.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $24999800.00       | $25219550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $1250000.00        | $1236894.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $100000000.00      | $120195902.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $37999900.00       | $36772194.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $44000000.00       | $41574114.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $27530000.00       | $25819838.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $21000000.00       | $20412226.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2100000.00        | $1958237.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $141133000.00      | $132895360.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $442080000.00      | $391970813.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $200000000.00      | $190421620.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $8700.00           | $8803.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $311036000.00      | $321453407.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50772730.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $30000000.00       | $30483635.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $9700000.00        | $10078250.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $10460000.00       | $10912680.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $216161000.00      | $229245503.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $35270000.00       | $36978877.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $557001200.00      | $582106334.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $800.00            | $833.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1058.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $392797000.00      | $413926710.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $252184800.00      | $259765311.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1327001600.00     | $1364753930.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $201683300.00      | $203725524.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $1600.00           | $1640.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $7997100.00        | $8112831.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $579637200.00      | $588537282.00      | U.S. Treasuries (including strips) |

### Security 257: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC27791564CR
- **C.18 - Value (incl. sponsor support):** $1265029727.50
- **C.18.a - Value (excl. sponsor support):** $1265029727.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $392702500.00      | $189749959.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $53332300.00       | $33481433.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $132076600.00      | $118318821.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $196519500.00      | $189749995.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $211821800.00      | $189749936.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $200604900.00      | $189749960.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $198791500.00      | $189749968.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $192425600.00      | $189749935.00      | U.S. Treasuries (including strips) |

### Security 258: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC57791565CR
- **C.18 - Value (incl. sponsor support):** $1265029727.50
- **C.18.a - Value (excl. sponsor support):** $1265029727.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $392702500.00      | $189749959.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $169451200.00      | $151800290.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $196519500.00      | $189749995.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $211821800.00      | $189749936.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $200604900.00      | $189749960.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $198791500.00      | $189749968.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $192425600.00      | $189749935.00      | U.S. Treasuries (including strips) |

### Security 259: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **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: TPR059E0B, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR059E0B779156BCG
- **C.18 - Value (incl. sponsor support):** $368059358.40
- **C.18.a - Value (excl. sponsor support):** $368059358.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3274300.00        | $3399730.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $9596057.00        | $9948133.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1087434.00        | $1118370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1005500.00        | $1052808.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1945599.00        | $1968201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1139838.00        | $1153079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2704976.00        | $2777285.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3485515.00        | $3584245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1625356.00        | $1616389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $11197561.00       | $11514739.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1403755.00        | $1460415.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1013500.00        | $1071971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $155696.00         | $164107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8556923.00        | $8793380.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8831686.00        | $9148025.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5244033.00        | $5421645.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $11325203.00       | $11678973.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $113306302.00      | $116279875.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1678711.00        | $1746779.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4541428.00        | $4707008.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1306567.00        | $1326933.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1341031.00        | $1329649.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $5138709.00        | $5102077.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1209511.00        | $1271906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1364977.00        | $1444733.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1121200.00        | $1185348.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $3064.00           | $3218.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3748774.00        | $3875639.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1467634.00        | $1545503.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $2858500.00        | $2999977.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $74177178.00       | $76488445.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $78130910.00       | $80181352.00       | Agency Mortgage-Backed Securities |

### Security 260: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059E12, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E127791566RO
- **C.18 - Value (incl. sponsor support):** $734998897.50
- **C.18.a - Value (excl. sponsor support):** $734998897.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $83271860.00       | $72135419.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $26847926.00       | $22340680.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $107498727.00      | $97000590.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $4497582.00        | $2791176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $13856922.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $437613907.00      | $54360826.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $499906969.00      | $111869066.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2521122.00        | $2412341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $2077212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 1.6900%  | 0.0000% | $1485.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1283758.00        | $701766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $116416574.00      | $37799334.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $193721037.00      | $72364788.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $156818418.00      | $84616004.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $120673391.00      | $62597649.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $52334064.00       | $39481473.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $27728188.00       | $20155381.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $900000.00         | $676819.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $17711748.00       | $13068638.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $24414414.00       | $19355805.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $262300.00         | $339876.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $1021100.00        | $1266424.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $3171900.00        | $3328234.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4435400.00        | $4690279.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $6149500.00        | $6174492.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $4020800.00        | $4237882.00        | U.S. Treasuries (including strips) |

### Security 261: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059E14, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E147791564RO
- **C.18 - Value (incl. sponsor support):** $489999265.00
- **C.18.a - Value (excl. sponsor support):** $489999265.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $3242113.00        | $2450595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $766644.00         | $499973.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $822193.00         | $585832.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $105257579.00      | $57785344.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $31492194.00       | $21699413.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $31145923.00       | $21806937.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $35938162.00       | $28120270.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $7913064.00        | $6749843.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $31797866.00       | $26696607.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $132770355.00      | $105793537.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $168868207.00      | $133553689.00      | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $7900800.00        | $7960168.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $2394700.00        | $2379666.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $16927600.00       | $17138443.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $3249500.00        | $3283252.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $340500.00         | $345989.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $54781700.00       | $55004338.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $7296600.00        | $7715023.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $224000.00         | $231107.00         | U.S. Treasuries (including strips) |

### Security 262: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.230000%
- **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: TPR059E66, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E667791563RO
- **C.18 - Value (incl. sponsor support):** $734998897.50
- **C.18.a - Value (excl. sponsor support):** $734998897.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $3524.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $7288.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $1107.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $5201.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $27250200.00       | $23370395.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $65741037.00       | $59320883.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $32423066.00       | $28831224.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $24224139.00       | $19230279.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $149485896.00      | $21364608.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $98731264.00       | $21523775.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $733385.00         | $762292.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $24574410.00       | $25200103.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $5157632.00        | $4520369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $92436102.00       | $39706025.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $83026915.00       | $46432391.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $14671257.00       | $7746467.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $65398521.00       | $37365625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 1.5000%  | 0.0000% | $65738872.00       | $36182675.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $64616832.00       | $36637343.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $433562.00         | $264084.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $32288252.00       | $23823931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $48357000.00       | $36763104.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $182844889.00      | $179414902.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $577495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $45930923.00       | $36991638.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $457400.00         | $592677.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $69200.00          | $88897.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $29200.00          | $35082.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $109600.00         | $117766.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $3528900.00        | $3547410.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $10506700.00       | $10637567.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $47611300.00       | $48431440.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $150400.00         | $156488.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $60800.00          | $61629.00          | U.S. Treasuries (including strips) |

### Security 263: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.299998%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059ED1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR059ED17791568BN
- **C.18 - Value (incl. sponsor support):** $839998824.00
- **C.18.a - Value (excl. sponsor support):** $839998824.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $123500000.00      | $161988811.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100000000.00      | $97741190.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $104720300.00      | $100041245.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $32205200.00       | $30429605.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $115500000.00      | $130153970.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $34185600.00       | $33965927.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $225803000.00      | $251973623.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $41040800.00       | $43256586.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $38.00             | $27.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $19.00             | $17.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $12552185.00       | $7248900.00        | U.S. Treasuries (including strips) |

### Security 264: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059ED3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059ED37791565RO
- **C.18 - Value (incl. sponsor support):** $489999216.00
- **C.18.a - Value (excl. sponsor support):** $489999216.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $462761.00         | $301794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $209965066.00      | $164963874.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $31563789.00       | $6390710.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $1001543.00        | $778256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $8953572.00        | $8567246.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $228681115.00      | $131443167.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $247875421.00      | $130639268.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $22357640.00       | $17725189.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $30782201.00       | $30984237.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.5000%  | 0.0000% | $3151269.00        | $192629.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $2091012.00        | $1684050.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $6104800.00        | $6129611.00        | U.S. Treasuries (including strips) |

### Security 265: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.110001%
- **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: TPR05A01B, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05A01B7791561RO
- **C.18 - Value (incl. sponsor support):** $684999863.00
- **C.18.a - Value (excl. sponsor support):** $684999863.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $74844160.00       | $13763375.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $135153398.00      | $14734376.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7269991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $765171.00         | $515808.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $42047963.00       | $11274481.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2519593.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $5272582.00        | $4811015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $2220729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $2291094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1979693.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $3008087.00        | $2891800.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $12215766.00       | $9309561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $1207620.00        | $1146825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $3833457.00        | $2379023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10296540.00       | $7519986.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $15549908.00       | $12136572.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $10115669.00       | $7440665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8873935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $3555039.00        | $2759569.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $2470732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $4710082.00        | $4042720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3780995.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2659902.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $2487091.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1892864.00        | $1809961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2247000.00        | $2253360.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2890800.00        | $2954446.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $15269121.00       | $1876340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 4.0000%  | 0.0000% | $4597531.00        | $3513424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2098837.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 1.6900%  | 0.0000% | $19909515.00       | $12427824.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $23656682.00       | $2683511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3760808.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4382692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $666728.00         | $377413.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4567627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $19968208.00       | $11681197.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $11301845.00       | $6020662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $2058847.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2081556.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4646181.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2718594.00        | $2215499.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $3995743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1397927.00        | $753263.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1968519.00        | $1486143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1981117.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3144781.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $5737115.00        | $4910007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $4133999.00        | $3468874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6504588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $3923522.00        | $3439716.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2349927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.5000%  | 0.0000% | $15700000.00       | $3833247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $45821270.00       | $12118094.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $6200456.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $10966264.00       | $2802663.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $111180120.00      | $62176931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $20266717.00       | $11126222.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $6489673.00        | $3426567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $6087552.00        | $3385423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $816438.00         | $497295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $12928121.00       | $10428634.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $7556493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $17224044.00       | $14692109.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1943684.00        | $1909073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $11641551.00       | $11197677.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $2640404.00        | $2610390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $3006187.00        | $2883881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $872244.00         | $372821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $5017912.00        | $2337789.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $5587984.00        | $2310523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $10218288.00       | $2401103.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $3832373.00        | $2639771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $3196912.00        | $2282983.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $3411072.00        | $2774267.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $2587331.00        | $1917519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $3063384.00        | $2406176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $3813188.00        | $2843982.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.0000%  | 0.0000% | $3704703.00        | $2764302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2348944.00        | $2300055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $2751256.00        | $2715422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $2774948.00        | $2802172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $3194353.00        | $3183197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $19998976.00       | $2063754.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $3392652.00        | $2437281.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $47887540.00       | $38567450.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $16140100.00       | $14310641.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $13303800.00       | $13373581.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $14968300.00       | $15226140.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $173750700.00      | $174456841.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $10558100.00       | $10643205.00       | U.S. Treasuries (including strips) |

### Security 266: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.340002%
- **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: TPR05A146, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1467791561WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2025-10-31      | 0.0000%  | 0.0000% | $1393000.00        | $1382846.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $444354.00         | $449454.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $751361093.00      | $565738825.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $1036492.00        | $785119.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $24530.00          | $17898.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $27975745.00       | $14809627.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $52194177.00       | $52684313.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $14100.00          | $20485.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $49999900.00       | $37393040.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $150000000.00      | $143472742.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $41000000.00       | $32613223.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $31999900.00       | $23003675.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $144.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $84000000.00       | $55878553.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $10999900.00       | $10130267.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $46100.00          | $41210.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2275000.00        | $1857236.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $911900.00         | $889222.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $600.00            | $595.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $37000000.00       | $36571270.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $14000000.00       | $16827426.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $1200.00           | $1124.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $120883200.00      | $113209910.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1033.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $161270000.00      | $167843074.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $446233600.00      | $471876244.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $19435700.00       | $20089662.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $4999900.00        | $5204819.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $300.00            | $303.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $63348700.00       | $64609203.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $44110300.00       | $45219385.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $48122101.00       | $28970034.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4499419.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $94368480.00       | U.S. Treasuries (including strips)  |

### Security 267: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.260000%
- **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: TPR05A1FC, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05A1FC7791562BA
- **C.18 - Value (incl. sponsor support):** $244986476.00
- **C.18.a - Value (excl. sponsor support):** $244986476.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.0000%  | 0.0000% | $337909426.00      | $43778935.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $265400993.00      | $64663098.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 4.0000%  | 0.0000% | $434940450.00      | $63933530.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $152664015.00      | $64750356.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $204263842.00      | $15224080.00       | Agency Mortgage-Backed Securities |

### Security 268: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.340002%
- **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: TPR05A1FE, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1FE7791562WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks              | 2026-01-02      | 0.0000%  | 0.0000% | $2246000.00        | $2214203.00        | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $2500.00           | $2485.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $49999900.00       | $50669752.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $21727200.00       | $20940166.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $140001600.00      | $98503621.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $41610800.00       | $41976562.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $8206500.00        | $8289337.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $4999900.00        | $5035671.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $94993700.00       | $96618851.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $11500.00          | $11600.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $800001600.00      | $820116395.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $250258000.00      | $255067211.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $194233000.00      | $200395564.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $198010000.00      | $205381617.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $195498000.00      | $199075031.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1600.00           | $1638.00           | U.S. Treasuries (including strips)  |

### Security 269: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25C, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25C7791568CR
- **C.18 - Value (incl. sponsor support):** $3366869155.60
- **C.18.a - Value (excl. sponsor support):** $3366869155.60
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $148000.00         | $146105.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $102000.00         | $100428.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $25100.00          | $25053.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $50200.00          | $50064.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $19091300.00       | $18643819.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $24545200.00       | $24439337.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $301500.00         | $299967.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $992000.00         | $984674.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $25800.00          | $25047.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $7169800.00        | $6920908.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $18520400.00       | $18263189.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $75000000.00       | $37500225.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $338999100.00      | $142787777.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $264999900.00      | $81401079.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $168471600.00      | $84158977.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $2436600.00        | $638477.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $10340000.00       | $2485374.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $3550000.00        | $845660.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $5422000.00        | $1275157.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $5948000.00        | $1384219.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $1363400.00        | $949705.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $12999900.00       | $9541385.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $394000.00         | $286390.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $99800.00          | $71347.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $7500.00           | $4630.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4357500.00        | $2784003.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $4642700.00        | $3286443.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $374000.00         | $370168.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $44366500.00       | $39669051.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $469581500.00      | $504599991.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $82485300.00       | $83938418.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $39415300.00       | $41504419.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $8724300.00        | $8975477.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $3611400.00        | $3594176.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $462642700.00      | $504599935.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $299700.00         | $301985.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $49400.00          | $50349.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $199566000.00      | $203016934.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1945000.00        | $2006141.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $198551600.00      | $204141908.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $23800.00          | $24510.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $3277800.00        | $3313042.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $44887000.00       | $44999670.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $55000000.00       | $43510665.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $60000000.00       | $46341900.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $85000000.00       | $62578955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $114534617.00      | $77922596.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $15000000.00       | $9924930.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $15000000.00       | $9657105.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $15000000.00       | $9384735.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $98.00             | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $90346790.00       | $72289991.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $40000000.00       | $31277160.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $77000000.00       | $53127382.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $70000000.00       | $46949420.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $55000000.00       | $53534030.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $18971960.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 0.0000%  | 0.0000% | $35000000.00       | $32887085.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $35000000.00       | $31124485.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $35000000.00       | $22826300.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $50767760.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $70000000.00       | $59799180.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $75000000.00       | $46288200.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $65000000.00       | $39017225.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $28300000.00       | $16521172.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $75000000.00       | $41278725.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $209986920.00      | $110441151.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $105883816.00      | $56632594.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $85000000.00       | $44021840.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $30000000.00       | $15276960.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $40000000.00       | $19104600.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $70000000.00       | $25331530.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $70000000.00       | $31988880.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $100000000.00      | $44338600.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $55000000.00       | $23633390.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $25000000.00       | $9944250.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $2013000.00        | $789330.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $50000000.00       | $19061350.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $55000000.00       | $20445590.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $70000000.00       | $23456720.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $60000000.00       | $19087080.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $25000000.00       | $7339475.00        | U.S. Treasuries (including strips) |

### Security 270: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25D7791567CR
- **C.18 - Value (incl. sponsor support):** $1682433724.90
- **C.18.a - Value (excl. sponsor support):** $1682433724.90
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $157000300.00      | $143789225.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $105600600.00      | $89562411.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $144970900.00      | $99377420.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $175001100.00      | $128660677.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $180350900.00      | $127003319.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $22979200.00       | $16865775.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $190001200.00      | $116771885.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $168861400.00      | $105486111.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $143955300.00      | $99332881.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $199385000.00      | $144228636.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $145827500.00      | $101714426.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $250001100.00      | $176969105.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $131379400.00      | $105304409.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $150000600.00      | $147794401.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $116535600.00      | $111759383.00      | U.S. Treasuries (including strips) |

### Security 271: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.360000%
- **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: TPR05A2B4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A2B47791565JP
- **C.18 - Value (incl. sponsor support):** $834998914.50
- **C.18.a - Value (excl. sponsor support):** $834998914.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-17      | 0.0000%  | 0.0000% | $152730000.00      | $129821569.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-29      | 4.4800%  | 0.0000% | $4000000.00        | $4019302.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 1.5000%  | 0.0000% | $21928600.00       | $17602957.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $12841514.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 5.0000%  | 0.0000% | $1057308.00        | $1072771.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-28      | 2.7000%  | 0.0000% | $8188000.00        | $6618884.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-04-27      | 1.5000%  | 0.0000% | $15000000.00       | $11885345.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6250%  | 0.0000% | $1000000.00        | $1151233.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 5.5000%  | 0.0000% | $1641200.00        | $70856.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1678633.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $60243.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-01      | 2.5000%  | 0.0000% | $339941.00         | $37302.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 3.5000%  | 0.0000% | $696278.00         | $74855.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $186854.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $303747.00         | $296007.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $1425462.00        | $1424773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $153911.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $2660196.00        | $2686951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 7.0000%  | 0.0000% | $1185924.00        | $1256669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 6.0000%  | 0.0000% | $1434024.00        | $1487746.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.0000%  | 0.0000% | $81863.00          | $7639.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 2.5000%  | 0.0000% | $8933296.00        | $4327966.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%  | 0.0000% | $271595.00         | $31504.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $590000.00         | $428815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $691941.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $592006.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $2955304.00        | $3025587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.0000%  | 0.0000% | $1292882.00        | $1341265.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $6517104.00        | $5779267.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9815204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $315548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $3459000.00        | $2334322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $645612.00         | $476731.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $5822710.00        | $4625506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $500000.00         | $460273.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $2846668.00        | $2534816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $711089.00         | $678925.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $762208.00         | $659625.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $10023216.00       | $9874147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $27986880.00       | $29310742.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 3.0000%  | 0.0000% | $115765.00         | $35686.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $702476.00         | $120306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.5000%  | 0.0000% | $4405192.00        | $2431201.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $171716.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 2.0000%  | 0.0000% | $400000.00         | $303783.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.5000%  | 0.0000% | $36818.00          | $35482.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $11351600.00       | $11604409.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $1101992.00        | $1166697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $118006880.00      | $118933999.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $1420000.00        | $1218069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $100705280.00      | $98642755.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.0000%  | 0.0000% | $31391424.00       | $28920827.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-20      | 2.5000%  | 0.0000% | $472306.00         | $317977.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $27662.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $996305.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1228792.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $829445.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $1564268.00        | $1637343.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1716740.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1911840.00        | $1998734.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1206876.00        | $1259570.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1064783.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $998032.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1051246.00        | $1070466.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1779922.00        | $1861584.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1470526.00        | $1538715.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $6526266.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1949336.00        | $2047609.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $1119730.00        | $1113371.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $301319168.00      | $296740771.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1348864.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2099026.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10472.00          | Agency Mortgage-Backed Securities   |

### Security 272: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.370000%
- **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: TPR05A327, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A327779156PCG
- **C.18 - Value (incl. sponsor support):** $345012558.00
- **C.18.a - Value (excl. sponsor support):** $345012558.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $2478.00           | $2601.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $6698932.00        | $6764705.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $128634.00         | $132642.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $336177470.00      | $345000000.00      | Agency Mortgage-Backed Securities |

### Security 273: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.370000%
- **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: TPR05A32F, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05A32F7791565WE
- **C.18 - Value (incl. sponsor support):** $246008954.40
- **C.18.a - Value (excl. sponsor support):** $246008954.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks | 2027-04-23      | 4.4700%  | 0.0000% | $30260000.00       | $30416726.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks | 2025-09-03      | 0.0000%  | 0.0000% | $50053000.00       | $50018463.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks | 2025-11-14      | 0.0000%  | 0.0000% | $139677000.00      | $138442255.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks | 2025-12-26      | 0.0000%  | 0.0000% | $32479000.00       | $32043359.00       | Agency Debentures and Agency Strips |

### Security 274: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A335, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A335779156ECG
- **C.18 - Value (incl. sponsor support):** $691377562.40
- **C.18.a - Value (excl. sponsor support):** $691377562.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2700.00           | $2627.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $14035900.00       | $13546308.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $5100.00           | $5245.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $261500.00         | $265685.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $679377200.00      | $690999978.00      | U.S. Treasuries (including strips) |

### Security 275: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **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: TPR05A336, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A336779156JCG
- **C.18 - Value (incl. sponsor support):** $984579772.80
- **C.18.a - Value (excl. sponsor support):** $984579772.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.0000%  | 0.0000% | $50733774.00       | $32706299.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $239443740.00      | $163973075.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $17827.00          | $12575.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $876177.00         | $641300.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.0000%  | 0.0000% | $2280619.00        | $1492214.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $38966234.00       | $25176131.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $32250700.00       | $22076163.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $163486889.00      | $116136121.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $110090230.00      | $80652735.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $146000.00         | $109931.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 5.5000%  | 0.0000% | $289162.00         | $184917.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.0000%  | 0.0000% | $1523265.00        | $859501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $4533671.00        | $3041079.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.0000%  | 0.0000% | $19879498.00       | $14841767.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $28616046.00       | $21675996.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $1023972.00        | $764704.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 6.5000%  | 0.0000% | $126000.00         | $89689.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.0000%  | 0.0000% | $26956245.00       | $15832763.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $76099788.00       | $47983683.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.0000%  | 0.0000% | $76306848.00       | $50073880.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $37180672.00       | $27989010.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $8570717.00        | $6538869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $5396000.00        | $4096778.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.5000%  | 0.0000% | $900000.00         | $606094.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $805307.00         | $529750.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.5000%  | 0.0000% | $5294546.00        | $4263219.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 2.0000%  | 0.0000% | $349660.00         | $278892.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 2.5000%  | 0.0000% | $180166.00         | $120301.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 2.0000%  | 0.0000% | $234350.00         | $160608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2733918.00        | $1794274.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $1401026.00        | $1384567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $340259.00         | $291035.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $1663123.00        | $1576038.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $882376.00         | $848416.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $278337.00         | $234918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 6.0000%  | 0.0000% | $150000.00         | $155429.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-15      | 5.0000%  | 0.0000% | $1516079.00        | $1422849.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2683496.00        | $1995991.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1853652.00        | $858968.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 4.5000%  | 0.0000% | $426574.00         | $310751.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 5.0000%  | 0.0000% | $10516203.00       | $7714332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $2363564.00        | $605557.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1695968.00        | $945105.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $434800.00         | $410894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.5000%  | 0.0000% | $795332.00         | $771795.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2402394.00        | $1922567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $720896.00         | $563693.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $1848814.00        | $1854191.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $265139595.00      | $261110929.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2100000.00        | $1640111.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $200000.00         | $112068.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $14779731.00       | $10211088.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $300000.00         | $228309.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $4508373.00        | $2919059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $17856661.00       | $15413889.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $15623740.00       | $13827919.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $25314891.00       | $21094682.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $9946000.00        | $8552283.00        | Agency Mortgage-Backed Securities |

### Security 276: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.380001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A33E, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A33E779156DBN
- **C.18 - Value (incl. sponsor support):** $3349994640.00
- **C.18.a - Value (excl. sponsor support):** $3349994640.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $4036000.00        | $3595454.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $10933400.00       | $7062517.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $6104600.00        | $3161469.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $10573800.00       | $5325537.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $30310300.00       | $13059375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $16511600.00       | $6536992.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $64000.00          | $24655.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $18144400.00       | $6892187.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $30272600.00       | $11353618.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $1582300.00        | $585248.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $117300.00         | $42894.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $64000.00          | $22790.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $125000.00         | $42688.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $61722400.00       | $20514489.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $3535000.00        | $1127478.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $19457500.00       | $5700250.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $38555200.00       | $11050306.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $4070000.00        | $1148452.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $24741200.00       | $6896040.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $99781600.00       | $27157458.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $140250100.00      | $37787725.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $150893700.00      | $40135763.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $27776300.00       | $7302056.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $558000.00         | $144341.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $2515000.00        | $633410.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $75537100.00       | $18717338.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $52387600.00       | $12787237.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $18652900.00       | $4512584.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $311049600.00      | $74352052.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $19435800.00       | $4595653.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $115292900.00      | $26966433.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100000000.00      | $98583585.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $95297800.00       | $95927100.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $93079000.00       | $92026826.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $146500000.00      | $111909767.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $115000000.00      | $120431046.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $189529900.00      | $92461991.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $216000000.00      | $113396265.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $218000000.00      | $124255830.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $175000000.00      | $121491977.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $205798400.00      | $124258188.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $40254900.00       | $28322915.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $150000000.00      | $125254112.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $107000000.00      | $95649888.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $57868500.00       | $55816538.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $102280000.00      | $97526123.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $6900000.00        | $7007317.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $24193900.00       | $24830155.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $54272600.00       | $56947547.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5061000.00        | $5267277.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $52746100.00       | $55140593.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $10371800.00       | $10931772.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $3200000.00        | $3298459.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $48950000.00       | $36944327.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $6.00              | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $354849000.00      | $248373009.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $161575058.00      | $104217690.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $178379998.00      | $111866021.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $101.00            | $61.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $32051264.00       | $25647871.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $11303000.00       | $8839183.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $5723320.00        | $4370980.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $2329000.00        | $1651729.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $8286796.00        | $5726483.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $373000.00         | $250635.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 0.0000%  | 0.0000% | $148000.00         | $146724.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $42.00             | $39.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $161807.00         | $149192.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $811025.00         | $741233.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $49040.00          | $43587.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $228913777.00      | $149618960.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $164307723.00      | $104500369.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $2393000.00        | $2085459.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $24714000.00       | $20667601.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $2.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $6459569.00        | $5227703.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $25000.00          | $15472.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $42191605.00       | $24707994.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $90001.00          | $51976.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $11334000.00       | $6264834.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $169486040.00      | $89612185.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $2091945.00        | $544213.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $5574737.00        | $1428309.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $600000.00         | $152738.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $5789000.00        | $3111906.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $2939000.00        | $1483225.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $18795738.00       | $9330167.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $2786949.00        | $1362882.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $253414000.00      | $122022896.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $222791000.00      | $105703413.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $59105.00          | $27635.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $8121440.00        | $2966453.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $94771049.00       | $43658179.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $56249466.00       | $25516727.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $2779371.00        | $1242345.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $140594.00         | $61817.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $50000000.00       | $21308300.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $45673335.00       | $19182709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $1877124.00        | $765026.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $53485000.00       | $21477864.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $7618333.00        | $3013820.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $4637000.00        | $1809571.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $8654549.00        | $3330392.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $10526864.00       | $3950837.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $1519036.00        | $546171.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $17990990.00       | $6400403.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $207015.00         | $72833.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $30829397.00       | $10720090.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $22500033.00       | $7730741.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $12674921.00       | $4293604.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $9280000.00        | $3102007.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $14.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $319.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $6366988.00        | $2050145.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $6015000.00        | $1910966.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $7858484.00        | $2461356.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $11255224.00       | $3481534.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $147000.00         | $44913.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $5745000.00        | $1732232.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $1600000.00        | $464384.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $78000.00          | $22352.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $6985000.00        | $1981100.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $9250000.00        | $2586050.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $4240000.00        | $1168739.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $9000.00           | $2416.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $4091760.00        | $1085348.00        | U.S. Treasuries (including strips) |

### Security 277: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.380001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A3A1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A3A1779156CBN
- **C.18 - Value (incl. sponsor support):** $2524995707.50
- **C.18.a - Value (excl. sponsor support):** $2524995707.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $653200.00         | $1033431.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $6500.00           | $5254.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $86597000.00       | $112208215.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $50917000.00       | $49937978.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $138000.00         | $138617.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $7004000.00        | $6995909.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $27029700.00       | $26041009.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1137100.00        | $1055652.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $14300.00          | $14042.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $6000000.00        | $5473738.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $8431400.00        | $10129706.00       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                         | 2025-08-31      | 0.0000%  | 0.0000% | $200000.00         | $200203.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $1050000.00        | $1043408.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $36873700.00       | $34541734.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $10329300.00       | $10205425.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $234169100.00      | $273558771.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $169710300.00      | $160752329.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $13150000.00       | $16062784.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $762172500.00      | $681721921.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $200000.00         | $195580.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $33591000.00       | $31539565.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $14841000.00       | $14408853.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $7618300.00        | $7173636.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $2708500.00        | $2857174.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $20000000.00       | $20489180.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $4998300.00        | $5060096.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $1610000.00        | $1619456.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $48816900.00       | $50929560.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $15000000.00       | $15907969.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $300000.00         | $304062.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $1137100.00        | $1155413.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $2575000.00        | $2584129.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $35732200.00       | $36280410.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $212937200.00      | $225173555.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $6955000.00        | $7105828.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $520887900.00      | $536545451.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $100000.00         | $101299.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100000.00         | $100742.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $13806800.00       | $14142373.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $197137700.00      | $203032656.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $5345000.00        | $5438080.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $230200.00         | $232980.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $4219248.00        | $2001826.00        | U.S. Treasuries (including strips) |

### Security 278: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.380001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A453, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A453779156ABN
- **C.18 - Value (incl. sponsor support):** $1679997144.00
- **C.18.a - Value (excl. sponsor support):** $1679997144.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $13510100.00       | $8726957.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $604200.00         | $312905.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $3923200.00        | $1975935.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $200.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $37199000.00       | $12363720.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $2629400.00        | $741951.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $5719200.00        | $1383612.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $645000.00         | $690848.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $149.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $99250000.00       | $128603362.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $3859900.00        | $3627501.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $420256200.00      | $451569430.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $37605000.00       | $37165771.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $29042400.00       | $31600162.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1413400.00        | $1437747.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $18914300.00       | $19555215.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $196762200.00      | $202676743.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $580673100.00      | $595273221.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $68801800.00       | $69943684.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $8852300.00        | $8959222.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $1265937.00        | $839090.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $41604274.00       | $26090955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $35000785.00       | $28008118.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $4.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $411448.00         | $276469.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $299959.00         | $269162.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $46887503.00       | $30645859.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $41.00             | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $2624000.00        | $2286771.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $32.00             | $19.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $140.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $1668915.00        | $935088.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $16628.00          | $8792.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $163.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $8.00              | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $76239517.00       | $27847399.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $21.00             | $8.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $16763570.00       | $5829079.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $12661491.00       | $4289055.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $29270339.00       | $9665534.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $498.00            | $132.00            | U.S. Treasuries (including strips) |

### Security 279: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.380001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A4B8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A4B8779156BBN
- **C.18 - Value (incl. sponsor support):** $2516599288.50
- **C.18.a - Value (excl. sponsor support):** $2516599288.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $2186800.00        | $1412581.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $7506300.00        | $3887385.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $18309400.00       | $9357806.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $5524000.00        | $2782185.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $8790000.00        | $3787224.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $200.00            | $85.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $1587200.00        | $628377.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $96000.00          | $36982.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $1100800.00        | $418141.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $5969400.00        | $2238800.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $521200.00         | $190589.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $64100.00          | $22826.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $52000.00          | $18012.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $178700.00         | $60238.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $23347800.00       | $7760038.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $100.00            | $32.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $10806000.00       | $3165715.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $8513000.00        | $2439911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $7827800.00        | $2181819.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $1574900.00        | $424327.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $11951900.00       | $2961561.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $40000.00          | $9764.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $607376700.00      | $454234138.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $86117200.00       | $59464557.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $215940400.00      | $176286741.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $536732000.00      | $484719904.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $535091000.00      | $554253772.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $4247900.00        | $5105802.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $324700.00         | $390103.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $72000.00          | $71723.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $5000000.00        | $5088068.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $8000.00           | $8028.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $189400.00         | $198577.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $7000.00           | $7170.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1980800.00        | $2022280.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $53561900.00       | $55730183.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $545850380.00      | $382062515.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $37451939.00       | $25521025.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $319.00            | $211.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $9977496.00        | $6257107.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $300.00            | $183.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $19417752.00       | $11529329.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $5402740.00        | $4323348.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $3769126.00        | $2878534.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $10477415.00       | $7240281.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 0.0000%  | 0.0000% | $59022.00          | $58513.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $67000.00          | $61234.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $3535961.00        | $3081530.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $12502935.00       | $10678795.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $4603968.00        | $3850165.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $11.00             | $10.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $231000.00         | $186947.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $64.00             | $38.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $34367712.00       | $20126213.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $137.00            | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $3799783.00        | $2100319.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $32.00             | $17.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $108955135.00      | $57607739.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $1797133.00        | $966058.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $128131599.00      | $65659116.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $7362028.00        | $3654496.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $61459643.00       | $29159589.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $5262820.00        | $1922308.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $39595451.00       | $18240436.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $70.00             | $32.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $8285920.00        | $3480070.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $41477446.00       | $17166271.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $977000.00         | $398178.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $71813.00          | $28409.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $1654034.00        | $645480.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $61.00             | $23.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $24275780.00       | $9110943.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $281523.00         | $101222.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $17471267.00       | $6215508.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $6336560.00        | $2203368.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $32754530.00       | $11095532.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $5.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $13975000.00       | $4377110.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $38620000.00       | $11946170.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $11.00             | $3.00              | U.S. Treasuries (including strips) |

### Security 280: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A4B9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A4B97791562JP
- **C.18 - Value (incl. sponsor support):** $1674870522.50
- **C.18.a - Value (excl. sponsor support):** $1674870522.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $648642100.00      | $1057404940.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $107571200.00      | $139422973.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $32721600.00       | $38396601.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $460948800.00      | $479877005.00      | U.S. Treasuries (including strips) |

### Security 281: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **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: TPR05A57A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A57A779156KCG
- **C.18 - Value (incl. sponsor support):** $1964997249.00
- **C.18.a - Value (excl. sponsor support):** $1964997249.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.0000%  | 0.0000% | $1500000.00        | $1206411.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $41581158.00       | $34996698.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $7719650.00        | $6454293.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $5400000.00        | $4297955.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.5000%  | 0.0000% | $424990.00         | $277780.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.0000%  | 0.0000% | $11103983.00       | $7629631.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $668241.00         | $504902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $2602764.00        | $2215977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $3022207.00        | $2004017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $1071684.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $2300279.00        | $1790311.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $48810.00          | $35104.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $81534384.00       | $48550470.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.0000%  | 0.0000% | $26001697.00       | $18113951.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.0000%  | 0.0000% | $1200000.00        | $937054.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $2570000.00        | $2067898.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $100000.00         | $79077.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.5000%  | 0.0000% | $285000.00         | $188099.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 3.0000%  | 0.0000% | $13787150.00       | $9534590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.0000%  | 0.0000% | $78287863.00       | $60454527.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.5000%  | 0.0000% | $1865221.00        | $1514487.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $225000.00         | $180451.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $3631032.00        | $2707988.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.0000%  | 0.0000% | $347000.00         | $276797.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $355000.00         | $294186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $2483000.00        | $2029634.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $147483585.00      | $111869557.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.0000%  | 0.0000% | $1200000.00        | $813144.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.0000%  | 0.0000% | $22841954.00       | $16133326.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.5000%  | 0.0000% | $22298940.00       | $17175042.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $7143430.00        | $6162358.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $2337000.00        | $2005874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3178739.00        | $2560112.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $52684675.00       | $35563282.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1900000.00        | $948436.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.0000%  | 0.0000% | $17038986.00       | $12240346.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.5000%  | 0.0000% | $28362602.00       | $20719452.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 4.5000%  | 0.0000% | $3223309.00        | $2803802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $1829573.00        | $1581319.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $239071434.00      | $193936916.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $75514244.00       | $50647869.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $82240.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $18110114.00       | $6893732.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $476681.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $4774226.00        | $4207105.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $147460581.00      | $117392178.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $139772064.00      | $74323207.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $18536521.00       | $7323786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.5000%  | 0.0000% | $17498146.00       | $12973308.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 4.5000%  | 0.0000% | $125000.00         | $111467.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $218000.00         | $196454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $911439.00         | $745003.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $59280874.00       | $41124433.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $11738000.00       | $6213790.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $92737548.00       | $37051057.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $33593847.00       | $10555336.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.5000%  | 0.0000% | $17283161.00       | $13274521.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $83880.00          | $75737.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $6756465.00        | $5633783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $12049963.00       | $8387967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $7848710.00        | $4285845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $220410.00         | $92770.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.0000%  | 0.0000% | $3396000.00        | $3114702.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $3950000.00        | $2615953.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $146777.00         | $73971.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $15529084.00       | $6191904.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $294439.00         | $215201.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.0000%  | 0.0000% | $607838.00         | $440784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $61003000.00       | $57165249.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1981604.00        | $1668202.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8964903.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $81000.00          | $69019.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.2500%  | 0.0000% | $1462062.00        | $1293357.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $3737068.00        | $2970156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $19137351.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $211843.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $8023220.00        | $6895912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $3583098.00        | $2818473.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $5072380.00        | $3947630.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $2020788.00        | $1845216.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $4015268.00        | $1134396.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.5000%  | 0.0000% | $957581.00         | $600128.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $801613.00         | $833848.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $597240.00         | $624138.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $14439927.00       | $13131677.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $6363821.00        | $6139936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $922734.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $909832.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $6183156.00        | $5191531.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $5412232.00        | $4681176.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $918092.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1582263.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $1287261.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $468002.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2611346.00        | $2328054.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1160318.00        | $886185.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.5000%  | 0.0000% | $1002561.00        | $1046337.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $477614.00         | $480209.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $1900654.00        | $1369041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1382245.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $99025.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1376871.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $25001036.00       | $3446165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $1272247.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1712286.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $707752.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1959753.00        | $1242439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1037808.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $6644770.00        | $6950985.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1699930.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1116478.00        | $357811.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $111793.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4712932.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $292350.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $219355.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2750058.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1107534.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1201413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $138723.00         | $111414.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1439821.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2883946.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1000000.00        | $983306.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1944434.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1218549.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1086498.00        | $1132118.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $2661579.00        | $73109.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3591105.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $831061.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1788487.00        | $1164649.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $805509.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $1045457.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1533098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $835782.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $259380.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3878793.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $302941.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $41582189.00       | $36577983.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1500000.00        | $1333500.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3435248.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1765548.00        | $733285.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $4142181.00        | $2563863.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $2112320.00        | $1522341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2787375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $134882.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2031600.00        | $297223.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $263958.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1964018.00        | $185006.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $704765.00         | $649409.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $710216.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1040369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1024206.00        | $1028466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $857058.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1596682.00        | $1390098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $2142978.00        | $863053.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $215972.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $1083837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $621183.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $853730.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $941010.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1239259.00        | $999369.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $467012.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1567818.00        | $952733.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1672182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2600997.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $101947.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $2655320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $3156049.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1903410.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1474410.00        | $1411017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $24117201.00       | $19079680.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $32949938.00       | $27522100.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $766131.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1303251.00        | $458561.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $952175.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $8252686.00        | $6886445.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $5831367.00        | $4865371.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066877.00        | $761388.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278195.00         | $199106.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $232582.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $807109.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1040116.00        | $667941.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1471120.00        | $855478.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $1862841.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $427523.00         | $116920.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $705982.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4632570.00        | $809844.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $15142333.00       | $11849574.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $2026703.00        | $1647815.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1437697.00        | $415010.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2633050.00        | $266375.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $160602258.00      | $164608107.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $62097.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1200000.00        | $931147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $300000.00         | $239192.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $76859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $3900000.00        | $3299631.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $1300000.00        | $1050572.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $163881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $100000.00         | $78986.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $14716158.00       | $10619464.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2549432.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $255790.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $84560.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $332000.00         | $258789.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $34880079.00       | $28534395.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $2600000.00        | $2221860.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $200000.00         | $143875.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1000000.00        | $932646.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $62041582.00       | $51932925.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $52795771.00       | $44540648.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $700000.00         | $553049.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $21189280.00       | $17790176.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $322357.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $377274.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $55085383.00       | $32119196.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $34042595.00       | $26915768.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $69155791.00       | $50118016.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $80047393.00       | $55434806.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $3811541.00        | $2600284.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $40390577.00       | $39648481.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $2197492.00        | $1828378.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $38940681.00       | $33453057.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $19755688.00       | $16930727.00       | Agency Mortgage-Backed Securities |

### Security 282: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.389998%
- **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: TPR05A57C, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A57C7791563BO
- **C.18 - Value (incl. sponsor support):** $1674997320.00
- **C.18.a - Value (excl. sponsor support):** $1674997320.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-01-01      | 3.0000%  | 0.0000% | $2520000.00        | $561941.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-01-28      | 0.5200%  | 0.0000% | $25000000.00       | $24636444.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-01-27      | 2.8400%  | 0.0000% | $5760000.00        | $4265277.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-05-09      | 4.7500%  | 0.0000% | $65000.00          | $61389.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-06-10      | 4.4400%  | 0.0000% | $388665000.00      | $392487736.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-10-01      | 4.0000%  | 0.0000% | $7445784.00        | $1061768.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 4.0000%  | 0.0000% | $9800480.00        | $1010297.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 4.5000%  | 0.0000% | $316741.00         | $64638.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 3.0000%  | 0.0000% | $1168716.00        | $361131.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-08-01      | 3.5000%  | 0.0000% | $1150000.00        | $137721.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 4.0000%  | 0.0000% | $9400000.00        | $576795.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $4000.00           | $285.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 2.0000%  | 0.0000% | $330000.00         | $186638.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $806072.00         | $560613.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $270000.00         | $217639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 7.0000%  | 0.0000% | $1961340.00        | $1004096.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $453266.00         | $345647.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 7.0000%  | 0.0000% | $5004944.00        | $3431162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%  | 0.0000% | $42364288.00       | $34439802.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%  | 0.0000% | $3400000.00        | $1615949.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 1.5000%  | 0.0000% | $1340000.00        | $728321.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%  | 0.0000% | $120362.00         | $72284.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.0000%  | 0.0000% | $215000.00         | $132526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.5000%  | 0.0000% | $1018056.00        | $722709.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $16537920.00       | $10361975.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 4.5000%  | 0.0000% | $76163.00          | $71651.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 4.5000%  | 0.0000% | $202120000.00      | $31489759.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.0000%  | 0.0000% | $200000.00         | $127604.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $5475000.00        | $3940231.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.5000%  | 0.0000% | $1320226.00        | $1139186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $1788248.00        | $1498913.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $250000.00         | $173551.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $1500000.00        | $1007185.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-07-28      | 3.2500%  | 0.0000% | $25000000.00       | $23795890.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-27      | 4.4400%  | 0.0000% | $61149000.00       | $61164219.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-04-01      | 2.0000%  | 0.0000% | $348042.00         | $131955.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 2.5000%  | 0.0000% | $1150836.00        | $847620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 1.5000%  | 0.0000% | $70803.00          | $43492.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $425000.00         | $139691.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $15862960.00       | $6151659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $215091.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $1725000.00        | $1233488.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $210000.00         | $164004.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-09-01      | 2.0000%  | 0.0000% | $700000.00         | $425735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.5000%  | 0.0000% | $2535.00           | $2136.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-07      | 0.5000%  | 0.0000% | $25000000.00       | $24847639.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 5.0000%  | 0.0000% | $149994752.00      | $951361.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 8.5000%  | 0.0000% | $993455.00         | $546.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 5.0000%  | 0.0000% | $1798000.00        | $28801.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-09-01      | 4.0000%  | 0.0000% | $9000000.00        | $893512.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-02-01      | 3.0000%  | 0.0000% | $2100000.00        | $227260.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12132.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $150430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.5000%  | 0.0000% | $61962304.00       | $20825650.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 4.0000%  | 0.0000% | $1279340.00        | $233154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $4989752.00        | $3492755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $5020848.00        | $2794809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.0000%  | 0.0000% | $2829620.00        | $2524155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $11100576.00       | $9147513.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $4333000.00        | $4359130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $3678844.00        | $3004704.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $28335.00          | $27956.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1059200.00        | $1107513.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1146750.00        | $1179105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $2425596.00        | $436206.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 3.5000%  | 0.0000% | $339168.00         | $50933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $6400000.00        | $715915.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $15000.00          | $808.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-10-01      | 3.0000%  | 0.0000% | $25472256.00       | $3881478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $325000.00         | $73243.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $87010000.00       | $85635368.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $2620208.00        | $2564958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $77083.00          | $49758.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.5000%  | 0.0000% | $75000.00          | $44306.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.0000%  | 0.0000% | $13481800.00       | $3742436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.5000%  | 0.0000% | $2177268.00        | $861570.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1371518.00        | $1011801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 5.0000%  | 0.0000% | $24000.00          | $16050.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $40899008.00       | $35217385.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $159000.00         | $126471.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $387000.00         | $246462.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-12-01      | 2.0000%  | 0.0000% | $300000.00         | $194434.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $62829.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 2.0000%  | 0.0000% | $639000.00         | $420728.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $300000.00         | $251236.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $165000.00         | $144663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $273000.00         | $194268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.5000%  | 0.0000% | $6824744.00        | $5095058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $100000.00         | $77376.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%  | 0.0000% | $16800.00          | $13491.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $176519360.00      | $175908665.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 6.5000%  | 0.0000% | $1105930.00        | $1071698.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-02-01      | 7.0000%  | 0.0000% | $130496.00         | $549.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-04-01      | 3.0000%  | 0.0000% | $35333632.00       | $1189689.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $27548000.00       | $5395773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 2.0000%  | 0.0000% | $200000.00         | $121269.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.0000%  | 0.0000% | $212000.00         | $125607.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $1975000.00        | $958216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $1672000.00        | $1510045.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 3.5000%  | 0.0000% | $3996.00           | $2699.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-02-01      | 3.5000%  | 0.0000% | $12727328.00       | $11614050.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 5.0000%  | 0.0000% | $834000.00         | $826070.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $3000.00           | $112.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $1539262.00        | $1433646.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $1224812.00        | $876210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1186422.00        | $969128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $3524504.00        | $3440803.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 7.0000%  | 0.0000% | $3496160.00        | $3727064.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $279979.00         | $277457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $1026000.00        | $1022361.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 2.5000%  | 0.0000% | $9844704.00        | $8241725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $2625000.00        | $2524327.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-05-20      | 4.0000%  | 0.0000% | $2000000.00        | $116227.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-20      | 3.0000%  | 0.0000% | $2023688.00        | $231125.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 3.5000%  | 0.0000% | $8734320.00        | $1063448.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.5000%  | 0.0000% | $4312296.00        | $326073.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 2.5000%  | 0.0000% | $315305.00         | $83929.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.0000%  | 0.0000% | $7137600.00        | $3496157.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 3.5000%  | 0.0000% | $200000.00         | $131415.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 2.0000%  | 0.0000% | $1185000.00        | $740297.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $376916.00         | $239969.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $35119168.00       | $22536938.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 3.0000%  | 0.0000% | $1019896.00        | $665691.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 4.5000%  | 0.0000% | $173237248.00      | $152658750.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 6.5000%  | 0.0000% | $133895.00         | $73114.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 7.5000%  | 0.0000% | $309624.00         | $102847.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 4.5000%  | 0.0000% | $328567.00         | $298773.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 5.5000%  | 0.0000% | $1465264.00        | $1203007.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3731.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-15      | 3.0000%  | 0.0000% | $1927036.00        | $331477.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-15      | 3.0000%  | 0.0000% | $723021.00         | $129666.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-15      | 3.0000%  | 0.0000% | $9515250.00        | $1538532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.0000%  | 0.0000% | $9995160.00        | $9541879.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.0000%  | 0.0000% | $20155744.00       | $19288923.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $7738872.00        | $6693255.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $1326718.00        | $1379612.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3124964.00        | $3193322.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 4.5000%  | 0.0000% | $10361120.00       | $9966040.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 6.0000%  | 0.0000% | $1198380.00        | $1223102.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $8686512.00        | $8809891.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $4378150.00        | $4560975.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $480037.00         | $500110.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $1460042.00        | $1510332.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1151268.00        | $1187758.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1260722.00        | $1275346.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $4326464.00        | $4382926.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1796230.00        | $1853159.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $6889080.00        | $7166671.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1321826.00        | $1342439.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $203194.00         | $209481.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $13597.00          | $13975.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $24698592.00       | $25538866.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $186330.00         | $194897.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $3724572.00        | $3775604.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $6332080.00        | $6410166.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3363012.00        | $3406855.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $124463.00         | $129490.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2609610.00        | $2701929.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2034944.00        | $2101938.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2496796.00        | $2529204.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $4291496.00        | $4471137.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1167558.00        | $1220325.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1079644.00        | $1140286.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $10662480.00       | $11075680.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $88819.00          | $92808.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1655696.00        | $1680225.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3872896.00        | $3995646.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $8177488.00        | $8518982.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $78731.00          | $83273.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $20134144.00       | $20574668.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1583316.00        | $1650913.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4862552.00        | $5016669.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $355509.00         | $366776.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $681229.00         | $702821.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6143920.00        | $6368822.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2786260.00        | $2876623.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $7089232.00        | $7313930.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1036626.00        | $1080884.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 4.0000%  | 0.0000% | $30182320.00       | $27900128.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 3.5000%  | 0.0000% | $71968.00          | $65149.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $48134976.00       | $48889034.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 3.5000%  | 0.0000% | $137776128.00      | $125927412.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1493644.00        | $1362145.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $2171132.00        | $2197197.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $82756.00          | $86220.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1118296.00        | $1161976.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $284817.00         | $65095.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $596497.00         | $179975.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-11-15      | 6.0000%  | 0.0000% | $1025466.00        | $14770.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2026-12-20      | 8.0000%  | 0.0000% | $13402108.00       | $887.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-10-15      | 7.0000%  | 0.0000% | $884733.00         | $425.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-20      | 4.0000%  | 0.0000% | $30544.00          | $4983.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.0000%  | 0.0000% | $1090000.00        | $861237.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.0000%  | 0.0000% | $64858160.00       | $65240351.00       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1978.00           | Agency Debentures and Agency Strips |

### Security 283: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.360000%
- **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: TPR05A58B, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05A58B779156MIZ
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $188835500.00      | $192777850.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $61266200.00       | $62222233.00       | U.S. Treasuries (including strips) |

### Security 284: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A6AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AB779156GCG
- **C.18 - Value (incl. sponsor support):** $2074997302.50
- **C.18.a - Value (excl. sponsor support):** $2074997302.50
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $64953200.00       | $60571312.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $262100.00         | $252958.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $4900.00           | $4978.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $12685800.00       | $12902829.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $652370200.00      | $658045750.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $657817400.00      | $678455223.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $172110200.00      | $176962063.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $514792500.00      | $529304729.00      | U.S. Treasuries (including strips) |

### Security 285: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **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: TPR05A6AC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AC779156MCG
- **C.18 - Value (incl. sponsor support):** $2949996165.00
- **C.18.a - Value (excl. sponsor support):** $2949996165.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 2.5000%  | 0.0000% | $2297999.00        | $412918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $9869988.00        | $1550764.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $50100648.00       | $6043470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.5000%  | 0.0000% | $52630995.00       | $6374875.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $379715.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $35874003.00       | $5974427.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $290623811.00      | $36524210.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $258034.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3210000.00        | $422836.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $2308858.00        | $313019.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.0000%  | 0.0000% | $7919527.00        | $1096980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $4862.00           | $422.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.5000%  | 0.0000% | $198871.00         | $21509.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.0000%  | 0.0000% | $40110607.00       | $3266480.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $30620378.00       | $3283939.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.0000%  | 0.0000% | $5036994.00        | $648944.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $182496975.00      | $19818273.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.5000%  | 0.0000% | $10732453.00       | $1160379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.0000%  | 0.0000% | $3475000.00        | $474692.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.5000%  | 0.0000% | $5197996.00        | $625555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.0000%  | 0.0000% | $3300000.00        | $365341.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.0000%  | 0.0000% | $4269222.00        | $614042.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.5000%  | 0.0000% | $10592026.00       | $1241966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.5000%  | 0.0000% | $8000000.00        | $914755.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.0000%  | 0.0000% | $6198000.00        | $796013.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.5000%  | 0.0000% | $1500000.00        | $227436.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $352265767.00      | $175389429.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $88518595.00       | $39364775.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $31494480.00       | $11721445.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $210330.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $296707.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $55232.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $468082784.00      | $237041370.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $118163073.00      | $53679315.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1088245.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $497221642.00      | $86091511.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $27406189.00       | $3568094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $435000.00         | $57206.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $5115907.00        | $917435.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $71969789.00       | $9432621.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $5595000.00        | $728300.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.0000%  | 0.0000% | $2559996.00        | $374115.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 6.0000%  | 0.0000% | $2010097.00        | $333510.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 2.5000%  | 0.0000% | $540000.00         | $110413.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $50000000.00       | $8303610.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $117046620.00      | $16780168.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1499000.00        | $196558.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 2.5000%  | 0.0000% | $417000.00         | $86384.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $5929208.00        | $950200.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $10609335.00       | $1603801.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.5000%  | 0.0000% | $1153000.00        | $159401.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $302361.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $61270204.00       | $13232768.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $14050299.00       | $2839886.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $3103268.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.5000%  | 0.0000% | $3872000.00        | $719177.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $157394.00         | $66610.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.5000%  | 0.0000% | $910000.00         | $251995.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $507904210.00      | $124109647.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $19097406.00       | $3937772.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $5000000.00        | $993886.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $263141502.00      | $77190729.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1168202.00        | $297031.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $15436768.00       | $3563323.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.0000%  | 0.0000% | $200000.00         | $75024.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.0000%  | 0.0000% | $5166116.00        | $2034094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9688232.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $33299410.00       | $9097183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $375000.00         | $96070.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $71757.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $72770.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $31009827.00       | $13565562.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $287713473.00      | $84829765.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $4843070.00        | $1342143.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.0000%  | 0.0000% | $10061508.00       | $2519784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.5000%  | 0.0000% | $1590000.00        | $369885.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $510000.00         | $123074.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.0000%  | 0.0000% | $688919234.00      | $314874500.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $7261002.00        | $2779547.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $20889630.00       | $6567015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $930324.00         | $270639.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $750000.00         | $206444.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $500000.00         | $159086.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1415326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $90684515.00       | $42505229.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $345128.00         | $135989.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $17779418.00       | $5946031.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $5817025.00        | $1845860.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $2589660.00        | $620466.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $18221157.00       | $8744826.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $2596000.00        | $1042761.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $3293528.00        | $1107329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $134825706.00      | $66040671.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $5265364.00        | $2198186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $127968.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $845000.00         | $291755.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $86984.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1472425.00        | $379999.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $28595589.00       | $14723534.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $49168221.00       | $23957774.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $5332023.00        | $2131044.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $26654967.00       | $14085460.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $76140565.00       | $38947850.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $25326526.00       | $11491965.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $2074513.00        | $874224.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $549678.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $17923916.00       | $9693494.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $67538194.00       | $35718407.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $7604248.00        | $3725325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $200000.00         | $93902.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $205090.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.5000%  | 0.0000% | $256471.00         | $90848.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.0000%  | 0.0000% | $45323983.00       | $24789697.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $94624291.00       | $52280411.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $51019170.00       | $25879143.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $806592.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.0000%  | 0.0000% | $295637179.00      | $166854136.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $568619665.00      | $325624164.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $54506876.00       | $29351473.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $37660763.00       | $26267243.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.0000%  | 0.0000% | $3697896.00        | $2385537.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.0000%  | 0.0000% | $4851339.00        | $3008528.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 2.5000%  | 0.0000% | $200000.00         | $132886.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $5669506.00        | $4015416.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.0000%  | 0.0000% | $2349034.00        | $1582943.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 3.0000%  | 0.0000% | $3710446.00        | $2999982.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 2.5000%  | 0.0000% | $285380.00         | $228478.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.0000%  | 0.0000% | $108261.00         | $77848.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $2302828.00        | $1686183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 3.0000%  | 0.0000% | $18767569.00       | $13822640.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 2.5000%  | 0.0000% | $5628801.00        | $4172720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $5935135.00        | $4712032.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.5000%  | 0.0000% | $227005.00         | $167484.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $2653711.00        | $456476.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $1484852.00        | $389263.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $583000.00         | $98077.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.5000%  | 0.0000% | $385899.00         | $124244.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 2.5000%  | 0.0000% | $1380542.00        | $391078.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.0000%  | 0.0000% | $466000.00         | $87507.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $4800000.00        | $932475.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $6800000.00        | $1597950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 3.5000%  | 0.0000% | $1466203.00        | $711335.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.5000%  | 0.0000% | $2422000.00        | $763908.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 2.5000%  | 0.0000% | $647807.00         | $467197.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 3.5000%  | 0.0000% | $438522.00         | $145270.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.5000%  | 0.0000% | $1096540.00        | $748616.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $65943.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1641536.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.5000%  | 0.0000% | $2088632.00        | $1429952.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $148223.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 2.5000%  | 0.0000% | $829791.00         | $371147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 4.5000%  | 0.0000% | $3585495.00        | $590812.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $439452.00         | $271022.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $467183.00         | $149288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $479312.00         | $171095.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $922191.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1033974.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $960000.00         | $261460.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1336416.00        | $192277.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $858179.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.5000%  | 0.0000% | $1581223.00        | $204661.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $1959399.00        | $834657.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $139962.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.0000%  | 0.0000% | $1357294.00        | $932876.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1752329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-15      | 3.5000%  | 0.0000% | $2101674.00        | $217837.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $299162.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.5000%  | 0.0000% | $12881765.00       | $1260562.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $246020.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $866983.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1223374.00        | $560618.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $820151.00         | $436671.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $915723.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $948438.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.5000%  | 0.0000% | $1300000.00        | $394266.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $2456849.00        | $1290977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $452383.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $21693875.00       | $4405357.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $2781468.00        | $1525092.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1841729.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1214437.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $330191.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $737891.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $427766.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1101456.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $432445.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $656564.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $591665.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3568828.00        | $1668950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $301343.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $354536.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $699225.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $560107.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $943507.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $797233.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $543408.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $285329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $904171.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $2355908.00        | $948812.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $1551981.00        | $374992.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $200919.00         | $59852.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-15      | 3.5000%  | 0.0000% | $1129047.00        | $740752.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $613129.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $606249.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $904771.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $334406.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $697020.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $4888173.00        | $1710370.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 2.5000%  | 0.0000% | $11729646.00       | $3112398.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1089303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.0000%  | 0.0000% | $1200000.00        | $593074.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1311082.00        | $611725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $87256.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $65359.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $17793993.00       | $9920291.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $260066.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.5000%  | 0.0000% | $1898957.00        | $1078101.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1135679.00        | $564112.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $2864523.00        | $1560456.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $370155.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $198403.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $321678.00         | $199387.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $11788561.00       | $6635225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $616928.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $774456.00         | $155703.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.5000%  | 0.0000% | $413801.00         | $150145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $119835.00         | $64463.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $278737.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $500001.00         | $347487.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $343753.00         | $175777.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2490562.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $1192603.00        | $402809.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $219787.00         | $86181.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $249823.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12510487.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $701933.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $6982522.00        | $4317689.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $66788.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3381098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $353814.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $118126.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $253825.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $59223.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $335202.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $153882.00         | $106664.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $3985885.00        | $2632028.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $3518607.00        | $1943210.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $31662053.00       | $10265169.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 3.5000%  | 0.0000% | $350000.00         | $223140.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $2283003.00        | $1749045.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $3021349.00        | $448907.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 7.0000%  | 0.0000% | $1210263.00        | $1175228.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $238954956.00      | $220886729.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $32285588.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $5428926.00        | $3856722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $5849000.00        | $229310.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1175144.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1541404.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $17141560.00       | $6975269.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1300000.00        | $236670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $30661731.00       | $13529086.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $52226595.00       | $29205969.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $17857055.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $380752.00         | $88878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $3061890.00        | $629675.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $197826.00         | $86751.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 6.5000%  | 0.0000% | $7780891.00        | $2909693.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $357291.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $6204000.00        | $4231065.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $1264479.00        | $761430.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $300000.00         | $183063.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $20068686.00       | $13267656.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.0000%  | 0.0000% | $17278479.00       | $8968606.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $95661187.00       | $67556515.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $20278053.00       | $15975675.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $7301791.00        | $5642912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $33217166.00       | $25244597.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $3954904.00        | $2834004.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 5.5000%  | 0.0000% | $7178180.00        | $5253579.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $900000.00         | $604875.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.0000%  | 0.0000% | $275610.00         | $206201.00         | Agency Mortgage-Backed Securities |

### Security 286: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **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: TPR05A70B, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A70B7791563JP
- **C.18 - Value (incl. sponsor support):** $1964997642.00
- **C.18.a - Value (excl. sponsor support):** $1964997642.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FARM CREDIT BANKS FUNDING CORPORATION | 2043-01-26      | 3.3800%  | 0.0000% | $1251000.00        | $997639.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-04-01      | 5.5000%  | 0.0000% | $6288632.00        | $5445235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $10150000.00       | $7009734.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-04-28      | 1.5500%  | 0.0000% | $20000000.00       | $15919394.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $247813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-01      | 2.5000%  | 0.0000% | $27530368.00       | $46592.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $27866592.00       | $25641014.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $1651154.00        | $1612492.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1063716.00        | $1093432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 5.0000%  | 0.0000% | $1047394.00        | $937613.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 4.5000%  | 0.0000% | $1007068.00        | $970240.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $2366770.00        | $2398031.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $30299456.00       | $30963326.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $15975616.00       | $14550294.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $6401632.00        | $6492174.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2062-09-01      | 3.0000%  | 0.0000% | $125000000.00      | $87057955.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1573290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 6.0000%  | 0.0000% | $1271500.00        | $1320515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $17067872.00       | $14488425.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10297935.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $98722000.00       | $51408952.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $1315000.00        | $890100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $116131072.00      | $112576532.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $22452864.00       | $15903184.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $991465.00         | $678288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $347900.00         | $256256.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.5000%  | 0.0000% | $860769.00         | $668465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $938000.00         | $773894.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $16399584.00       | $12680442.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $169078400.00      | $157935033.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $15861120.00       | $15399950.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $26792280.00       | $24630117.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1014672.00        | $1057578.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $3033604.00        | $3217827.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $948304.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $4171492.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 3.0000%  | 0.0000% | $1530000.00        | $127665.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $7661.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-01-20      | 3.5000%  | 0.0000% | $1478314.00        | $144449.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $79973.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-09-20      | 4.0000%  | 0.0000% | $1875000.00        | $134597.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 2.5000%  | 0.0000% | $147650048.00      | $25451242.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-01-20      | 2.5000%  | 0.0000% | $72300000.00       | $11975974.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-05-20      | 6.5000%  | 0.0000% | $534789.00         | $66179.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $145697.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 5.5000%  | 0.0000% | $3014130.00        | $586640.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $478007.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.0000%  | 0.0000% | $9065000.00        | $6882375.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-06-20      | 7.0000%  | 0.0000% | $83076.00          | $10378.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-02-20      | 2.0000%  | 0.0000% | $128910.00         | $104004.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-12-20      | 5.0000%  | 0.0000% | $365359.00         | $319193.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 6.0000%  | 0.0000% | $45100000.00       | $37349366.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $26819.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 4.0000%  | 0.0000% | $8926272.00        | $2260625.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $260781.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5597652.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1123106.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.0000%  | 0.0000% | $13902368.00       | $11673453.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $13132256.00       | $12679055.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.5000%  | 0.0000% | $6395544.00        | $6048775.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $15383280.00       | $15400215.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $2318653.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $2127632.00        | $2110875.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $12090528.00       | $12449823.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1500272.00        | $1584279.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $15298672.00       | $15546522.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 4.5000%  | 0.0000% | $1084282.00        | $1034916.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1508127.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1327132.00        | $1398817.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3027236.00        | $3066701.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2191852.00        | $2217724.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $5322736.00        | $5383591.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $8602912.00        | $8711942.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2955952.00        | $3001277.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1093104.00        | $1110523.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $18976960.00       | $19470165.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $4983760.00        | $4953154.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3394548.00        | $3525956.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1136202.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2999896.00        | $3131644.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3921480.00        | $3983815.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $6434776.00        | $6530307.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1305580.00        | $1366120.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $8711504.00        | $8782875.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4071112.00        | $4202644.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $8319904.00        | $8449568.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $3066713.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $6750784.00        | $6853914.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.0000%  | 0.0000% | $3222672.00        | $3214299.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $6949472.00        | $7060349.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $9939408.00        | $10123702.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $45189632.00       | $45824356.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 4.5000%  | 0.0000% | $285449728.00      | $268421849.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 4.5000%  | 0.0000% | $407166464.00      | $389055384.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $121041792.00      | $120101107.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $46238848.00       | $46963202.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 4.5000%  | 0.0000% | $133943808.00      | $129250691.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1068372.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $216427.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-15      | 6.5000%  | 0.0000% | $7869772.00        | $16904.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-09-20      | 6.5000%  | 0.0000% | $5847680.00        | $19564.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-20      | 6.0000%  | 0.0000% | $1739966.00        | $21076.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-20      | 4.0000%  | 0.0000% | $92583040.00       | $17615447.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1401279.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 4.0000%  | 0.0000% | $1329410.00        | $605331.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1045152.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6408977.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $77325920.00       | $74886676.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $143298.00         | Agency Mortgage-Backed Securities   |

### Security 287: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **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: TPR05A70C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A70C779156LCG
- **C.18 - Value (incl. sponsor support):** $1964998821.00
- **C.18.a - Value (excl. sponsor support):** $1964998821.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $429044658.00      | $234800511.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.5000%  | 0.0000% | $1857000.00        | $1558979.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 2.5000%  | 0.0000% | $621650.00         | $422387.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.5000%  | 0.0000% | $18746776.00       | $14270517.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $280827342.00      | $230564154.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $71342361.00       | $48378894.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $19853870.00       | $10955003.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $26311.00          | $11251.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $267857259.00      | $228625053.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $41495237.00       | $29293564.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1117278.00        | $507896.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $100000.00         | $92814.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $4999000.00        | $4579074.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $50925788.00       | $45714066.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $30324527.00       | $23288981.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $525000.00         | $310881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $127673925.00      | $61231756.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.5000%  | 0.0000% | $2189632.00        | $1698186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $7344646.00        | $5306491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $79000.00          | $73507.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $251821.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $100000.00         | $92489.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $2985000.00        | $2508276.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $203076847.00      | $128492052.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $126040675.00      | $62579161.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 2.5000%  | 0.0000% | $773524.00         | $565439.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $7580321.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.5000%  | 0.0000% | $92000.00          | $86168.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.0000%  | 0.0000% | $598497.00         | $565418.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $94261908.00       | $78062583.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $477624.00         | $305672.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $515397368.00      | $247293048.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $293947.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.5000%  | 0.0000% | $1055879.00        | $1048567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $1232363.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $289609.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $243908.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2072696.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $244443.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1154427.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $198084.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4418838.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1226489.00        | $573776.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $3852301.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $6144942.00        | $4554359.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $255970.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1384943.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $4026032.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1099769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $142142.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $6107833.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2307080.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $203211.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $635779.00         | $446319.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $12168581.00       | $12751849.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $2734937.00        | $2877046.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1896887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2165588.00        | $1813796.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1313592.00        | $1367711.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1219592.00        | $926783.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1043093.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1067393.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $593113.00         | $626003.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $435838.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1280599.00        | $959731.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $1396183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $2184190.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $2144677.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $676853.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $98942.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1204360.00        | $402411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $821423.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1119122.00        | $1157916.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1033942.00        | $1059667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1162027.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $1367866.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $892379.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2158434.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $285608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $3814042.00        | $3365392.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $85840.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $2328440.00        | $2019262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $4823067.00        | $4722206.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $2107657.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $1245022.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1559694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1056204.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4495538.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3739710.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $560679.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $1254617.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1904130.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1761794.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2417012.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1717690.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $1248530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $4993383.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1604694.00        | $1104582.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2837586.00        | $1987458.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $5249733.00        | $3753994.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $3282793.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $3054177.00        | $2385893.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2085011.00        | $1484191.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $2022081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1763456.00        | $1794031.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $990560.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1033556.00        | $552405.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $573384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $982492.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1413723.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $855685.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5544353.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $1129757.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $99437.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1381480.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $7083440.00        | $7177505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1199757.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1156940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $2035061.00        | $1575678.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1716395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1272653.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1131649.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1112119.00        | $285834.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $916018.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $1079098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $1088431.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $151347.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1530318.00        | $1453540.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1489369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1823626.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $978108.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $81846.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1181457.00        | $865442.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $767793.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $180065.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $205614.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1021116.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1726177.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $283316.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $802232.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $333443.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1563439.00        | $1506271.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1325091.00        | $1022810.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1810053.00        | $1872597.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $1050035.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $2111288.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $782752.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $2433040.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1181073.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $744621.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $9018458.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $4994083.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $105817.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $2138590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1264542.00        | $1329166.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1089185.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1051216.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1379439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1545066.00        | $1208749.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $1200699.00        | $1174251.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $1423138.00        | $1391090.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2343806.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $2367628.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1791847.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1173326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $4438761.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1149340.00        | $1041303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1226721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $2203816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $120313.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1276071.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $698967.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $728285.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $90205.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5577248.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53846.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1577696.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2444277.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1612541.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1445520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $195513.00         | $150055.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1141932.00        | $1191678.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $722437.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1094614.00        | $356136.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $953513.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.5000%  | 0.0000% | $1497927.00        | $1482828.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1263465.00        | $1315098.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $1102580.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1780347.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $1037221.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1189528.00        | $1210618.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2809265.00        | $2643409.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $2864295.00        | $2485738.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $788600.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $1038795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $195571.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $797086.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1327098.00        | $1408378.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $948061.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $957289.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $202716.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $1182118.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2579669.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $10077047.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1872077.00        | $1778877.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6979934.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9404074.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5744117.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $2252904.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $2274896.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3533275.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $189444.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $164544.00         | $174756.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $35534702.00       | $35176487.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $996393.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1007026.00        | $1042831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1479687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $718401.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $960521.00         | $723119.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $800000.00         | $659818.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8562495.00        | $5642795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $500000.00         | $444707.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $20000000.00       | $16597499.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $70232902.00       | $64370055.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $25886009.00       | $21249584.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $25809600.00       | $20667279.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $25343686.00       | $22092436.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $26961327.00       | $23555328.00       | Agency Mortgage-Backed Securities |

### Security 288: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **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: TPR05A892, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A892779156HCG
- **C.18 - Value (incl. sponsor support):** $490278222.00
- **C.18.a - Value (excl. sponsor support):** $490278222.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $1330000.00        | $1135564.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $13951254.00       | $12660682.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $80894642.00       | $53255601.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $68842538.00       | $35451684.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2556086.00        | $1075286.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $3254276.00        | $2671817.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $30222589.00       | $14020864.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $434102.00         | $185623.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2945750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1776388.00        | $1837024.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $689920.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1602394.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $11654062.00       | $10764063.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1082276.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $538324.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1367839.00        | $1175058.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $450192.00         | $348938.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1122824.00        | $1005485.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1136102.00        | $454752.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1664329.00        | $1345461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000587.00        | $832414.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $522307.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $462328.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $277486.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1971330.00        | $1433958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1243178.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1059316.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1370135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $914811.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $956144.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4770326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1317833.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $10761350.00       | $8513555.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $199854.00         | $166932.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $860929.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1101297.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $1059197.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1533120.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $1566094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $2333822.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2195408.00        | $1870746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2271782.00        | $1985035.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1421428.00        | $1103209.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $5653246.00        | $4470946.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $4617026.00        | $3422718.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3852156.00        | $2628873.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $14198943.00       | $10306519.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $5098.00           | $3274.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2274911.00        | $1851064.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1114910.00        | $353602.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2114431.00        | $1829828.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $460522.00         | $315250.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $751329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $2288009.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $3843935.00        | $1798269.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $1096873.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $681746.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1176566.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1712827.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $431436.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $94514.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2086856.00        | $1491781.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2020447.00        | $950110.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3282369.00        | $2561396.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $543087.00         | $402957.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2348165.00        | $2033461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $718725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $1116586.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $848941.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1682111.00        | $533775.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278231.00         | $202955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1236199.00        | $936401.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $833695.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1459868.00        | $1523273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1823362.00        | $255470.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $193715.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $1088484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $1151725.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1326945.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $858877.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $973744.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $582486.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $121679.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $203066.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $267449.00         | $79488.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $199191.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $569346.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $20761334.00       | $19102931.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $1807312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $1379285.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $1091613.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $2112567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $942258.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1739184.00        | $640183.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $310740.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $4479001.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.5000%  | 0.0000% | $504250.00         | $537583.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1196989.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $178203789.00      | $182984419.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $6536879.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $50359648.00       | $38205521.00       | Agency Mortgage-Backed Securities |

### Security 289: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.380001%
- **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: TPR05A898, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A8987791562BO
- **C.18 - Value (incl. sponsor support):** $979999804.00
- **C.18.a - Value (excl. sponsor support):** $979999804.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2033-12-21      | 4.0000%  | 0.0000% | $1000000.00        | $972511.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-12      | 0.9400%  | 0.0000% | $20000000.00       | $19631478.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-06-10      | 4.0000%  | 0.0000% | $2740000.00        | $2734980.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-06-14      | 4.1250%  | 0.0000% | $20000000.00       | $20496135.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-11-17      | 4.6250%  | 0.0000% | $45000.00          | $46002.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-23      | 1.5700%  | 0.0000% | $15000000.00       | $13530440.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-12-22      | 2.0400%  | 0.0000% | $18400000.00       | $10910035.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $36593000.00       | $25361153.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-07      | 4.5600%  | 0.0000% | $157500000.00      | $158550525.00      | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 3.5000%  | 0.0000% | $624322.00         | $73447.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $14440864.00       | $1811774.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 3.5000%  | 0.0000% | $1667114.00        | $201373.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.0000%  | 0.0000% | $603000.00         | $282635.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.0000%  | 0.0000% | $37906240.00       | $25958510.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 3.0000%  | 0.0000% | $1696018.00        | $830880.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $20230400.00       | $12041486.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 2.5000%  | 0.0000% | $32796032.00       | $20908800.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $286292992.00      | $187975852.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.0000%  | 0.0000% | $9993400.00        | $8294806.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 5.5000%  | 0.0000% | $538490.00         | $503656.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $7191087.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 7.0000%  | 0.0000% | $3942324.00        | $1792116.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $6354968.00        | $2708020.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 3.5000%  | 0.0000% | $93670.00          | $64544.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 5.0000%  | 0.0000% | $999480.00         | $776529.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.5000%  | 0.0000% | $1370000.00        | $1304324.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 7.0000%  | 0.0000% | $5252296.00        | $4966619.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $34375232.00       | $36011726.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $1451018.00        | $1519628.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $3467212.00        | $3516180.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $4530408.00        | $4906490.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $20725151.00       | $22049011.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $4705792.00        | $4750321.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $3614888.00        | $3550062.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $187996.00         | $179990.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 4.5000%  | 0.0000% | $22125984.00       | $21252828.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1190142.00        | $1235168.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $5703280.00        | $5773877.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $7650704.00        | $7749251.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1523340.00        | $1531229.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $5756820.00        | $5661126.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $3900696.00        | $4037666.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $3260090.00        | $3206199.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $25017696.00       | $25810624.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 4.5000%  | 0.0000% | $20497984.00       | $19689684.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1062130.00        | $1077536.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $362778.00         | $375530.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $20033952.00       | $20856378.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1937338.00        | $2018348.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1069726.00        | $1115396.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2171430.00        | $2293409.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1715486.00        | $1771961.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3887056.00        | $4010255.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $500140.00         | $515992.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4935696.00        | $5095764.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 3.5000%  | 0.0000% | $388764.00         | $350567.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.0000%  | 0.0000% | $8118896.00        | $7943645.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 3.0000%  | 0.0000% | $170442.00         | $148320.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $117808160.00      | $116278657.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 2.0000%  | 0.0000% | $142654.00         | $116494.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $131874048.00      | $134382116.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 5.0000%  | 0.0000% | $910987.00         | $910727.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.5000%  | 0.0000% | $2663012.00        | $2780486.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1195510.00        | $1215157.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1035774.00        | $1072060.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-15      | 5.5000%  | 0.0000% | $1333957.00        | $73303.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 3.0000%  | 0.0000% | $373052.00         | $174250.00         | Agency Mortgage-Backed Securities   |

### Security 290: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.450000%
- **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: TPR05A95E, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A95E7791565BO
- **C.18 - Value (incl. sponsor support):** $245999803.20
- **C.18.a - Value (excl. sponsor support):** $245999803.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2027-05-26      | 4.0000%  | 0.0000% | $20000000.00       | $20146867.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-12-04      | 4.7000%  | 0.0000% | $20000000.00       | $20363884.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-09-27      | 1.9000%  | 0.0000% | $15901000.00       | $13414389.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-20      | 3.5000%  | 0.0000% | $1230698.00        | $155744.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 5.0000%  | 0.0000% | $2945760.00        | $230639.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.5000%  | 0.0000% | $1446010.00        | $268579.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 2.5000%  | 0.0000% | $92184000.00       | $60551202.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 4.5000%  | 0.0000% | $200000.00         | $151495.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.5000%  | 0.0000% | $5001.00           | $3847.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 6.0000%  | 0.0000% | $45018.00          | $37281.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-15      | 3.0000%  | 0.0000% | $2206600.00        | $1725437.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.0000%  | 0.0000% | $6925392.00        | $7153265.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $1206054.00        | $1134659.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $12120496.00       | $12250444.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $73356.00          | $76872.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $7958728.00        | $8288214.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $731675.00         | $753363.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $215616.00         | $216237.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1542358.00        | $1627104.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $358214.00         | $370527.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $2358808.00        | $2435893.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3433364.00        | $3542180.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1207504.00        | $1258031.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1176230.00        | $1227948.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2314070.00        | $2382302.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $347317.00         | $359005.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $33724735.00       | $35102052.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $9257408.00        | $9541437.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 4.5000%  | 0.0000% | $15118496.00       | $14541998.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $15281760.00       | $15749226.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $551100.00         | $575771.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $8329800.00        | $8469503.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $764551.00         | $786906.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1643846.00        | $1666933.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 3.5000%  | 0.0000% | $445625.00         | $399861.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 2.5000%  | 0.0000% | $570426.00         | $483281.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $4261304.00        | $4315747.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $1074596.00        | $1088137.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-20      | 6.0000%  | 0.0000% | $223578.00         | $5061.00           | Agency Mortgage-Backed Securities   |

### Security 291: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **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: TPR05A9B9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A9B97791564JP
- **C.18 - Value (incl. sponsor support):** $1967999606.40
- **C.18.a - Value (excl. sponsor support):** $1967999606.40
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-15      | 0.0000%  | 0.0000% | $50000.00          | $26421.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $22045312.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-06-30      | 5.0000%  | 0.0000% | $8650000.00        | $8251100.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2034-08-17      | 5.0000%  | 0.0000% | $14250000.00       | $14155789.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 2.5000%  | 0.0000% | $2621444.00        | $383222.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2025-11-28      | 0.0000%  | 0.0000% | $50000000.00       | $49504600.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12686785.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $8735039.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7594340.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $6386000.00        | $5239496.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-01-11      | 2.6900%  | 0.0000% | $18037000.00       | $15053115.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3576080.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $17841814.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-06-09      | 4.9800%  | 0.0000% | $1641000.00        | $1574301.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 4.0000%  | 0.0000% | $927263.00         | $518474.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-27      | 1.5500%  | 0.0000% | $15000000.00       | $12016827.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-27      | 1.6000%  | 0.0000% | $15000000.00       | $12069948.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-04-13      | 1.5200%  | 0.0000% | $15000000.00       | $11934708.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 2.0000%  | 0.0000% | $5175256.00        | $4371321.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $458500096.00      | $438896747.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 3.5000%  | 0.0000% | $500933.00         | $36378.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-08-20      | 2.5000%  | 0.0000% | $409791.00         | $67433.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-10-20      | 2.5000%  | 0.0000% | $879142.00         | $153709.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-03-20      | 2.5000%  | 0.0000% | $68948.00          | $6476.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-09-20      | 2.5000%  | 0.0000% | $1081204.00        | $111221.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 6.0000%  | 0.0000% | $950000.00         | $125538.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-09-20      | 3.0000%  | 0.0000% | $2964608.00        | $426400.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6399865.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-03-20      | 2.5000%  | 0.0000% | $600000.00         | $106274.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $69557120.00       | $17685802.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-20      | 7.0000%  | 0.0000% | $136613.00         | $69725.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-11-20      | 2.0000%  | 0.0000% | $279267.00         | $149004.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 2.5000%  | 0.0000% | $288252.00         | $181753.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 6.5000%  | 0.0000% | $189355.00         | $169080.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-20      | 3.0000%  | 0.0000% | $276346.00         | $193685.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $23601.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $131273.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 6.0000%  | 0.0000% | $1600000.00        | $951068.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-02-20      | 7.5000%  | 0.0000% | $99498.00          | $63396.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $68850.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 4.0000%  | 0.0000% | $2494188.00        | $1989578.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.0000%  | 0.0000% | $5770424.00        | $4716814.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 7.5000%  | 0.0000% | $380203.00         | $243371.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 2.0000%  | 0.0000% | $258661.00         | $197448.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-04-20      | 2.5000%  | 0.0000% | $46079.00          | $38667.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-20      | 5.0000%  | 0.0000% | $90314.00          | $80474.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 3.5000%  | 0.0000% | $200000.00         | $154044.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-05-20      | 2.5000%  | 0.0000% | $53713.00          | $36880.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $257645.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-04-20      | 3.0000%  | 0.0000% | $87300.00          | $59755.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $498500.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $185296.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $58660.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $106607.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-20      | 4.0000%  | 0.0000% | $1503856.00        | $694959.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-15      | 5.0000%  | 0.0000% | $1211567.00        | $45923.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $885671.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $295953.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4674885.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 2.5000%  | 0.0000% | $1788730.00        | $1015521.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $47872.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $112107.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $135107.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $82995.00          | $57015.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 3.5000%  | 0.0000% | $500000.00         | $74794.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 3.0000%  | 0.0000% | $110000.00         | $78007.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $670607.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.0000%  | 0.0000% | $500000.00         | $390705.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 3.5000%  | 0.0000% | $3000000.00        | $1925250.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $451268.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.0000%  | 0.0000% | $13977552.00       | $12516543.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-15      | 3.0000%  | 0.0000% | $264000.00         | $28431.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 4.0000%  | 0.0000% | $3561130.00        | $194690.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1813685.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1003513.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $801409.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1461106.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.0000%  | 0.0000% | $1454226.00        | $1486988.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $824825.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 5.0000%  | 0.0000% | $3526092.00        | $3461730.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 6.0000%  | 0.0000% | $5985368.00        | $6122741.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 6.0000%  | 0.0000% | $1681208.00        | $1722396.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.0000%  | 0.0000% | $7056272.00        | $6955017.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1112622.00        | $1124875.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $1126590.00        | $1172293.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.5000%  | 0.0000% | $1272472.00        | $1210073.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.0000%  | 0.0000% | $1590664.00        | $1580941.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2664697.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $1186899.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1697844.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1321181.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1072609.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $2075108.00        | $2061013.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $1407760.00        | $1462124.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $2088784.00        | $2133352.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1787040.00        | $1808433.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1730208.00        | $1759962.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1335387.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12882785.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1628280.00        | $1663103.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $5061912.00        | $5025516.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $1245278.00        | $1258665.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1721695.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $2216048.00        | $2239823.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1194036.00        | $1218369.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2173710.00        | $2264598.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $2460687.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $3373560.00        | $3432371.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $6957121.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2252988.00        | $2287985.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3608760.00        | $3807489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $5830700.00        | $6124640.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $7456576.00        | $7557904.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $20481886.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1040606.00        | $1058457.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1161488.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $93998.00          | $95637.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $4313880.00        | $4376634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $2092280.00        | $2132299.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1246596.00        | $1300662.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $10763232.00       | $11222742.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1145960.00        | $1168055.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3669323.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1108380.00        | $1154734.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $6927824.00        | $7031310.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $4507288.00        | $4579201.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1079078.00        | $1141016.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $7880920.00        | $8241524.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.5000%  | 0.0000% | $557566976.00      | $528114432.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 6.0000%  | 0.0000% | $257182720.00      | $253024574.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $62130432.00       | $61537353.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.5000%  | 0.0000% | $4427672.00        | $4607047.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 4.5000%  | 0.0000% | $224907776.00      | $216701891.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $95328.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2175681.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 5.5000%  | 0.0000% | $4203408.00        | $4208672.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26860822.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $17901056.00       | $18112679.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $83392.00          | $84863.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $1416230.00        | $1482506.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1481383.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $1176098.00        | $1176765.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-02-15      | 4.0000%  | 0.0000% | $466831.00         | $58275.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-20      | 5.0000%  | 0.0000% | $26243935.00       | $783850.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $20216.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $128266.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1044469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 4.0000%  | 0.0000% | $9005840.00        | $6682414.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $89683.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $6224190.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.0000%  | 0.0000% | $17200000.00       | $12733699.00       | Agency Mortgage-Backed Securities   |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05AA1B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AA1B779156BBA
- **C.18 - Value (incl. sponsor support):** $837000000.00
- **C.18.a - Value (excl. sponsor support):** $837000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $18100.00          | $18051.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $23300.00          | $22754.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $2284900.00        | $2224809.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $392900.00         | $389998.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $2144400.00        | $2069959.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $100.00            | $40.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $45894800.00       | $17994754.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $22553500.00       | $23248688.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $44471400.00       | $45329439.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $147.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1455200.00        | $1392083.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $31548400.00       | $26469668.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $34787700.00       | $34894709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $815000.00         | $1056321.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $400.00            | $467.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $9800000.00        | $9519363.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $2523700.00        | $2711902.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $2873000.00        | $2720901.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $3352100.00        | $3502190.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $732000.00         | $734424.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $83475100.00       | $84165997.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $53292900.00       | $54898852.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $210213824.00      | $166300787.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $38.00             | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $205179392.00      | $194632761.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $653.00            | $597.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $51.00             | $47.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $24999858.00       | $22010550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $268300.00         | $224388.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $190539366.00      | $154223706.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $1471689.00        | $652526.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $6890179.00        | $2740706.00        | U.S. Treasuries (including strips) |

### Security 293: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05AAA5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AAA5779156EBA
- **C.18 - Value (incl. sponsor support):** $1673989286.40
- **C.18.a - Value (excl. sponsor support):** $1673989286.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $550390000.00      | $125570928.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $3400000.00        | $3346966.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1893500.00        | $1826680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $186000000.00      | $153103011.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $12142100.00       | $12376372.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $16426900.00       | $20185028.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $14800000.00       | $17792351.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $24999400.00       | $25309228.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $87307300.00       | $88984707.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $12988400.00       | $13281234.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $29989600.00       | $30390446.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $203016364.00      | $153138695.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $313548797.00      | $219144271.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $228244224.00      | $151020530.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $239030784.00      | $234938099.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $196536064.00      | $189718031.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $995072.00         | $943923.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $20991532.00       | $19200555.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $102141529.00      | $88154677.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $105809536.00      | $87572416.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $49998719.00       | $22493774.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $65849959.00       | $27825559.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $6890209.00        | $2740719.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $18399957.00       | $6481900.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $50000000.00       | $13591900.00       | U.S. Treasuries (including strips) |

### Security 294: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.349999%
- **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: TPR05AAA6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AAA6779156KBA
- **C.18 - Value (incl. sponsor support):** $1967989176.00
- **C.18.a - Value (excl. sponsor support):** $1967989176.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-02-17      | 0.6250%  | 0.0000% | $16080000.00       | $15826842.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-06-16      | 5.1700%  | 0.0000% | $22285000.00       | $22592145.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-09-08      | 4.0000%  | 0.0000% | $2388000.00        | $2292585.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-06-15      | 3.8200%  | 0.0000% | $12718000.00       | $11866278.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 4.5000%  | 0.0000% | $1575994.00        | $142465.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 3.0000%  | 0.0000% | $189234891.00      | $31515025.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $22751614.00       | $11327790.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.0000%  | 0.0000% | $400000000.00      | $182822302.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.0000%  | 0.0000% | $560043.00         | $274322.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.5000%  | 0.0000% | $168877778.00      | $119120617.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.0000%  | 0.0000% | $135442541.00      | $92712764.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $8733672.00        | $5001400.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $1136.00           | $676.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $1596132.00        | $1285502.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 5.5000%  | 0.0000% | $82925953.00       | $66016681.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 5.0000%  | 0.0000% | $20255961.00       | $18253989.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 4.0000%  | 0.0000% | $87057761.00       | $77808596.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 4.5000%  | 0.0000% | $125349613.00      | $116342049.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 3.0000%  | 0.0000% | $5000416.00        | $1015430.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 4.0000%  | 0.0000% | $295489283.00      | $269466640.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 4.0000%  | 0.0000% | $2215.00           | $2016.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $3599625.00        | $3756221.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $5649240.00        | $5742937.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $270531.00         | $279437.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $171542.00         | $177295.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $129443.00         | $134356.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 4.5000%  | 0.0000% | $75998474.00       | $71464951.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 4.0000%  | 0.0000% | $928108852.00      | $848266516.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $148224.00         | $150169.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $6579327.00        | $6704457.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $44054802.00       | $45000199.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1085264.00        | $1127655.00        | Agency Mortgage-Backed Securities   |

### Security 295: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.280000%
- **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: TPR05AB01, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05AB017791569RO
- **C.18 - Value (incl. sponsor support):** $3245000000.00
- **C.18.a - Value (excl. sponsor support):** $3245000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $57155.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 3.0000%  | 0.0000% | $5000000.00        | $52025.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $9920654.00        | $1998164.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $219537.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $52839359.00       | $4141135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 2.5000%  | 0.0000% | $2040000.00        | $127800.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-12-01      | 3.5000%  | 0.0000% | $5600000.00        | $81300.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.0000%  | 0.0000% | $1500000.00        | $77751.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $8443159.00        | $1865275.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 3.0000%  | 0.0000% | $1817610.00        | $605816.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 3.0000%  | 0.0000% | $70000000.00       | $24346173.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $3299924.00        | $2626207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $86688069.00       | $65396550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $8160744.00        | $8016860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $1062000.00        | $586525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $75623097.00       | $60299954.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $2911000.00        | $2394034.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $3928096.00        | $1601895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $4448420.00        | $3982126.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1180175.00        | $963697.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.5000%  | 0.0000% | $1060070.00        | $844715.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1534134.00        | $1431443.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1694851.00        | $1724308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $3429036.00        | $3466691.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1705793.00        | $1508832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1430246.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1360928.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $3476979.00        | $3540299.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1565951.00        | $1620973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.0000%  | 0.0000% | $250000.00         | $106761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $3008682.00        | $1386776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $21236040.00       | $15910092.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1209574.00        | $944062.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $17540990.00       | $12902423.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1798405.00        | $1395997.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $13800.00          | $12683.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1339913.00        | $1208708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4738697.00        | $4694016.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 5.0000%  | 0.0000% | $2989837.00        | $1464679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 5.9390%  | 0.0000% | $3837054.00        | $2810681.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $39877963.00       | $1711422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-09-01      | 2.5000%  | 0.0000% | $1997250.00        | $59482.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $4059641.00        | $1196465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $9453.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $11226035.00       | $1838631.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.0000%  | 0.0000% | $24417324.00       | $3804944.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1112965.00        | $1147875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 7.0000%  | 0.0000% | $1097290.00        | $834900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1145376.00        | $964859.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1165238.00        | $1223809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $1005806.00        | $865403.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1834699.00        | $1835397.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $2516270.00        | $2515139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1061635.00        | $1116060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1696704.00        | $1787968.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1556021.00        | $1557817.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1552815.00        | $1361424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1268346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1277452.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $3563873.00        | $3648718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1432707.00        | $1433499.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1001600.00        | $1005388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1458364.00        | $1459285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $149149.00         | $133878.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $6193504.00        | $6282479.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.0000%  | 0.0000% | $4631568.00        | $898997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1396322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 4.5000%  | 0.0000% | $6759936.00        | $1762035.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-09-01      | 4.0000%  | 0.0000% | $706104.00         | $569201.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $15127995.00       | $3963388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $6470265.00        | $2146490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $9256626.00        | $2179761.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $5653072.00        | $2781411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $8462265.00        | $2743599.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $23304000.00       | $4413323.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $9811000.00        | $2904427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $19944688.00       | $3564411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.0000%  | 0.0000% | $9595232.00        | $1794863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $4925380.00        | $1065464.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $5484628.00        | $1249588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $8520247.00        | $2347967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $12702000.00       | $3680892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $10161955.00       | $3361177.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $4879651.00        | $1638171.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $16127709.00       | $2838590.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $3452694.00        | $1960508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 1.9000%  | 0.0000% | $28199.00          | $24656.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5852458.00        | $4085102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5023559.00        | $3955861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4786960.00        | $3029135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $5050119.00        | $3640641.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1646411.00        | $871034.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1668691.00        | $1430236.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1437868.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $15288450.00       | $14495269.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $2806740.00        | $2644629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1416872.00        | $862709.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $7040257.00        | $5509093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5008709.00        | $4621601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $5039000.00        | $3653390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $3381438.00        | $2519108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $4190250.00        | $3036503.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $5895412.00        | $4338917.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $4107194.00        | $2660211.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $1035198.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1405999.00        | $1099695.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5092288.00        | $3983062.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $4784053.00        | $3980589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $4801773.00        | $4636198.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1360931.00        | $1021386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4163901.00        | $2185566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2049820.00        | $1713903.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2073924.00        | $1587818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1328760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $2255000.00        | $1579881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $5445781.00        | $4078386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2755402.00        | $1461206.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5801954.00        | $3216768.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1417206.00        | $1215001.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1394380.00        | $1157532.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1083523.00        | $861536.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $3766564.00        | $3361729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2894510.00        | $1992211.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4931232.00        | $3690685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $3132770.00        | $2169672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2440650.00        | $2175021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2087840.00        | $1772192.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 7.0000%  | 0.0000% | $818270.00         | $670224.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.5000%  | 0.0000% | $2895054.00        | $1990672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $16645000.00       | $13281299.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $4483288.00        | $4389884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $4106099.00        | $3841081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1505349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1229179.00        | $941034.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $14352926.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1159003.00        | $924216.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1241344.00        | $692654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $4196816.00        | $1109908.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15751609.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $24700000.00       | $8069464.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $14413510.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $14030309.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $7831158.00        | $3419618.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $79177.00          | $15485.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $19379916.00       | $3678678.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $4000000.00        | $1052039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $8747672.00        | $2695005.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $7719705.00        | $2148342.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $12500000.00       | $2940606.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $26126721.00       | $7389958.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $10469737.00       | $4012014.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $471000.00         | $203669.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $25000000.00       | $12823567.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $60660000.00       | $41797228.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14878640.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.5000%  | 0.0000% | $44105250.00       | $33389796.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3467932.00        | $2492535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $13159001.00       | $10000774.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $11234000.00       | $8560119.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $123710990.00      | $92230621.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $15935679.00       | $12324351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $97385000.00       | $76031115.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $6237322.00        | $4519465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1608164.00        | $1274956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $71555.00          | $58737.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $58951350.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $8898912.00        | $7279188.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $904799.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $15006248.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $14199934.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1812290.00        | $1462728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 7.0000%  | 0.0000% | $1653764.00        | $926226.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $21130296.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $3030000.00        | $2284196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $13903922.00       | $11716465.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $10502134.00       | $8817301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $11551600.00       | $10501968.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $15724112.00       | $11631875.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $3664000.00        | $3191415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $11839774.00       | $10834443.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $6798591.00        | $6539372.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $4725.00           | $4756.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $67280336.00       | $68301700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1340524.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $4171573.00        | $1715431.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.5000%  | 0.0000% | $2025000.00        | $975989.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $1663852.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1611000.00        | $1082075.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $2283000.00        | $1672978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $43864320.00       | $31976157.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $2300000.00        | $1502686.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $15192185.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $2895000.00        | $1926716.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $5903244.00        | $4574978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $840410.00         | $683821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $13148760.00       | $10252480.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1189688.00        | $990175.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $892029.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1975198.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $41435592.00       | $39541626.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $785975.00         | $785537.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $60631832.00       | $59184973.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1230145.00        | $1018370.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $41188913.00       | $3817280.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $30226763.00       | $3542099.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.0000%  | 0.0000% | $4994260.00        | $35878.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $320278.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $11338633.00       | $1479801.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $9350000.00        | $3988411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $1233040.00        | $670610.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $950000.00         | $565975.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1182366.00        | $844263.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $77111139.00       | $61443386.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $955429.00         | $769479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $553161.00         | $437481.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $94684.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $999000.00         | $845185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $25166635.00       | $2605764.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1535984.00        | $1512135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $2243000.00        | $2301192.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $2679722.00        | $2499575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $3795100.00        | $3950234.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $4650816.00        | $4579055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $4243210.00        | $4408271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $3630659.00        | $3829883.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $3347036.00        | $3400026.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $91184.00          | $92409.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $646000.00         | $610113.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1508614.00        | $1194407.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $71274624.00       | $68685769.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $3119360.00        | $3053995.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2658558.00        | $2616358.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $2200945.00        | $2114369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1029761.00        | $992544.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $9585800.00        | $20693345.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $6400.00           | $13254.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $3600.00           | $5662.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $5000000.00        | $5576977.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $173700.00         | $173455.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $25000000.00       | $16630522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $47400.00          | $28798.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $9777500.00        | $9261731.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $4100000.00        | $3998036.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $20000.00          | $19615.00          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE P 25                          | 2025-08-31      | 0.0000%  | 0.0000% | $20966300.00       | $21249566.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $37100.00          | $37514.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $4965500.00        | $5002811.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2982000.00        | $2964363.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $5000000.00        | $6371635.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $3332100.00        | $3317417.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $35947200.00       | $34824520.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $5762000.00        | $5755344.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $8526000.00        | $8499843.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $3165200.00        | $3049423.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $1200000.00        | $1189703.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $9047000.00        | $8919800.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $253000.00         | $253541.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $308100.00         | $304530.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $178000.00         | $175181.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $5637500.00        | $5522371.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $1000000.00        | $983078.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $13834300.00       | $12843380.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $9531000.00        | $9359111.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $16997000.00       | $16658438.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $5000.00           | $4882.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $20806800.00       | $20179185.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $37800.00          | $34485.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $11264000.00       | $10900081.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $15939700.00       | $15227491.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $9251400.00        | $8791217.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $5419700.00        | $4717276.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $86500.00          | $74519.00          | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                         | 2025-08-31      | 0.0000%  | 0.0000% | $1951000.00        | $1952983.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $5911300.00        | $5896530.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $25003900.00       | $31011202.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $6302700.00        | $6263132.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $1178000.00        | $1023316.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $5207100.00        | $4880354.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $857200.00         | $849744.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $200100.00         | $186948.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $11001800.00       | $10869860.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $6901000.00        | $6793948.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $415000.00         | $408475.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $6835400.00        | $6457191.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $634900.00         | $567884.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47082439.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $25050000.00       | $24496402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $13110000.00       | $12799026.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $2369300.00        | $2672664.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $18636300.00       | $18093639.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $25548400.00       | $22084690.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $9659300.00        | $9396946.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $13000.00          | $12636.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $443000.00         | $413095.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $25505100.00       | $22614130.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $2945000.00        | $2850072.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $24897000.00       | $24485605.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $51522000.00       | $51190926.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $45286000.00       | $42920769.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $19826600.00       | $19783019.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $60100200.00       | $63399195.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $112488100.00      | $110814628.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $4056000.00        | $3914521.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $25169200.00       | $23402226.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $10345100.00       | $10399362.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $3327200.00        | $3378948.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $2000.00           | $2049.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $9111500.00        | $9255483.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $16307400.00       | $18197432.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $70000.00          | $71841.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $3719600.00        | $3806911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $7554000.00        | $7730248.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $254600.00         | $258017.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $44000.00          | $44348.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $400400.00         | $401902.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $216700.00         | $216901.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $99900.00          | $97005.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $12862000.00       | $13292782.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $2949500.00        | $3021575.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $376100.00         | $381912.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $13504000.00       | $13670956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $25000000.00       | $27201748.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $4455300.00        | $4491239.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $300100.00         | $290732.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $648100.00         | $654370.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $4119300.00        | $4190258.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $5214600.00        | $5268763.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1469700.00        | $1493393.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $6293400.00        | $6330364.00        | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                             | 2025-08-31      | 0.0000%  | 0.0000% | $6301700.00        | $6457146.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $3725000.00        | $3870256.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1928100.00        | $2011543.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $4319300.00        | $4443188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $23812900.00       | $24424458.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 4.3134%  | 0.0000% | $26847200.00       | $26944774.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $5746700.00        | $6144999.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1019000.00        | $1064928.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $24045000.00       | $24586686.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $19800000.00       | $20068106.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $85100.00          | $88569.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $155000.00         | $156109.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $17140700.00       | $17272534.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.3884%  | 0.0000% | $53610500.00       | $53829384.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $2757300.00        | $2767075.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $6355000.00        | $6452500.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $33100100.00       | $33597402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $19144000.00       | $19270356.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $1390700.00        | $1453558.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $7000.00           | $7236.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $402900.00         | $411434.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $627000.00         | $645167.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.2934%  | 0.0000% | $94784900.00       | $95102744.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $26184600.00       | $27049527.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $719100.00         | $732327.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $24934900.00       | $25956846.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $20004000.00       | $20263867.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $49703700.00       | $49905701.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $8251000.00        | $8312203.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $56566400.00       | $57471585.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $26315000.00       | $26834213.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3658900.00        | $3825002.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $197000.00         | $200362.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $17693500.00       | $17996200.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $13834900.00       | $13885060.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $10327900.00       | $10417752.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $13045100.00       | $13181550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $4123600.00        | $4252970.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $4285000.00        | $4356530.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.3484%  | 0.0000% | $57378100.00       | $57591468.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $18000.00          | $18453.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $12391500.00       | $12548988.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $3660100.00        | $3730436.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $5800.00           | $5847.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.2414%  | 0.0000% | $1000000.00        | $1002991.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $12440000.00       | $12903123.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $14140000.00       | $14386240.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $30000.00          | $30390.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $12784500.00       | $13052222.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $1740000.00        | $1773551.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $13222000.00       | $13757251.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $806000.00         | $819518.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $13479800.00       | $13793454.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1572000.00        | $1609014.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $10755200.00       | $10884163.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $3775700.00        | $3801389.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $2246200.00        | $2264511.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $16384500.00       | $16467321.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $3670655.00        | $2501309.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $1588130.00        | $995951.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $5795850.00        | $5249070.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $2169000.00        | $1305762.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $8209920.00        | $4599994.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $204456.00         | $103183.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $1996000.00        | $838316.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $7468720.00        | $2763680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $1895000.00        | $617186.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $2120000.00        | $664005.00         | U.S. Treasuries (including strips) |

### Security 296: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.349999%
- **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: TPR05AB6A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AB6A779156HBA
- **C.18 - Value (incl. sponsor support):** $983998524.00
- **C.18.a - Value (excl. sponsor support):** $983998524.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FARM CREDIT BANKS FUNDING CORPORATION | 2037-09-08      | 4.0000%  | 0.0000% | $1000.00           | $960.00            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 3.0000%  | 0.0000% | $129107847.00      | $21501516.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $830459720.00      | $413477181.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.0000%  | 0.0000% | $13999.00          | $6562.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $299191716.00      | $171334300.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $5287.00           | $3147.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 4.0000%  | 0.0000% | $3763345.00        | $2991516.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 4.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 4.5000%  | 0.0000% | $90981141.00       | $84443279.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 4.0000%  | 0.0000% | $31509163.00       | $27976610.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 4.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 4.0000%  | 0.0000% | $211792377.00      | $192745245.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1141090.00        | $1183603.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1944176.00        | $2007587.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1391765.00        | $1438436.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $628976.00         | $650069.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $373495.00         | $386250.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $251477.00         | $259448.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $183373.00         | $189860.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $583567.00         | $602492.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $10511209.00       | $10668223.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $599967.00         | $619867.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $387173.00         | $400014.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $708103.00         | $731068.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $522198.00         | $538749.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $383391.00         | $395542.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $4340499.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.0000%  | 0.0000% | $830213.00         | $763925.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $73032333.00       | $74599576.00       | Agency Mortgage-Backed Securities   |

### Security 297: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.349999%
- **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: TPR05AB6B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AB6B779156IBA
- **C.18 - Value (incl. sponsor support):** $983998524.00
- **C.18.a - Value (excl. sponsor support):** $983998524.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FARM CREDIT BANKS FUNDING CORPORATION | 2037-09-08      | 4.0000%  | 0.0000% | $1000.00           | $960.00            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $216981108.00      | $108032617.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.0000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $280798560.00      | $160801327.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.0000%  | 0.0000% | $115456592.00      | $87955680.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 4.5000%  | 0.0000% | $171538944.00      | $159212237.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 4.5000%  | 0.0000% | $1987649.00        | $189567.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 4.0000%  | 0.0000% | $171719467.00      | $156276213.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3417383.00        | $3569564.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.0000%  | 0.0000% | $196711114.00      | $181004893.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $152679593.00      | $157106589.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $101558.00         | $105365.00         | Agency Mortgage-Backed Securities   |

### Security 298: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.349999%
- **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: TPR05AB6C, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AB6C779156JBA
- **C.18 - Value (incl. sponsor support):** $983998819.20
- **C.18.a - Value (excl. sponsor support):** $983998819.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 5.5000%  | 0.0000% | $9859570.00        | $167312.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks              | 2032-06-16      | 5.1700%  | 0.0000% | $10000.00          | $10138.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $2781935.00        | $344571.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $4476781.00        | $527629.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $1524875.00        | $119902.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $12026210.00       | $666757.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $1640494.00        | $249924.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.5000%  | 0.0000% | $1538042.00        | $83755.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $8542295.00        | $625107.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 7.5000%  | 0.0000% | $13269719.00       | $72463.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.0000%  | 0.0000% | $2474623.00        | $84674.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.0000%  | 0.0000% | $1875775.00        | $231432.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.0000%  | 0.0000% | $2707941.00        | $166548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $57192.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $8496607.00        | $528062.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $6995497.00        | $404666.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $11910961.00       | $400377.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $3553086.00        | $241345.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $12734611.00       | $411969.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $4454354.00        | $172318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $3763060.00        | $251231.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 6.0000%  | 0.0000% | $2293733.00        | $187266.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $1342777.00        | $150382.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.5000%  | 0.0000% | $1392364.00        | $53934.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.5000%  | 0.0000% | $2158341.00        | $76262.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.5000%  | 0.0000% | $1897684.00        | $102583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.5000%  | 0.0000% | $1123093.00        | $115631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $1377853.00        | $458918.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $2699234.00        | $612973.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 5.0000%  | 0.0000% | $1172012.00        | $82202.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 5.0000%  | 0.0000% | $1001042.00        | $123823.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.5000%  | 0.0000% | $13654237.00       | $139784.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 5.0000%  | 0.0000% | $2539492.00        | $219446.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.0000%  | 0.0000% | $5250000.00        | $893200.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $4126552.00        | $641698.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $1847148.00        | $233406.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $1298443.00        | $145342.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $1075044.00        | $233085.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $12795401.00       | $362514.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 6.0000%  | 0.0000% | $6657643.00        | $242884.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 5.5000%  | 0.0000% | $4494306.00        | $481843.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.0000%  | 0.0000% | $7520201.00        | $330590.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.0000%  | 0.0000% | $8898085.00        | $159615.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $3233356.00        | $985317.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 6.0000%  | 0.0000% | $1090814.00        | $140781.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.5000%  | 0.0000% | $1315430.00        | $298956.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $1977161.00        | $123594.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $1926737.00        | $227468.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1505780.00        | $79148.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1297958.00        | $84122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%  | 0.0000% | $1271309.00        | $160634.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $58528.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $6049.00           | $1007.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $82999.00          | $30890.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $1328092824.00     | $212836777.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $7129.00           | $2102.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $397536630.00      | $272120706.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $57000.00          | $28913.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $178750850.00      | $102362967.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $533000.00         | $328548.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $48000.00          | $30015.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $117000.00         | $76366.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $50000.00          | $31843.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $85351.00          | $53817.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.5000%  | 0.0000% | $100000.00         | $63391.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $660000.00         | $505981.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.5000%  | 0.0000% | $200000.00         | $135135.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $5381.00           | $4334.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.0000%  | 0.0000% | $45000.00          | $32644.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $221682532.00      | $202945091.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $157515.00         | $146196.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.0000%  | 0.0000% | $1477705.00        | $759102.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.0000%  | 0.0000% | $1663854.00        | $1517325.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1011901.00        | $1060408.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1051548.00        | $1105336.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $218064.00         | $227985.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 4.0000%  | 0.0000% | $218420087.00      | $200980533.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 3.0000%  | 0.0000% | $415254.00         | $351820.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.0000%  | 0.0000% | $240089.00         | $221680.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $219651.00         | $219943.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1973913.00        | $2052225.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities   |

### Security 299: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.270000%
- **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: TPR05ABCC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCC7791568CG
- **C.18 - Value (incl. sponsor support):** $491970480.00
- **C.18.a - Value (excl. sponsor support):** $491970480.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3000000.00        | $3080195.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6835888.00        | $7016531.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1528907.00        | $1569465.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1046584.00        | $1091948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1258733.00        | $1291767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2210539.00        | $2301168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1270837.00        | $1305955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $583636.00         | $599059.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $39566902.00       | $40622178.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $445042.00         | $454218.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1441403.00        | $1482230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1537074.00        | $1580613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4275071.00        | $4433888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4287574.00        | $4453922.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $490048.00         | $485491.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1129550.00        | $1147416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1024286.00        | $1041214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5452008.00        | $5597749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $7064159.00        | $7274647.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4856030.00        | $4985845.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $100399927.00      | $101671120.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $81031719.00       | $82130796.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $24488745.00       | $24799518.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $36161326.00       | $37809973.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1051091.00        | $1068462.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $11599116.00       | $11908472.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.0000%  | 0.0000% | $1751080.00        | $1640528.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $100000.00         | $96601.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $708703.00         | $728516.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9271.00           | $9519.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1201750.00        | $1234943.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $81843.00          | $79061.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $434000.00         | $450563.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $10928073.00       | $11258709.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9208455.00        | $9462522.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.0000%  | 0.0000% | $3325548.00        | $3115593.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1015000.00        | $1042102.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1083724.00        | $1128137.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1542196.00        | $1601380.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1265650.00        | $1299483.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $720021.00         | $713536.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1735086.00        | $1781468.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1542264.00        | $1568038.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $5457434.00        | $5540042.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $34821854.00       | $35735707.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $6963856.00        | $7199524.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $4283432.00        | $4489814.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1204750.00        | $1223805.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $57982913.00       | $59236375.00       | Agency Mortgage-Backed Securities |

### Security 300: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.220000%
- **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: TPR05ABCD, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCD7791563CG
- **C.18 - Value (incl. sponsor support):** $491945240.40
- **C.18.a - Value (excl. sponsor support):** $491945240.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8924310.00        | $9193643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1304012.00        | $1330899.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $7111802.00        | $7372725.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1896859.00        | $1935970.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3720155.00        | $3851538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1129042.00        | $1151127.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $7198263.00        | $7462372.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $36542.00          | $37960.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $12363779.00       | $12713991.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3558078.00        | $3666495.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3215562.00        | $3276760.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3900245.00        | $4003791.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4498242.00        | $4674473.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2347569.00        | $2434447.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1444918.00        | $1500976.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1150922.00        | $1193150.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9142284.00        | $9477720.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2092643.00        | $2135789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2638826.00        | $2735646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $7466783.00        | $7719471.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1254508.00        | $1314567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $3044386.00        | $3194324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $96645217.00       | $98734472.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $43336838.00       | $43992818.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $22853691.00       | $23965239.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $50121271.00       | $50742964.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $24972351.00       | $24799065.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $125276466.00      | $128834696.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $37756492.00       | $38392152.00       | Agency Mortgage-Backed Securities |

### Security 301: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.180000%
- **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: TPR05ABCE, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCE7791562CG
- **C.18 - Value (incl. sponsor support):** $491940566.40
- **C.18.a - Value (excl. sponsor support):** $491940566.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1568139.00        | $1618230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2255104.00        | $2353507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2427750.00        | $2494585.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1356772.00        | $1408551.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1096635.00        | $1125789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1759935.00        | $1817431.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3045018.00        | $3098138.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1846483.00        | $1883135.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3023277.00        | $3085613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1260099.00        | $1308189.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1413368.00        | $1464479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2275388.00        | $2260457.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2318840.00        | $2366649.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2097544.00        | $2177594.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2351095.00        | $2436117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2588368.00        | $2615877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2518587.00        | $2547845.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1106515.00        | $1097199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1057000.00        | $1069377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1536786.00        | $1554307.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1162850.00        | $1195661.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1268980.00        | $1287219.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1834190.00        | $1855497.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1170314.00        | $1183909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1109062.00        | $1146830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1571958.00        | $1649634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1375702.00        | $1394256.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $9639290.00        | $9895200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6762530.00        | $6949113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $2910471.00        | $2890272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1450350.00        | $1502031.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1134730.00        | $1148147.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $5634550.00        | $5582154.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1154125.00        | $1193342.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1439525.00        | $1484668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2767467.00        | $2744682.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1255438.00        | $1243764.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4313789.00        | $4437567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $4699722.00        | $4756348.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $10915341.00       | $11205118.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1720996.00        | $1798653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1192626.00        | $1244765.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1010000.00        | $1036969.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2097995.00        | $2119337.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $4894975.00        | $4959245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $849437.00         | $859305.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1119542.00        | $1151131.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1241917.00        | $1259767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1087007.00        | $1099633.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $4806415.00        | $4855310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6722686.00        | $6951584.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $29614797.00       | $30113356.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $587884.00         | $580317.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1317267.00        | $1380129.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1075267.00        | $1116303.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $9094311.00        | $9512891.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $15169585.00       | $15323902.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1008236.00        | $1021522.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1205962.00        | $1225670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $7365805.00        | $7560002.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $34899325.00       | $36085158.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1003330.00        | $1034794.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1032500.00        | $1064907.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2033200.00        | $2097522.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1342775.00        | $1385253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1051890.00        | $1088793.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $9776508.00        | $10085785.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1555250.00        | $1599303.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1995137.00        | $2029150.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1373575.00        | $1412482.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1262311.00        | $1252650.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $1250947.00        | $1210166.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2022800.00        | $2049262.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1068176.00        | $1059010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $4831233.00        | $4880380.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1467181.00        | $1453538.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $5239578.00        | $5377084.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1385377.00        | $1381578.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $3607470.00        | $3664294.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4909640.00        | $5071617.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1280188.00        | $1305229.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1270700.00        | $1305798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $5062138.00        | $5242521.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1011200.00        | $1001797.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $3443285.00        | $3411266.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1238790.00        | $1251392.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $7006762.00        | $6941605.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $9816744.00        | $9916608.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $18271867.00       | $18785501.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $20266607.00       | $20573378.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $398457.00         | $403399.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $7965.00           | $7910.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $41056795.00       | $40689702.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $29482044.00       | $29823616.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $41285209.00       | $41825252.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $34468389.00       | $34373873.00       | Agency Mortgage-Backed Securities |

### Security 302: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.250002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABD0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05ABD07791562BN
- **C.18 - Value (incl. sponsor support):** $844998901.50
- **C.18.a - Value (excl. sponsor support):** $844998901.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $567900.00         | $552720.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $10195600.00       | $10173781.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $300.00            | $295.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $27333000.00       | $26978272.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $300.00            | $194.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $347600.00         | $132037.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $37693700.00       | $10155851.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $1400.00           | $324.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $24280800.00       | $53121211.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $600.00            | $489.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $56570000.00       | $31426350.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $4974100.00        | $4864051.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $25800.00          | $25230.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $698700.00         | $687155.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $74997300.00       | $76098030.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $104680100.00      | $109839493.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $11178000.00       | $11498612.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $10556500.00       | $10794317.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $129369700.00      | $136788397.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1557400.00        | $1597754.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $200.00            | $208.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $324819700.00      | $327224707.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $2.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $1875204.00        | $1192637.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $4.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $97856480.00       | $47119461.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $3642419.00        | $1628118.00        | U.S. Treasuries (including strips) |

### Security 303: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.259999%
- **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: TPR05ABD3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABD37791567CG
- **C.18 - Value (incl. sponsor support):** $417999414.80
- **C.18.a - Value (excl. sponsor support):** $417999414.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $48466.00          | $45331.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $5093516.00        | $4086959.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $8837329.00        | $8436556.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $2428257.00        | $2311850.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $166890827.00      | $117904356.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $46973024.00       | $43858034.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $218659093.00      | $149828262.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1152580.00        | $964311.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $4244576.00        | $4056048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $7736500.00        | $8083423.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1194519.00        | $1247231.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1654981.00        | $1753132.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $1971287.00        | $1814758.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1032152.00        | $1085859.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1811925.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $3477743.00        | $3618831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1038005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $671204.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1220211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $537349.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1501155.00        | $1597006.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1251236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1961405.00        | $2058914.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1822042.00        | $1907713.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $1755906.00        | $1724696.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1269048.00        | $1169171.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $30824404.00       | $30326033.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $34993230.00       | $31950687.00       | Agency Mortgage-Backed Securities |

### Security 304: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABD4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05ABD4779156FBA
- **C.18 - Value (incl. sponsor support):** $2532996453.80
- **C.18.a - Value (excl. sponsor support):** $2532996453.80
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $150000000.00      | $120030796.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $5061800.00        | $4991416.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $83167600.00       | $101606056.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $16064700.00       | $15632223.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $111363000.00      | $117446851.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $419560800.00      | $425821356.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $175410000.00      | $177954486.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $81922000.00       | $86560875.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $22746500.00       | $23183521.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $862680000.00      | $885611057.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $590864800.00      | $604647351.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $25707681.00       | $21732837.00       | U.S. Treasuries (including strips) |

### Security 305: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **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: TPR05ABDA, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABDA779156CCG
- **C.18 - Value (incl. sponsor support):** $379983356.00
- **C.18.a - Value (excl. sponsor support):** $379983356.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $13697844.00       | $13877694.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $4816993.00        | $4902850.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 3.5000%  | 0.0000% | $2007349.00        | $1821350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.0000%  | 0.0000% | $38119.00          | $35712.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $6939118.00        | $6874576.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $80330693.00       | $81147879.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $5045340.00        | $5252177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $10475373.00       | $11121740.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $20731418.00       | $20538593.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $43860098.00       | $43476931.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 3.5000%  | 0.0000% | $1773022.00        | $1608736.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $103004346.00      | $104052186.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $90513455.00       | $92888860.00       | Agency Mortgage-Backed Securities |

### Security 306: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.349999%
- **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: TPR05AC30, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AC30779156GBA
- **C.18 - Value (incl. sponsor support):** $737998966.80
- **C.18.a - Value (excl. sponsor support):** $737998966.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FARM CREDIT BANKS FUNDING CORPORATION | 2037-09-08      | 4.0000%  | 0.0000% | $1000.00           | $960.00            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.5000%  | 0.0000% | $35116392.00       | $24769904.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $399995948.00      | $292768942.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $1311.00           | $751.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.5000%  | 0.0000% | $329696084.00      | $192643630.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 4.5000%  | 0.0000% | $49994500.00       | $46679142.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $870130.00         | $898510.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $137844.00         | $142416.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $152809.00         | $157765.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $287313.00         | $297407.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $212316.00         | $221380.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $460977.00         | $477850.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $248952.00         | $256842.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $50024746.00       | $50018696.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $44957366.00       | $45547231.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $17065706.00       | $17390273.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $86381699.00       | $88235414.00       | Agency Mortgage-Backed Securities   |

### Security 307: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05AC32, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AC32779156CBA
- **C.18 - Value (incl. sponsor support):** $839998824.00
- **C.18.a - Value (excl. sponsor support):** $839998824.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $900.00            | $886.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $10402000.00       | $16364635.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $16315800.00       | $16450292.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $11900300.00       | $7346971.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $144286000.00      | $83310718.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $6635700.00        | $5567470.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $982.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $22638800.00       | $21897979.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                         | 2025-08-31      | 0.0000%  | 0.0000% | $21940100.00       | $21967227.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $21875900.00       | $21272208.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $8655000.00        | $8581691.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $19383900.00       | $19585022.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $156580000.00      | $170780297.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $126430700.00      | $129281180.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $500.00            | $507.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $400.00            | $403.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $77578117.00       | $52779573.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $279693635.00      | $255830454.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $28606556.00       | $25685512.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $75593.00          | $67222.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $938176.00         | $441429.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $118.00            | $28.00             | U.S. Treasuries (including strips) |

### Security 308: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.170000%
- **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: TPR05AC38, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05AC387791561CG
- **C.18 - Value (incl. sponsor support):** $419932086.00
- **C.18.a - Value (excl. sponsor support):** $419932086.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2646371.00        | $2674253.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1448040.00        | $1489055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1171309.00        | $1204358.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1569364.00        | $1597573.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2654071.00        | $2730226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3283816.00        | $3318111.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $211945.00         | $205963.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2503815.00        | $2538527.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $14029861.00       | $14425555.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $10014643.00       | $10158581.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $3053101.00        | $3134529.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1665800.00        | $1650310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1249828.00        | $1278244.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2843630.00        | $2974203.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $11090064.00       | $11205875.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $2198230.00        | $2181407.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1571520.00        | $1563184.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2337508.00        | $2373975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1372000.00        | $1433912.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1166451.00        | $1186738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1094211.00        | $1106922.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $21108.00          | $21704.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3011409.00        | $3060178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5535353.00        | $5609741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2585430.00        | $2674267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $4241036.00        | $4380955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $7979135.00        | $7907793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $9804450.00        | $9912179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1284900.00        | $1326877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1843410.00        | $1827591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2045929.00        | $2103881.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $2000691.00        | $1989093.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1220412.00        | $1211072.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1352290.00        | $1341156.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | 0.0000% | $1166697.00        | $1243416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $20870440.00       | $21103224.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5443241.00        | $5498908.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5532697.00        | $5591392.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $5996201.00        | $6168668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $10389699.00       | $10686945.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2599998.00        | $2715385.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $1036220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.0000%  | 0.0000% | $828000.00         | $213023.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $184000.00         | $51299.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 3.5000%  | 0.0000% | $1300000.00        | $390893.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $600000.00         | $180059.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $848000.00         | $203602.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $1030000.00        | $225130.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $509000.00         | $153515.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $650405.00         | $191688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.0000%  | 0.0000% | $3372482.00        | $1031910.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-09-01      | 5.5000%  | 0.0000% | $2400000.00        | $714302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | 0.0000% | $1040000.00        | $325811.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 3.0000%  | 0.0000% | $201475.00         | $71055.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 4.0000%  | 0.0000% | $7500000.00        | $2109611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $45776690.00       | $14810503.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $428128.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.0000%  | 0.0000% | $7414671.00        | $2216978.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.0000%  | 0.0000% | $364768.00         | $120390.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $600000.00         | $176086.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 4.5000%  | 0.0000% | $500000.00         | $143320.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 3.5000%  | 0.0000% | $3900000.00        | $1297052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 5.5000%  | 0.0000% | $134348.00         | $66485.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 3.0000%  | 0.0000% | $60954545.00       | $23721116.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 4.5000%  | 0.0000% | $14108472.00       | $5229233.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-08-01      | 4.0000%  | 0.0000% | $100000000.00      | $38026956.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-03-01      | 3.0000%  | 0.0000% | $21900000.00       | $8990347.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-07-01      | 3.0000%  | 0.0000% | $1407000.00        | $779624.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-07-01      | 3.0000%  | 0.0000% | $16135223.00       | $7858507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-09-01      | 2.5000%  | 0.0000% | $100000.00         | $59454.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-09-01      | 3.0000%  | 0.0000% | $100000.00         | $65055.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 5.0000%  | 0.0000% | $448813.00         | $333421.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $700000.00         | $471869.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $177597.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 4.5000%  | 0.0000% | $5313026.00        | $4257149.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-01-01      | 3.0000%  | 0.0000% | $75886446.00       | $55990830.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | 0.0000% | $4730257.00        | $5010603.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $4272305.00        | $4323781.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1357776.00        | $1378957.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $6573038.00        | $6759224.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $1482476.00        | $1552226.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $1356000.00        | $1420710.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $3760195.00        | $3736126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $2782420.00        | $2871807.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $1083040.00        | $1130421.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1010750.00        | $1028918.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $2362756.00        | $2399614.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $8152345.00        | $8397760.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $7705447.00        | $7852095.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1322794.00        | $1352071.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $5007266.00        | $5090020.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1554500.00        | $1543000.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1660500.00        | $1646186.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1113528.00        | $1130383.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $2648900.00        | $2630516.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $27897784.00       | $28221002.00       | Agency Mortgage-Backed Securities |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05AC97, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05AC97779156DBA
- **C.18 - Value (incl. sponsor support):** $840998654.40
- **C.18.a - Value (excl. sponsor support):** $840998654.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $49899500.00       | $49454646.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $256312000.00      | $253106818.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $34705700.00       | $34078354.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $736100.00         | $703655.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $28787300.00       | $29060461.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.2934%  | 0.0000% | $742900.00         | $745396.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $900.00            | $917.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $431751300.00      | $445148409.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $999761.00         | $973114.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $23576038.00       | $21362908.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $22457575.00       | $19970870.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $9121599.00        | $4044389.00        | U.S. Treasuries (including strips) |

### Security 310: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.209998%
- **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: TPR05AE0E, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05AE0E7791562RO
- **C.18 - Value (incl. sponsor support):** $491999212.80
- **C.18.a - Value (excl. sponsor support):** $491999212.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $214040355.00      | $119849289.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $6423597.00        | $4789003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $113245407.00      | $111121036.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $59574661.00       | $56278960.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $193200.00         | $193924.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $51774600.00       | $50919083.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $5679900.00        | $5709692.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $78554900.00       | $78874155.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $5797000.00        | $5882310.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $67677100.00       | $68222623.00       | U.S. Treasuries (including strips) |

### Security 311: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.259999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05AE11, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05AE117791564BN
- **C.18 - Value (incl. sponsor support):** $835998662.40
- **C.18.a - Value (excl. sponsor support):** $835998662.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $5036600.00        | $5318057.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $97089800.00       | $95155875.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1211300.00        | $1193280.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $4976500.00        | $5093314.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $32500.00          | $35362.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $1483200.00        | $1509676.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $377975000.00      | $382778816.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $356998200.00      | $361635665.00      | U.S. Treasuries (including strips) |

### Security 312: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B1E6, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR05B1E6779156ABA
- **C.18 - Value (incl. sponsor support):** $23200000.00
- **C.18.a - Value (excl. sponsor support):** $23200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $24968100.00       | $23664047.00       | U.S. Treasuries (including strips) |

### Security 313: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.340000%
- **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: TPR05B1E8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05B1E87791569BN
- **C.18 - Value (incl. sponsor support):** $306300000.00
- **C.18.a - Value (excl. sponsor support):** $306300000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 6.5000%  | 0.0000% | $18079236.00       | $258859.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-10-01      | 7.0000%  | 0.0000% | $1010.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 7.0000%  | 0.0000% | $1024.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.0000%  | 0.0000% | $1046.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 3.5000%  | 0.0000% | $7085.00           | $909.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $744413.00         | $78378.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $196000.00         | $24466.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $8024.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 3.5000%  | 0.0000% | $1006.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 3.5000%  | 0.0000% | $4000.00           | $347.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $20000.00          | $1974.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $8811.00           | $1377.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $476.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.5000%  | 0.0000% | $71351.00          | $10093.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | 0.0000% | $10000.00          | $1892.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.0000%  | 0.0000% | $6633.00           | $816.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 3.5000%  | 0.0000% | $1982.00           | $270.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 5.5000%  | 0.0000% | $1923437.00        | $11386.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 6.5000%  | 0.0000% | $4275.00           | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 4.5000%  | 0.0000% | $655585.00         | $5253.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 6.5000%  | 0.0000% | $2424000.00        | $125886.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 6.5000%  | 0.0000% | $6501.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 7.0000%  | 0.0000% | $2952.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 5.0000%  | 0.0000% | $2254818.00        | $9682.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 6.5000%  | 0.0000% | $293055.00         | $16307.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-02-01      | 7.0000%  | 0.0000% | $1550.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 6.5000%  | 0.0000% | $1688557.00        | $18690.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $10313.00          | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | 0.0000% | $4623003.00        | $35903.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | 0.0000% | $2137879.00        | $34454.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | 0.0000% | $16740299.00       | $102578.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 6.5000%  | 0.0000% | $1264884.00        | $12597.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.5000%  | 0.0000% | $77608.00          | $1495.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.5000%  | 0.0000% | $5696155.00        | $28571.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 7.0000%  | 0.0000% | $11080.00          | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 4.5000%  | 0.0000% | $2467921.00        | $90158.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 5.5000%  | 0.0000% | $283000.00         | $5219.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.5000%  | 0.0000% | $1104.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 5.5000%  | 0.0000% | $5175412.00        | $16729.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 4.5000%  | 0.0000% | $10935.00          | $443.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.0000%  | 0.0000% | $485402.00         | $52215.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-09-01      | 6.5000%  | 0.0000% | $315275.00         | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-03-01      | 7.5000%  | 0.0000% | $3730844.00        | $24054.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 6.5000%  | 0.0000% | $7512274.00        | $34123.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-03-01      | 2.5000%  | 0.0000% | $4799000.00        | $96089.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 2.5000%  | 0.0000% | $268566.00         | $16815.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.0000%  | 0.0000% | $953000.00         | $76150.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-05-01      | 3.5000%  | 0.0000% | $2842.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 3.5000%  | 0.0000% | $98667.00          | $8562.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | 0.0000% | $1004.00           | $178.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $4708.00           | $838.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 3.0000%  | 0.0000% | $1831.00           | $307.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.5000%  | 0.0000% | $513624.00         | $62861.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 3.5000%  | 0.0000% | $198000.00         | $29610.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $486991.00         | $77349.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $5960.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 4.5000%  | 0.0000% | $2477.00           | $347.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 5.0000%  | 0.0000% | $1004.00           | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $61823.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | 0.0000% | $6441632.00        | $1025988.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 3.5000%  | 0.0000% | $700000.00         | $106202.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.5000%  | 0.0000% | $1378420.00        | $111506.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 4.5000%  | 0.0000% | $1000.00           | $197.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 3.5000%  | 0.0000% | $4570.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 3.5000%  | 0.0000% | $600000.00         | $87605.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.0000%  | 0.0000% | $137494.00         | $30241.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $311.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $52272.00          | $7838.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | 0.0000% | $32131.00          | $10860.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $3000000.00        | $480345.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $314289.00         | $43868.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $8439.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $68748.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $145554.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 3.0000%  | 0.0000% | $220000.00         | $16798.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.0000%  | 0.0000% | $1545000.00        | $159406.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 3.0000%  | 0.0000% | $500000.00         | $62965.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 4.5000%  | 0.0000% | $3100000.00        | $322811.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5912.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16908.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.0000%  | 0.0000% | $2000.00           | $425.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.0000%  | 0.0000% | $13090.00          | $2376.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 4.5000%  | 0.0000% | $27441.00          | $1351.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.5000%  | 0.0000% | $1200.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.5000%  | 0.0000% | $561000.00         | $4524.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 6.5000%  | 0.0000% | $3143.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-09-01      | 7.0000%  | 0.0000% | $6253.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $8203.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 6.5000%  | 0.0000% | $3062775.00        | $75212.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | 0.0000% | $10466474.00       | $41515.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | 0.0000% | $13494587.00       | $82305.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 5.0000%  | 0.0000% | $2652.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 6.5000%  | 0.0000% | $5787.00           | $103.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 6.5000%  | 0.0000% | $26841.00          | $198.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 5.5000%  | 0.0000% | $4562540.00        | $32594.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 6.0000%  | 0.0000% | $45843.00          | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 6.5000%  | 0.0000% | $11650.00          | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 4.5000%  | 0.0000% | $5860291.00        | $369847.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 5.5000%  | 0.0000% | $217186.00         | $4629.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $96000.00          | $6022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.0000%  | 0.0000% | $1013.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $99317.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 6.5000%  | 0.0000% | $43020.00          | $1328.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $145000.00         | $11554.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 4.0000%  | 0.0000% | $530000.00         | $49532.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 7.0000%  | 0.0000% | $301002.00         | $12830.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 6.5000%  | 0.0000% | $201369.00         | $12180.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $186595.00         | $14921.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $257180.00         | $21494.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 4.5000%  | 0.0000% | $1442201.00        | $118839.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.5000%  | 0.0000% | $75340.00          | $10068.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 6.5000%  | 0.0000% | $1938370.00        | $9760.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | 0.0000% | $837197.00         | $64931.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $460000.00         | $45335.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.0000%  | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 2.5000%  | 0.0000% | $24359.00          | $6138.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $250007.00         | $28730.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $5304118.00        | $828007.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $1467004.00        | $232320.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $8404986.00        | $1511334.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $394229.00         | $50096.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $134009.00         | $15933.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.0000%  | 0.0000% | $48000.00          | $7306.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $283859.00         | $24198.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-06-01      | 4.0000%  | 0.0000% | $5971515.00        | $5153.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 3.0000%  | 0.0000% | $13108.00          | $1544.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 3.5000%  | 0.0000% | $485040.00         | $77346.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 4.0000%  | 0.0000% | $25000.00          | $6093.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $333000.00         | $72149.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 3.5000%  | 0.0000% | $5000000.00        | $923561.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | 0.0000% | $1487.00           | $376.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $397987.00         | $70508.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $1285000.00        | $276555.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $5736.00           | $1351.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $319000.00         | $93388.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 3.5000%  | 0.0000% | $750000.00         | $61445.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 5.0000%  | 0.0000% | $2981.00           | $299.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | 0.0000% | $1889940.00        | $569093.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 3.5000%  | 0.0000% | $1747658.00        | $511667.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 3.0000%  | 0.0000% | $96995.00          | $27099.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 4.0000%  | 0.0000% | $3001.00           | $755.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 4.0000%  | 0.0000% | $1448000.00        | $268691.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.0000%  | 0.0000% | $601000.00         | $55633.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $1100000.00        | $86756.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | 0.0000% | $3256430.00        | $799710.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $12691346.00       | $10921640.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 4.5000%  | 0.0000% | $32000.00          | $28902.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $29171.00          | $17103.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 2.5000%  | 0.0000% | $580153.00         | $372971.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 2.0000%  | 0.0000% | $575000.00         | $388513.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 2.0000%  | 0.0000% | $200000.00         | $135761.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $523000.00         | $339272.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $91999.00          | $52771.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | 0.0000% | $1790000.00        | $361686.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | 0.0000% | $4001.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 3.0000%  | 0.0000% | $500000.00         | $309063.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 1.5000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.0000%  | 0.0000% | $1606828.00        | $927289.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $299048.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $235000.00         | $159574.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $6000.00           | $4717.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $9440726.00        | $6238826.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.5000%  | 0.0000% | $73000.00          | $46727.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $1008.00           | $649.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $500000.00         | $346408.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1200000.00        | $945195.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $21082.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $2124.00           | $1693.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $1808702.00        | $1410864.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $9985990.00        | $7007358.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $2300.00           | $1638.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $519003.00         | $416442.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $34001.00          | $25429.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $18274.00          | $12160.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.5000%  | 0.0000% | $15000.00          | $11454.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $4482.00           | $3570.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $545000.00         | $434083.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $12382000.00       | $10064268.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2207.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $22001.00          | $16897.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $107121.00         | $82619.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $2296498.00        | $1856951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $4430.00           | $3270.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $2439510.00        | $1837259.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $378528.00         | $346216.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $139123.00         | $115308.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $748102.00         | $630966.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $407000.00         | $319716.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $3836.00           | $2776.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $322981.00         | $226127.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $29000.00          | $21924.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $583520.00         | $484721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 4.0000%  | 0.0000% | $200000.00         | $166064.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $11238724.00       | $10097376.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4200.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | 0.0000% | $171738.00         | $131360.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $140248.00         | $117394.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $6472265.00        | $5468035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $15953307.00       | $15001503.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $1844590.00        | $1549596.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.0000%  | 0.0000% | $175000.00         | $168280.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $5574000.00        | $4443287.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $639850.00         | $592303.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $118992.00         | $10839.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $230558.00         | $25408.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $342012.00         | $50945.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $7316.00           | $1479.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $24000.00          | $5980.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 1.5000%  | 0.0000% | $982403.00         | $518432.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 4.0000%  | 0.0000% | $215000.00         | $193660.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $80000.00          | $75118.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | 0.0000% | $64880.00          | $28112.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | 0.0000% | $2581150.00        | $1226767.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $99794.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52399.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $3442161.00        | $2054802.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $470599.00         | $305027.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $1190051.00        | $892878.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $2111746.00        | $1654386.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $632001.00         | $299460.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 3.0000%  | 0.0000% | $29534.00          | $10554.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $33000.00          | $17305.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $4678.00           | $2642.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | 0.0000% | $319000.00         | $177941.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | 0.0000% | $14000.00          | $6330.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $181000.00         | $106835.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $16000.00          | $10545.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $192000.00         | $125702.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | 0.0000% | $27572.00          | $16951.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $542000.00         | $331083.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 1.5000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $149352.00         | $110558.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5907.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $25000.00          | $16427.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $70642.00          | $47620.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.0000%  | 0.0000% | $1868657.00        | $1246386.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $26002.00          | $18143.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $12013.00          | $8442.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 1.5000%  | 0.0000% | $3000.00           | $1958.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6709.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $25000.00          | $17308.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $40000.00          | $29025.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.5000%  | 0.0000% | $97000.00          | $67584.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 3.5000%  | 0.0000% | $32110.00          | $24779.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $6014.00           | $4670.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $2960.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $505584.00         | $370524.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.0000%  | 0.0000% | $125235.00         | $91851.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $71000.00          | $54375.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1567.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $42658.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $13688064.00       | $11230839.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $14000.00          | $11143.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $64923.00          | $49649.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.0000%  | 0.0000% | $1745000.00        | $1390455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $4436437.00        | $3468953.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $10000.00          | $7864.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | 0.0000% | $7000.00           | $5620.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $280000.00         | $226041.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $2046012.00        | $1674208.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.0000%  | 0.0000% | $6000.00           | $4535.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $840000.00         | $687992.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $22000.00          | $18467.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $37000.00          | $28765.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $10000.00          | $7993.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $903637.00         | $723412.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 4.5000%  | 0.0000% | $14245273.00       | $12277931.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $1030000.00        | $889288.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $99000.00          | $90150.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | 0.0000% | $6000.00           | $5216.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $480000.00         | $422221.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $7779977.00        | $6633863.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.0000%  | 0.0000% | $6001.00           | $5040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $3770467.00        | $3289470.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.5000%  | 0.0000% | $8000.00           | $6945.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $945605.00         | $723111.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $4300000.00        | $3766126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $5000.00           | $3996.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $644041.00         | $548483.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $4600000.00        | $3747168.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $9794839.00        | $8231568.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $23342967.00       | $20452749.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $3378245.00        | $3188690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $1728436.00        | $1439047.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 4.0000%  | 0.0000% | $1003.00           | $176.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $414.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 7.0000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $1063634.00        | $496480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $1090254.00        | $925478.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.5000%  | 0.0000% | $1250.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.5000%  | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 6.0000%  | 0.0000% | $1005.00           | $60.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 7.0000%  | 0.0000% | $1009.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 6.5000%  | 0.0000% | $1011.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $4172296.00        | $4137626.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.0000%  | 0.0000% | $2000.00           | $2112.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 5.5000%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $1033000.00        | $228540.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1642926.00        | $1622368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $1024.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1024.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1245.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $438224.00         | $306313.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $734790.00         | $555705.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $762680.00         | $755419.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2118880.00        | $2177468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 7.5000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $53000.00          | $35646.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2016.00           | $1473.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $1486953.00        | $1190602.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 5.0000%  | 0.0000% | $1344.00           | $1156.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $548416.00         | $567630.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4310.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1027.00           | $716.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $997352.00         | $827662.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $400000.00         | $318323.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $2898410.00        | $2730386.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1079.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $603859.00         | $609661.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $2002.00           | $2115.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $421778.00         | $439085.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1468266.00        | $1203748.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1227950.00        | $1272753.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $183208.00         | $183653.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1456540.00        | $1496638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1013.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $4365896.00        | $4412431.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $35690400.00       | $35376083.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $11221408.00       | $11312245.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $23760512.00       | $24181199.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $25058965.00       | $25474386.00       | Agency Mortgage-Backed Securities |

### Security 314: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B1E9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B1E9779156DCG
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $207.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $400.00            | $379.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $74904900.00       | $79016549.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $256596900.00      | $238582822.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $45753800.00       | $46821318.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $563190200.00      | $593260285.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $16800.00          | $17191.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $856300.00         | $876225.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $44119000.00       | $44648019.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $16642300.00       | $16777971.00       | U.S. Treasuries (including strips) |

### Security 315: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.340000%
- **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: TPR05B1EB, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: TPR05B1EB779156DAI
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 6.0000%  | 0.0000% | $81555.00          | $1101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 6.0000%  | 0.0000% | $92412.00          | $1328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-12-01      | 4.5000%  | 0.0000% | $9932.00           | $678.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-03-01      | 5.5000%  | 0.0000% | $220672.00         | $1284.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 6.5000%  | 0.0000% | $38135.00          | $344.00            | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2025-09-19      | 4.4150%  | 0.0000% | $740000.00         | $746489.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 3.5000%  | 0.0000% | $5984.00           | $409.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 4.0000%  | 0.0000% | $12920.00          | $964.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 5.0000%  | 0.0000% | $338595.00         | $122149.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 3.5000%  | 0.0000% | $2162000.00        | $263170.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-09-01      | 3.5000%  | 0.0000% | $1580000.00        | $188362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.5000%  | 0.0000% | $39999.00          | $8666.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $1206.00           | $262.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 5.0000%  | 0.0000% | $1100.00           | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 2.5000%  | 0.0000% | $173427.00         | $124935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $22000.00          | $11352.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $13000.00          | $6832.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-08-01      | 5.0000%  | 0.0000% | $1008.00           | $1022.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 5.5000%  | 0.0000% | $156431.00         | $103413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $4496000.00        | $3612635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $76281.00          | $56799.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $52000.00          | $38678.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $1992.00           | $1532.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%  | 0.0000% | $10990708.00       | $8538505.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%  | 0.0000% | $99953.00          | $76378.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $9000.00           | $7879.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $9965534.00        | $9231354.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%  | 0.0000% | $8524246.00        | $7245636.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $36070165.00       | $26967644.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $104000.00         | $78750.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.0000%  | 0.0000% | $16663870.00       | $15975835.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $1579017.00        | $1499798.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $440000.00         | $418286.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 3.5000%  | 0.0000% | $75000.00          | $63905.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3660.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $329370.00         | $49062.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $294.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $368.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $17000.00          | $4672.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $418.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $628000.00         | $224199.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $1007.00           | $483.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $9322874.00        | $8975068.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $1077363.00        | $200334.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $368.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $2495659.00        | $936689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $18301691.00       | $11377516.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $1992.00           | $1260.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $24485000.00       | $14381811.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2025.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $2130.00           | $1812.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $1005.00           | $880.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1301.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $111000.00         | $58207.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.5000%  | 0.0000% | $23000.00          | $13576.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $115500.00         | $73744.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.5000%  | 0.0000% | $93000.00          | $57008.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $1010.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $32812.00          | $25225.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $7010.00           | $4653.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2093.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $45823.00          | $31725.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1485.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%  | 0.0000% | $1003.00           | $774.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.5000%  | 0.0000% | $5000.00           | $3591.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $4000.00           | $2931.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $7000.00           | $5449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.0000%  | 0.0000% | $119000.00         | $87278.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $68000.00          | $52077.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $1647155.00        | $1289655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $33355048.00       | $26596476.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.0000%  | 0.0000% | $3767016.00        | $3122164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $162000.00         | $130893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2583.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.0000%  | 0.0000% | $3047.00           | $2612.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $49011.00          | $41339.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1724.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2732.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1739.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $1192.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $874135.00         | $796620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $169254.00         | $156400.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $12524.00          | $11565.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $2912.00           | $2719.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $4619173.00        | $4179615.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $12272658.00       | $11516427.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $11845215.00       | $11160563.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $2033.00           | $1927.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 4.0000%  | 0.0000% | $255959.00         | $234874.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $163392.00         | $156810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $3096849.00        | $2972099.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%  | 0.0000% | $7000.00           | $5216.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $865508.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $1004.00           | $855.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-01      | 3.5000%  | 0.0000% | $1169558.00        | $147194.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 4.0000%  | 0.0000% | $1127745.00        | $118889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.5000%  | 0.0000% | $1022.00           | $252.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $195.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $544.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1513.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1073.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $664.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1196.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $37925.00          | $32968.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $6183634.00        | $4888836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.0000%  | 0.0000% | $1092201.00        | $1028962.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $38177587.00       | $26811320.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $22712680.00       | $14643725.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.5000%  | 0.0000% | $1002.00           | $463.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $2300000.00        | $2021241.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $401.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $528.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $1717434.00        | $1680871.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $50000.00          | $44049.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $15102.00          | $14699.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $1053.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1925.00           | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 4.5300%  | 0.0000% | $4586000.00        | $4582255.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 4.4500%  | 0.0000% | $10000000.00       | $9996604.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 2.5000%  | 0.0000% | $1000.00           | $401.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $1001.00           | $660.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $1199.00           | $923.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1525.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $62000.00          | $49418.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $4807817.00        | $4113686.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-07-01      | 2.0000%  | 0.0000% | $96803280.00       | $52590302.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%  | 0.0000% | $1956328.00        | $1815629.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $562766.00         | $577041.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-23      | 4.4650%  | 0.0000% | $6922000.00        | $6957053.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-05      | 4.6000%  | 0.0000% | $43000.00          | $43231.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-12-01      | 6.5000%  | 0.0000% | $1992.00           | $12.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 4.5000%  | 0.0000% | $1854.00           | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-09-01      | 4.5000%  | 0.0000% | $4254.00           | $68.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 3.5000%  | 0.0000% | $1020.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 4.5000%  | 0.0000% | $10117.00          | $498.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-05-01      | 5.5000%  | 0.0000% | $208000.00         | $38024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 4.5000%  | 0.0000% | $188000.00         | $35939.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $11189875.00       | $10478247.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $11292567.00       | $10305534.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.5000%  | 0.0000% | $2361000.00        | $229875.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $835000.00         | $140103.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $2426116.00        | $425234.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $16204352.00       | $4782957.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $900000.00         | $257757.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.0000%  | 0.0000% | $91000.00          | $15937.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $169.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.5000%  | 0.0000% | $973989.00         | $151261.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-01      | 3.0000%  | 0.0000% | $2000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.0000%  | 0.0000% | $1008.00           | $253.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 3.5000%  | 0.0000% | $2454000.00        | $607390.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-03-01      | 6.0000%  | 0.0000% | $7483321.00        | $57996.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $3633116.00        | $2895322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $340254.00         | $272457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $449.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $436.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $9570282.00        | $7991051.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 7.0000%  | 0.0000% | $624583.00         | $524839.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $1313000.00        | $1206147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $565000.00         | $573937.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $29471.00          | $26043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $936554.00         | $918778.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $25000.00          | $23365.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $2827787.00        | $2860598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $106219.00         | $107050.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.0000%  | 0.0000% | $3816032.00        | $3764880.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.0000%  | 0.0000% | $1001.00           | $875.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $3526211.00        | $3466369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1387273.00        | $1419111.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.0000%  | 0.0000% | $4177099.00        | $4119501.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $915.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $991.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $3998636.00        | $4100822.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $910795.00         | $953641.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1064.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $3003756.00        | $2972094.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $6691.00           | $6789.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1999.00           | $2065.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1014453.00        | $1026258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $6176557.00        | $6248117.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2069.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1961500.00        | $1982227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1517130.00        | $1557751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.5000%  | 0.0000% | $5708249.00        | $598574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $465.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1195.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $24137.00          | $2139.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $1008.00           | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $2425000.00        | $1932402.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $394.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1183.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $299999.00         | $123286.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $4535268.00        | $2372542.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $13724646.00       | $8284683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1319.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $284937.00         | $195535.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $25000.00          | $15234.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $1001.00           | $571.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $9890019.00        | $9305955.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $17000.00          | $3734.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $412.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $20000.00          | $4571.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%  | 0.0000% | $84738.00          | $28538.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $250015.00         | $79599.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $487.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $958.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $483.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $571150.00         | $339487.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $6000.00           | $2699.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $492.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $39000.00          | $20099.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $1156000.00        | $460843.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $43467200.00       | $22027521.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $7969.00           | $4883.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 2.0000%  | 0.0000% | $11208064.00       | $6456940.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1145.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $3106319.00        | $1728129.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1184.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 1.5000%  | 0.0000% | $5204841.00        | $3140567.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $25001.00          | $15187.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $2056.00           | $1422.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $1064709.00        | $751085.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3250.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1002.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $23000.00          | $16781.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $1999.00           | $1375.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1327.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1378.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3678.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $27000.00          | $16977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $42007.00          | $29935.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $461684.00         | $345739.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2097.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $13000.00          | $9568.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $3014.00           | $2193.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $548000.00         | $403795.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $3072.00           | $2554.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2200.00           | $1733.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1270.00           | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $1151.00           | $888.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $1274.00           | $990.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $12000.00          | $9908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $196661.00         | $150702.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $1557433.00        | $1229766.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $1044.00           | $899.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $1277.00           | $1007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.5000%  | 0.0000% | $1002.00           | $654.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $220864.00         | $190492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1594.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%  | 0.0000% | $1158.00           | $930.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%  | 0.0000% | $2049.00           | $1564.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.5000%  | 0.0000% | $24695587.00       | $18098234.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $175000.00         | $143819.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%  | 0.0000% | $174592.00         | $132712.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%  | 0.0000% | $1085.00           | $936.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $2095.00           | $1848.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $766615.00         | $672246.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $2890500.00        | $2060666.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $295636.00         | $261378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $860.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $2332000.00        | $1926853.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $6881949.00        | $5813728.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $20389280.00       | $18344704.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $9721359.00        | $7895844.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $2491689.00        | $2226735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%  | 0.0000% | $866563.00         | $827668.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $4680000.00        | $4268363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $1040009.00        | $816391.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $3693334.00        | $3479662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1952.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 4.5000%  | 0.0000% | $480932.00         | $455247.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $440000.00         | $427106.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $5215834.00        | $4986077.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $2066.00           | $1892.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $1122481.00        | $1052953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2813.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $5780113.00        | $5554916.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $23507269.00       | $23060314.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $336021.00         | $340141.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $971.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $10688050.00       | $10325467.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $1974592.00        | $1883492.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $711367.00         | $615627.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1310.00           | $1226.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1078.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $518289.00         | $505761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $1033.00           | $1021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $1043.00           | $991.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $552656.00         | $491480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $15818288.00       | $13613550.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $1160.00           | $1136.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $1040.00           | $952.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $4989494.00        | $5032943.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1810866.00        | $1821573.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1320.00           | $1336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $8246693.00        | $7979719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-05-01      | 4.0000%  | 0.0000% | $123000.00         | $21181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 5.0000%  | 0.0000% | $2139000.00        | $243589.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $286.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 3.5000%  | 0.0000% | $6000.00           | $1359.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $12105633.00       | $2577724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $185574.00         | $51754.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $351.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1499000.00        | $608008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $302.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $13132.00          | $4928.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $412.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%  | 0.0000% | $28710.00          | $4876.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $431.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 5.0000%  | 0.0000% | $9000.00           | $3357.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.5000%  | 0.0000% | $3999.00           | $538.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $315000.00         | $48592.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $382.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $386.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.0000%  | 0.0000% | $10996392.00       | $4305486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $873.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%  | 0.0000% | $120998.00         | $34853.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 4.5000%  | 0.0000% | $12068880.00       | $2669447.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.5000%  | 0.0000% | $2017.00           | $474.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $60000.00          | $35165.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $693.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.0000%  | 0.0000% | $1065641.00        | $447320.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.5000%  | 0.0000% | $2000.00           | $902.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 4.0000%  | 0.0000% | $1709.00           | $632.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 3.0000%  | 0.0000% | $1056.00           | $608.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $442.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.0000%  | 0.0000% | $870621.00         | $476129.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1505.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $2947407.00        | $1877068.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.0000%  | 0.0000% | $13002.00          | $4336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.5000%  | 0.0000% | $4999.00           | $1857.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.5000%  | 0.0000% | $7008.00           | $2367.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $440.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 4.0000%  | 0.0000% | $1004.00           | $349.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $35000.00          | $19720.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.0000%  | 0.0000% | $243700.00         | $129054.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $49000.00          | $30919.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $300000.00         | $152642.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1329.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $6019.00           | $2961.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-11-01      | 1.5000%  | 0.0000% | $1000.00           | $465.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.5000%  | 0.0000% | $2011.00           | $1069.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.5000%  | 0.0000% | $253248.00         | $136767.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 4.5000%  | 0.0000% | $52200.00          | $29669.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $382224.00         | $237992.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $2505.00           | $1286.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $108070.00         | $79034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $15609.00          | $9716.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $5001.00           | $3294.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $4444456.00        | $2891615.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $452539.00         | $267985.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 4.5000%  | 0.0000% | $94000.00          | $53373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $400000.00         | $251270.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $117000.00         | $81103.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $8000.00           | $4793.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $19926.00          | $13371.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $150000.00         | $94968.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $172467.00         | $118198.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $4003.00           | $2760.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $3011.00           | $2154.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $59010.00          | $42661.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $795576.00         | $596005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $63000.00          | $44160.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $914647.00         | $641822.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 3.0000%  | 0.0000% | $200000.00         | $104577.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $349000.00         | $231345.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $211721.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $261414.00         | $173892.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2168.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $797000.00         | $527766.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $655617.00         | $447947.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $9001.00           | $6108.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $120000.00         | $88522.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 5.5000%  | 0.0000% | $18000.00          | $2419.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1412.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $5600.00           | $4335.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $5009.00           | $3467.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 4.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $58000.00          | $42081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.5000%  | 0.0000% | $1006.00           | $700.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $66000.00          | $47184.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $45674.00          | $36493.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1465.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $175000.00         | $144980.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%  | 0.0000% | $14000.00          | $10659.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1521.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $1900.00           | $1356.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1480.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $1229970.00        | $980604.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%  | 0.0000% | $103310.00         | $77835.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.5000%  | 0.0000% | $8305694.00        | $5807836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $1004.00           | $684.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $900000.00         | $701496.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $86010.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $10000.00          | $8135.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1544.00           | $1271.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1781356.00        | $1573558.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 3.5000%  | 0.0000% | $1001.00           | $789.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $44000.00          | $33542.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-05-01      | 4.0000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $198257.00         | $151106.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $3014.00           | $2282.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $96328.00          | $69603.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $84000.00          | $67483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%  | 0.0000% | $6508742.00        | $5552883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $15142736.00       | $12233848.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $21197412.00       | $18325518.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4217.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $5000.00           | $4125.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%  | 0.0000% | $1001.00           | $749.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $3008724.00        | $2521363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $10000.00          | $8796.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 4.5000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1662.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $28293530.00       | $24670181.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $7441.00           | $6036.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $251128.00         | $191021.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $157000.00         | $115056.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $2018.00           | $1789.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $2096.00           | $1865.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $1292.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4678.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $21275.00          | $16231.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $175000.00         | $159566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $447211.00         | $351509.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.0000%  | 0.0000% | $8000.00           | $6195.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $100012.00         | $72851.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $905.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $1232.00           | $951.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $479471.00         | $369977.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $565688.00         | $540707.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2866.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.0000%  | 0.0000% | $545000.00         | $496865.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 3.5000%  | 0.0000% | $5330993.00        | $4582574.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $21607134.00       | $19103091.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $1002.00           | $817.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%  | 0.0000% | $123606.00         | $96612.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1025.00           | $827.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $7491893.00        | $6243359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $108768.00         | $105082.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%  | 0.0000% | $563429.00         | $503883.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1215.00           | $1127.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $50000.00          | $39000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $6321048.00        | $5944354.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 5.0000%  | 0.0000% | $100000.00         | $88818.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $716866.00         | $708305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $111272.00         | $102703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $5140048.00        | $4859344.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $1083633.00        | $959087.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $697.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $17228690.00       | $16915073.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1033.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1032.00           | $1046.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $30038844.00       | $30658493.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 6.5000%  | 0.0000% | $10164416.00       | $504793.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 5.1900%  | 0.0000% | $79506.00          | $46778.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.0000%  | 0.0000% | $10350927.00       | $222260.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 5.0000%  | 0.0000% | $28589638.00       | $923109.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-09-01      | 2.5000%  | 0.0000% | $1235.00           | $38.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 2.5000%  | 0.0000% | $2842502.00        | $139903.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 4.5000%  | 0.0000% | $53191.00          | $2874.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 4.0000%  | 0.0000% | $1004.00           | $46.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.5000%  | 0.0000% | $2013.00           | $146.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-08-01      | 3.0000%  | 0.0000% | $4410000.00        | $337848.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $208.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 4.0000%  | 0.0000% | $7454027.00        | $836096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 2.5000%  | 0.0000% | $3001.00           | $397.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-08-01      | 3.5000%  | 0.0000% | $4294356.00        | $270892.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 4.5000%  | 0.0000% | $1000.00           | $49.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-04-01      | 3.0000%  | 0.0000% | $241025.00         | $24260.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 3.5000%  | 0.0000% | $4000.00           | $448.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 3.0000%  | 0.0000% | $1002.00           | $96.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 4.0000%  | 0.0000% | $3000.00           | $324.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $651008.00         | $51361.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.0000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 3.5000%  | 0.0000% | $1004.00           | $103.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 2.5000%  | 0.0000% | $4000.00           | $616.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.5000%  | 0.0000% | $4000.00           | $615.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 3.0000%  | 0.0000% | $2319.00           | $438.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.5000%  | 0.0000% | $15000.00          | $1609.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 3.5000%  | 0.0000% | $4000.00           | $579.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.0000%  | 0.0000% | $2002.00           | $200.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.5000%  | 0.0000% | $1020.00           | $132.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%  | 0.0000% | $10898657.00       | $1432149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 3.5000%  | 0.0000% | $1080.00           | $113.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $568000.00         | $48355.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1834.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $4000.00           | $2336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $126318.00         | $64627.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.5000%  | 0.0000% | $550993.00         | $291626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-07-01      | 1.5000%  | 0.0000% | $1010.00           | $424.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 1.5000%  | 0.0000% | $592974.00         | $365428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $22013.00          | $13500.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $2833189.00        | $1678229.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.0000%  | 0.0000% | $154000.00         | $95725.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $293002.00         | $180228.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $3009.00           | $1888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1779.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $6780.00           | $4355.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $6000.00           | $3834.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%  | 0.0000% | $1256.00           | $162.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 2.5000%  | 0.0000% | $264000.00         | $43508.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $15000.00          | $3992.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%  | 0.0000% | $25000.00          | $5950.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1179.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $29903.00          | $10001.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 1.5000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 2.0000%  | 0.0000% | $57000.00          | $29322.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 2.0000%  | 0.0000% | $11000.00          | $4767.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $346.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $250000.00         | $133628.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $454.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 2.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.5000%  | 0.0000% | $1032.00           | $388.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.5000%  | 0.0000% | $12667043.00       | $6311563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.0000%  | 0.0000% | $26024.00          | $15686.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $398.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $1021.00           | $794.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1774.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $254160.00         | $203104.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $11036.00          | $9539.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 4.5000%  | 0.0000% | $3498.00           | $3198.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1940.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3131.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $6000.00           | $3971.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $2044.00           | $1344.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3332.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $6000.00           | $3885.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $42154.00          | $28593.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.0000%  | 0.0000% | $1416.00           | $897.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-04-01      | 2.5000%  | 0.0000% | $8000.00           | $5344.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3732.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.0000%  | 0.0000% | $3003.00           | $2005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $59000.00          | $42185.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.0000%  | 0.0000% | $532379.00         | $330054.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $280652.00         | $206098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.5000%  | 0.0000% | $8004.00           | $5238.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $104999.00         | $81005.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $2787.00           | $2066.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.0000%  | 0.0000% | $8000.00           | $6009.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $21000.00          | $15885.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.0000%  | 0.0000% | $1002.00           | $649.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 4.0000%  | 0.0000% | $335336.00         | $248218.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%  | 0.0000% | $284000.00         | $227954.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $6466.00           | $5059.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $194044.00         | $151693.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1619.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $47168.00          | $38927.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.0000%  | 0.0000% | $263683.00         | $202454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $284214.00         | $232553.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2089.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 5.0000%  | 0.0000% | $21000.00          | $14874.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%  | 0.0000% | $67989.00          | $57706.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3423.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $2279.00           | $1891.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 5.0000%  | 0.0000% | $110854.00         | $57103.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 4.5000%  | 0.0000% | $1001.00           | $862.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $1057.00           | $908.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $2063.00           | $1716.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 3.0000%  | 0.0000% | $152486.00         | $121652.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $1079.00           | $908.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 5.5000%  | 0.0000% | $218978.00         | $158115.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $14000.00          | $12190.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-11-01      | 5.0000%  | 0.0000% | $866436.00         | $509413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1858.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $105000.00         | $98670.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $19000.00          | $17854.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 4.5000%  | 0.0000% | $2039.00           | $1884.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 4.5000%  | 0.0000% | $11000.00          | $10167.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 4.5000%  | 0.0000% | $2012.00           | $1835.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $3488.00           | $3286.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.0000%  | 0.0000% | $5772210.00        | $5246364.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3829.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $1027.00           | $936.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $719337.00         | $655409.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $186443.00         | $179685.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1070123.00        | $1048967.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 5.5000%  | 0.0000% | $521840.00         | $513426.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1134.00           | $1121.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $2838228.00        | $2788487.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $231001.00         | $230435.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.0000%  | 0.0000% | $2003.00           | $1977.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 4.5000%  | 0.0000% | $1012.00           | $978.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 4.5000%  | 0.0000% | $164188.00         | $158607.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1905381.00        | $1955385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $2058.00           | $2112.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 5.0000%  | 0.0000% | $1002.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 7.0000%  | 0.0000% | $14966990.00       | $423239.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $6439867.00        | $6455723.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $1004.00           | $1003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $1083704.00        | $1095570.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $897405.00         | $882158.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $1275098.00        | $1291149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $1053.00           | $1064.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $5000.00           | $4888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $5290252.00        | $5314891.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $12153757.00       | $11756309.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $956262.00         | $965188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1179764.00        | $1213319.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $1541919.00        | $1532205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1324066.00        | $1340648.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $4365280.00        | $4418450.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $2001514.00        | $1747766.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $3629.00           | $3672.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1767490.00        | $1811500.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $11005027.00       | $11150159.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1119574.00        | $1135266.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $8614503.00        | $8610259.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1865.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $8480179.00        | $8454279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1015.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1026.00           | $1062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1011.00           | $1059.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $16106176.00       | $15829752.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $2087409.00        | $2123029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $1157896.00        | $1122197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $1045138.00        | $1061018.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1009856.00        | $1068848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $3756137.00        | $3815952.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $1404538.00        | $1425931.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $4992209.00        | $5071585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $2613096.00        | $2655282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $4000.00           | $4132.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $4031699.00        | $4064503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $1007.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 4.0000%  | 0.0000% | $6717558.00        | $6293452.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $2024.00           | $2007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1251481.00        | $1268685.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $5312994.00        | $5043591.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $249196.00         | $241253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1089.00           | $1046.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1216.00           | $1183.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $85739.00          | $85557.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%  | 0.0000% | $2002.00           | $1888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $602173.00         | $568720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 4.5000%  | 0.0000% | $747148.00         | $704845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $3120701.00        | $3076294.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $89488.00          | $90324.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $5078056.00        | $5136889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $7818443.00        | $7238533.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $1016.00           | $932.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1060815.00        | $994782.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $16626240.00       | $15676147.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $1113.00           | $1071.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $10354271.00       | $10701704.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1107.00           | $1104.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $31821387.00       | $31063822.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1614265.00        | $1626104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 4.5000%  | 0.0000% | $1713759.00        | $1651664.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 4.0000%  | 0.0000% | $1003.00           | $940.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1981398.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1022680.00        | $1033083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $839105.00         | $886837.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-15      | 5.0000%  | 0.0000% | $72000.00          | $1156.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-11-20      | 4.0000%  | 0.0000% | $6645.00           | $378.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-03-20      | 4.0000%  | 0.0000% | $11445.00          | $983.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.5000%  | 0.0000% | $4915000.00        | $2185731.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-08-20      | 2.0000%  | 0.0000% | $107760.00         | $35406.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.0000%  | 0.0000% | $5126652.00        | $2402941.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $71989.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $16001.00          | $10799.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $2142.00           | $1096.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $940000.00         | $579535.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.0000%  | 0.0000% | $289086.00         | $177257.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 2.0000%  | 0.0000% | $1313659.00        | $820673.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.5000%  | 0.0000% | $29914865.00       | $14248565.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 5.5000%  | 0.0000% | $180674166.00      | $167774421.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $105572000.00      | $85026202.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 5.5000%  | 0.0000% | $3167588.00        | $2659236.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 6.0000%  | 0.0000% | $1026335.00        | $675670.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $1241867.00        | $404225.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $1427000.00        | $1217992.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 5.0000%  | 0.0000% | $50000.00          | $25208.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 1.5000%  | 0.0000% | $89848.00          | $68912.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.5000%  | 0.0000% | $627434.00         | $675721.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $149953.00         | $146278.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 4.5000%  | 0.0000% | $5348724.00        | $5086570.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $2240735.00        | $2219346.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $4182000.00        | $4141273.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 4.0000%  | 0.0000% | $705472.00         | $652129.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 4.5000%  | 0.0000% | $1749532.00        | $1672664.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $629502.00         | $621329.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 4.5000%  | 0.0000% | $27431.00          | $26470.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3113533.00        | $3142771.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $18737.00          | $19139.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $243427.00         | $251235.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-20      | 5.5000%  | 0.0000% | $604291.00         | $619989.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 4.5000%  | 0.0000% | $691851.00         | $668888.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1496618.00        | $1560514.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-15      | 5.0000%  | 0.0000% | $46592.00          | $3787.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.5000%  | 0.0000% | $92013.00          | $23413.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 5.0000%  | 0.0000% | $45698.00          | $304.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 5.0000%  | 0.0000% | $625000.00         | $8606.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-15      | 5.0000%  | 0.0000% | $1000000.00        | $14009.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-03-15      | 5.0000%  | 0.0000% | $415000.00         | $14409.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-15      | 5.0000%  | 0.0000% | $400000.00         | $28370.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-15      | 5.0000%  | 0.0000% | $283234.00         | $10715.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-03-15      | 5.0000%  | 0.0000% | $355000.00         | $11302.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-15      | 5.0000%  | 0.0000% | $330283.00         | $5243.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-15      | 4.0000%  | 0.0000% | $213066.00         | $131114.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 5.0000%  | 0.0000% | $410000.00         | $6683.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $18209408.00       | $13604219.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-09      | 0.0000%  | 0.0000% | $3703200.00        | $3687228.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-12-11      | 0.0000%  | 0.0000% | $30000000.00       | $29667300.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-06      | 0.0000%  | 0.0000% | $40000000.00       | $38611440.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-04-30      | 1.2500%  | 0.0000% | $44480400.00       | $42039852.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-29      | 4.0000%  | 0.0000% | $80487000.00       | $82832038.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-05-15      | 4.2500%  | 0.0000% | $19459000.00       | $19751894.00       | U.S. Treasuries (including strips)  |

### Security 316: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.340000%
- **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: TPR05B1EE, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR05B1EE7791562HS
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%  | 0.0000% | $5070000.00        | $3816326.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2045-09-25      | 2.0800%  | 0.0000% | $2000000.00        | $1213712.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-10-30      | 1.7000%  | 0.0000% | $2300000.00        | $1754301.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-05      | 1.8000%  | 0.0000% | $8445000.00        | $6419146.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-11-10      | 1.8700%  | 0.0000% | $6945000.00        | $5213264.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-30      | 4.0000%  | 0.0000% | $470000.00         | $478197.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-04      | 3.6250%  | 0.0000% | $320000.00         | $324755.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 4.0000%  | 0.0000% | $5456624.00        | $236801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $43370000.00       | $8795502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 3.5000%  | 0.0000% | $26000.00          | $7110.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 4.0000%  | 0.0000% | $13000.00          | $8047.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $204000.00         | $105262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $5307.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $35590016.00       | $27073765.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $19000.00          | $13959.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 4.0000%  | 0.0000% | $200000.00         | $133769.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $124000.00         | $95232.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $69126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $100000.00         | $86120.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $28332.00          | $25829.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.5000%  | 0.0000% | $2299000.00        | $305938.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $825000.00         | $151703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $355000.00         | $97561.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $557000.00         | $267010.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $933008.00         | $248213.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $937000.00         | $344474.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $865000.00         | $456018.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $620000.00         | $488060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $138003.00         | $108993.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $30411680.00       | $23811093.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.0000%  | 0.0000% | $96000.00          | $78334.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $62000.00          | $51895.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $31999.00          | $28954.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 4.5000%  | 0.0000% | $48886.00          | $46024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $3159796.00        | $2642159.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $111000.00         | $91569.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 8.5000%  | 0.0000% | $1135000.00        | $40264.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $93152.00          | $66140.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $1123696.00        | $766844.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $75001.00          | $55500.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $175000.00         | $135216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $217225.00         | $188831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 7.0000%  | 0.0000% | $97665.00          | $50944.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $15542256.00       | $12632885.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $10747328.00       | $8503610.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $2126985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $12796240.00       | $10809102.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1621830.00        | $1280053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.5000%  | 0.0000% | $1492134.00        | $1192954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.5000%  | 0.0000% | $7676968.00        | $7305823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%  | 0.0000% | $1211850.00        | $1141378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1577102.00        | $832824.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%  | 0.0000% | $1535514.00        | $1335033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $3138184.00        | $2471016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1588248.00        | $1541441.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $2554220.00        | $2157444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $5987016.00        | $5860283.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-10-07      | 3.6100%  | 0.0000% | $1900000.00        | $1739238.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-03-12      | 2.2300%  | 0.0000% | $3055000.00        | $2544988.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-30      | 1.9400%  | 0.0000% | $5000000.00        | $4483012.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-11-21      | 4.3750%  | 0.0000% | $20000000.00       | $20782754.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-01-25      | 3.7500%  | 0.0000% | $20000000.00       | $20100153.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.5800%  | 0.0000% | $25318000.00       | $20644373.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $5973000.00        | $4511206.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%  | 0.0000% | $2491000.00        | $2050842.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-03      | 2.9300%  | 0.0000% | $3969000.00        | $2985935.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-04-04      | 4.0000%  | 0.0000% | $1656000.00        | $1450714.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%  | 0.0000% | $11000.00          | $5053.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $164625.00         | $102024.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $14000.00          | $9871.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 3.5000%  | 0.0000% | $394474.00         | $150982.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.5000%  | 0.0000% | $4447320.00        | $790450.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $1529546.00        | $1337356.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $3765264.00        | $3434752.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $2780300.00        | $2535763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-05-01      | 4.5000%  | 0.0000% | $6610312.00        | $319639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.5000%  | 0.0000% | $16916200.00       | $2838905.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 6.0000%  | 0.0000% | $3400000.00        | $206115.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%  | 0.0000% | $1230998.00        | $232159.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 4.0000%  | 0.0000% | $4410000.00        | $235454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $416913.00         | $79021.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-01      | 3.5000%  | 0.0000% | $1001242.00        | $92304.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1530386.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $42999.00          | $8436.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.5000%  | 0.0000% | $570000.00         | $79881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.0000%  | 0.0000% | $879120.00         | $161341.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.0000%  | 0.0000% | $200000.00         | $39858.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-10-01      | 3.5000%  | 0.0000% | $1439392.00        | $64187.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 4.0000%  | 0.0000% | $1927962.00        | $175890.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 3.0000%  | 0.0000% | $1751364.00        | $101813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.0000%  | 0.0000% | $9783264.00        | $2456177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-04-01      | 6.0000%  | 0.0000% | $14002400.00       | $308474.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $3251528.00        | $2313185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $2748616.00        | $2180484.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.5000%  | 0.0000% | $2005728.00        | $1569950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1353432.00        | $1194771.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1397154.00        | $1139580.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.5000%  | 0.0000% | $2463044.00        | $1993525.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.5000%  | 0.0000% | $115334.00         | $113217.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.0000%  | 0.0000% | $102162.00         | $71519.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $211680.00         | $138419.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $7000.00           | $7253.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $32450.00          | $32151.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $3016388.00        | $3041819.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1097220.00        | $947930.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $9876624.00        | $8456739.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $7000.00           | $7052.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $1473132.00        | $1440350.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $7000.00           | $6876.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5882.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1263090.00        | $1287473.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1396732.00        | $1267190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $2006744.00        | $2054523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2681028.00        | $2782787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1540352.00        | $1557621.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $6002952.00        | $5924255.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $48852.00          | $51171.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $786864.00         | $778154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1269324.00        | $1300092.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $2655968.00        | $2737059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $2750660.00        | $2859956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1006536.00        | $1065483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.5000%  | 0.0000% | $135000.00         | $44848.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.0000%  | 0.0000% | $360000.00         | $70693.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 4.5000%  | 0.0000% | $117000.00         | $34308.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-06-01      | 3.5000%  | 0.0000% | $6570792.00        | $5115688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 3.5000%  | 0.0000% | $505000.00         | $95281.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 4.0000%  | 0.0000% | $307000.00         | $69000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-08-01      | 2.5000%  | 0.0000% | $205000.00         | $37857.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-09-01      | 4.0000%  | 0.0000% | $1921000.00        | $362295.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 4.0000%  | 0.0000% | $204000.00         | $57615.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-03-01      | 4.5000%  | 0.0000% | $2377084.00        | $2301478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $84760.00          | $33463.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $560000.00         | $213303.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $166054.00         | $78182.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $296687.00         | $155659.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $77514.00          | $41564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $45000.00          | $25658.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $364000.00         | $196871.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $422502.00         | $270696.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $12000.00          | $11002.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $38669.00          | $26162.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $3826028.00        | $3584751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 3.0000%  | 0.0000% | $43943.00          | $35987.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1040812.00        | $827575.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $152337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $110250.00         | $69672.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $499652.00         | $390575.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 4.0000%  | 0.0000% | $1842960.00        | $1667427.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $60000.00          | $49875.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $1152834.00        | $642563.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $2166864.00        | $1828890.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $25029000.00       | $7020630.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.0000%  | 0.0000% | $75045376.00       | $22565306.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.0000%  | 0.0000% | $27146816.00       | $4779260.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $2300000.00        | $417409.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.5000%  | 0.0000% | $182000.00         | $53750.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $390000.00         | $124166.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $462000.00         | $221231.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $280000.00         | $119351.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $93979.00          | $49448.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $506000.00         | $122428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $118000.00         | $45633.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.0000%  | 0.0000% | $284988.00         | $116370.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $134000.00         | $55049.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $115835.00         | $46787.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 2.5000%  | 0.0000% | $616545.00         | $292741.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 3.0000%  | 0.0000% | $13994880.00       | $7705814.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $99822.00          | $63288.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.5000%  | 0.0000% | $203000.00         | $87340.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.0000%  | 0.0000% | $295000.00         | $155912.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $805000.00         | $426848.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $2441140.00        | $1439186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $5135720.00        | $3207739.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 2.0000%  | 0.0000% | $60470.00          | $36922.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $58144.00          | $39122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.5000%  | 0.0000% | $47000.00          | $28671.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $58819.00          | $43263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $54000.00          | $40317.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.0000%  | 0.0000% | $122070.00         | $93378.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.0000%  | 0.0000% | $156424.00         | $131310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $55441.00          | $44790.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.5000%  | 0.0000% | $6062950.00        | $5042327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $27363936.00       | $22018733.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $38855936.00       | $31341413.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%  | 0.0000% | $37000.00          | $31628.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $6148.00           | $5494.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $1726466.00        | $1530392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $3318740.00        | $2259477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $16054640.00       | $15607680.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $47905664.00       | $46146820.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $17777088.00       | $17568771.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $14774208.00       | $13358868.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%  | 0.0000% | $31582040.00       | $30813067.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $36311232.00       | $36704981.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $12000.00          | $7174.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $398681.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $443854.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.5000%  | 0.0000% | $34000.00          | $11483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $268000.00         | $163566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $14000.00          | $8706.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $250000.00         | $162613.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $8878000.00        | $5990872.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $1218388.00        | $975798.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $132016.00         | $100619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $40000.00          | $34647.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%  | 0.0000% | $16000.00          | $11908.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $600000.00         | $453257.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.0000%  | 0.0000% | $50000.00          | $38718.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $590862.00         | $455930.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2357760.00        | $2442176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $4251000.00        | $660547.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 3.0000%  | 0.0000% | $2377000.00        | $386056.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 2.5000%  | 0.0000% | $499964.00         | $74369.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $184360.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.0000%  | 0.0000% | $334000.00         | $111117.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.0000%  | 0.0000% | $800000.00         | $342612.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 2.0000%  | 0.0000% | $48000.00          | $17502.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 1.5000%  | 0.0000% | $241000.00         | $115710.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-04-01      | 2.5000%  | 0.0000% | $551000.00         | $368058.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $244000.00         | $157438.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.0000%  | 0.0000% | $113000.00         | $70056.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 2.5000%  | 0.0000% | $100040.00         | $68512.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $224000.00         | $168376.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 4.0000%  | 0.0000% | $568140.00         | $384329.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $22290.00          | $17031.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $162000.00         | $126223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $41999.00          | $32577.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 3.0000%  | 0.0000% | $43000.00          | $32041.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $7943832.00        | $6499902.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 4.5000%  | 0.0000% | $1678662.00        | $42445.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 7.0000%  | 0.0000% | $1932934.00        | $1807266.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1267750.00        | $1317390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5495264.00        | $5642128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $14000.00          | $14233.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $1169114.00        | $1211939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1410430.00        | $1476589.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-03-20      | 4.5000%  | 0.0000% | $509974.00         | $113999.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $928451.00         | $253647.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 5.0000%  | 0.0000% | $491000.00         | $442473.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-20      | 4.0000%  | 0.0000% | $14238195.00       | $475210.00         | Agency Mortgage-Backed Securities   |

### Security 317: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B1F0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05B1F07791561JP
- **C.18 - Value (incl. sponsor support):** $27200000.00
- **C.18.a - Value (excl. sponsor support):** $27200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $800.00            | $796.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $22375400.00       | $27756559.00       | U.S. Treasuries (including strips) |

### Security 318: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.340000%
- **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: TPR05B1F5, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05B1F57791561MI
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 7.0000%  | 0.0000% | $27151310.00       | $1384099.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 4.5000%  | 0.0000% | $1296000.00        | $20257.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | 0.0000% | $21600000.00       | $36958.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.5000%  | 0.0000% | $2768762.00        | $295729.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.5000%  | 0.0000% | $4500543.00        | $262435.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 3.5000%  | 0.0000% | $7660000.00        | $1210136.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 3.5000%  | 0.0000% | $3800000.00        | $636732.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $800000.00         | $144312.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $4408552.00        | $932158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | 0.0000% | $100000.00         | $20380.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $294356.00         | $47807.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $1878545.00        | $341063.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.0000%  | 0.0000% | $7600000.00        | $811973.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.0000%  | 0.0000% | $1293178.00        | $22008.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 5.5000%  | 0.0000% | $6944.00           | $242.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 7.5000%  | 0.0000% | $48725.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 8.0000%  | 0.0000% | $440759.00         | $277.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 8.5000%  | 0.0000% | $427342.00         | $2180.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.0000%  | 0.0000% | $36826262.00       | $598396.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 4.0000%  | 0.0000% | $3451000.00        | $490384.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 7.5000%  | 0.0000% | $5605983.00        | $292986.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 3.5000%  | 0.0000% | $2969.00           | $85.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $97034034.00       | $8653191.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $100000.00         | $17146.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 7.0000%  | 0.0000% | $4100000.00        | $532208.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 3.5000%  | 0.0000% | $7000.00           | $788.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 4.5000%  | 0.0000% | $1577926.00        | $173666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 4.0000%  | 0.0000% | $1900000.00        | $403484.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $58470.00          | $7186.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-06-01      | 4.0000%  | 0.0000% | $12225.00          | $714.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 2.5000%  | 0.0000% | $160863.00         | $46147.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $239610.00         | $211083.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2795440.00        | $2853079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $20623.00          | $17086.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1794.00           | $1854.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $1068.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2260.00           | $2363.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $75561.00          | $71586.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $744576.00         | $737267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1103000.00        | $1098929.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1026156.00        | $1043113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2724064.00        | $2796600.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1113780.00        | $1173049.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1192250.00        | $1213184.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1066528.00        | $1078918.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1040361.00        | $1060161.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1053910.00        | $1071914.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2466980.00        | $2549210.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $5777295.00        | $5966861.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $2475473.00        | $2455853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $2092228.00        | $2074482.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1029951.00        | $1047545.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1031750.00        | $1023064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1188400.00        | $1201068.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1842397.00        | $1838235.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2642883.00        | $2633878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $4702395.00        | $4550258.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $3783388.00        | $3655245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $7847536.00        | $8142051.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1320708.00        | $1358770.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2826396.00        | $2882598.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1843279.00        | $1910331.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5011384.00        | $5145352.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 5.5000%  | 0.0000% | $1171385.00        | $1204613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5158899.00        | $5280803.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 4.0000%  | 0.0000% | $53099.00          | $9257.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $2766000.00        | $730474.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $600000.00         | $180960.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 5.0000%  | 0.0000% | $4700000.00        | $860175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $100656.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $1125000.00        | $357492.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.5000%  | 0.0000% | $3967212.00        | $1218053.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $312000.00         | $113203.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $110000.00         | $55896.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $1023800.00        | $867754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.5000%  | 0.0000% | $35000.00          | $22226.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $190000.00         | $119342.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.5000%  | 0.0000% | $1278774.00        | $1317127.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $64932.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.5000%  | 0.0000% | $3864.00           | $2541.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $4080.00           | $3080.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 3.0000%  | 0.0000% | $40574.00          | $31186.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $152191.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1249912.00        | $281573.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $2292000.00        | $448249.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1103000.00        | $548662.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $786296.00         | $546291.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | 0.0000% | $10336.00          | $4859.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $150000000.00      | $110486932.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $101000.00         | $65931.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $725350.00         | $481938.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $24000.00          | $15747.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $117000.00         | $77928.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $100000.00         | $72666.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $115370.00         | $84780.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $135000.00         | $101391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11790.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $81770.00          | $65157.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $115000.00         | $102216.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $39977067.00       | $37745952.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1768.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $22588768.00       | $23673019.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | 0.0000% | $18598038.00       | $19884789.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $7283681.00        | $7499910.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $16763688.00       | $17126132.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $17878098.00       | $18852804.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | 0.0000% | $7045460.00        | $7488742.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.5000%  | 0.0000% | $19743341.00       | $21201472.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $18969092.00       | $19630215.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6597667.00        | $6774792.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $17345118.00       | $18416640.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $18649712.00       | $19748116.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $12069045.00       | $12511782.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $506186.00         | $468265.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $443686.00         | $448093.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $302.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $330000.00         | $157696.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $58521.00          | $32380.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $13907.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1819295.00        | $965808.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $100000.00         | $60466.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $400000.00         | $238010.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1077.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1240000.00        | $749891.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $1400000.00        | $800689.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $100000.00         | $57333.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1300000.00        | $813046.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $295000.00         | $196786.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $351310.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1041000.00        | $685965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $31872.00          | $20452.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $10585000.00       | $7560779.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $876000.00         | $575280.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $76804.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2335.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $520000.00         | $375023.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.5000%  | 0.0000% | $473634.00         | $316296.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $136307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $371151.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $487073.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $7000.00           | $5621.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 7.0000%  | 0.0000% | $4135074.00        | $48012.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 6.5000%  | 0.0000% | $11395.00          | $82.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 6.5000%  | 0.0000% | $7788731.00        | $182664.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $5609438.00        | $420312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 4.5000%  | 0.0000% | $5249980.00        | $168428.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $2825000.00        | $398272.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.0000%  | 0.0000% | $7350000.00        | $475969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $25050.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.5000%  | 0.0000% | $300003.00         | $49948.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.5000%  | 0.0000% | $900000.00         | $128098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 4.0000%  | 0.0000% | $669677.00         | $147295.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-01-01      | 2.5000%  | 0.0000% | $12000.00          | $57.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-08-01      | 2.5000%  | 0.0000% | $5000.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $542.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 3.5000%  | 0.0000% | $7000.00           | $420.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 3.5000%  | 0.0000% | $15000.00          | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $9480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 4.0000%  | 0.0000% | $400000.00         | $63254.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | 0.0000% | $56000.00          | $5876.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $85000.00          | $11675.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $12000.00          | $7514.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2035.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.0000%  | 0.0000% | $12643481.00       | $8097119.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 3.0000%  | 0.0000% | $687775.00         | $426394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 3.0000%  | 0.0000% | $43724.00          | $31098.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $38892.00          | $32097.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $18000.00          | $12052.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $2069.00           | $1812.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | 0.0000% | $16000.00          | $10688.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $11724.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 3.0000%  | 0.0000% | $58755.00          | $47337.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $66154.00          | $61240.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1153110.00        | $1180974.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $2799460.00        | $2674794.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 3.5000%  | 0.0000% | $152538.00         | $145609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $26864042.00       | $27056685.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 6.0000%  | 0.0000% | $4174630.00        | $4179095.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 3.5000%  | 0.0000% | $804899.00         | $730318.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 5.0000%  | 0.0000% | $13145343.00       | $13328509.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 6.0000%  | 0.0000% | $1897881.00        | $1957563.00        | Agency Mortgage-Backed Securities |

### Security 319: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.340000%
- **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: TPR05B1F6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05B1F67791564WE
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 4.5000%  | 0.0000% | $1819556.00        | $147403.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $8548.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.5000%  | 0.0000% | $197762.00         | $1077.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $945000.00         | $27613.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $1487700.00        | $28518.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.0000%  | 0.0000% | $5071221.00        | $663946.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.5000%  | 0.0000% | $11000.00          | $509.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $1200780.00        | $148476.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.5000%  | 0.0000% | $43496014.00       | $12035714.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2589.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.0000%  | 0.0000% | $25508674.00       | $23959712.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 2.5000%  | 0.0000% | $10666824.00       | $7108129.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $767998.00         | $644832.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $898000.00         | $625183.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $3250000.00        | $2845358.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $60000.00          | $43034.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $20316.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $5742486.00        | $5131205.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $3032118.00        | $2362812.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $17827632.00       | $16523529.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $18821330.00       | $18155430.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 4.0000%  | 0.0000% | $8000.00           | $1639.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.0000%  | 0.0000% | $11000.00          | $5768.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.0000%  | 0.0000% | $75294.00          | $61438.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $12774776.00       | $12057976.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $22440632.00       | $16762138.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $44040615.00       | $37409359.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $200000.00         | $129459.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $44284892.00       | $29469923.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 1.5000%  | 0.0000% | $5364288.00        | $3367567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $1448876.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1979406.00        | $1576389.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $453842.00         | $358424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $15000.00          | $11334.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $153475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2991.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1610785.00        | $1421592.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $2079650.00        | $2022545.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1408200.00        | $1323229.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $262219.00         | $251991.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1221074.00        | $1163197.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1853649.00        | $1868757.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-08-01      | 3.5000%  | 0.0000% | $2601210.00        | $330631.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $264987.00         | $161018.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.0000%  | 0.0000% | $99087.00          | $60905.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1419014.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $116250.00         | $50155.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $1324966.00        | $877962.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $800000.00         | $639716.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.0000%  | 0.0000% | $3324911.00        | $2233196.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 2.5000%  | 0.0000% | $348007.00         | $275637.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 6.0000%  | 0.0000% | $1667569.00        | $1092258.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 5.0000%  | 0.0000% | $2055001.00        | $1751705.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 6.0000%  | 0.0000% | $1344500.00        | $1256062.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.0000%  | 0.0000% | $1561909.00        | $1449548.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1176983.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1079071.00        | $1010495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1899295.00        | $1916690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1190300.00        | $1163851.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $11849169.00       | $11074509.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 4.5000%  | 0.0000% | $510083.00         | $432094.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $20050138.00       | $18775055.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2973103.00        | $3122099.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1263933.00        | $1325389.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1459581.00        | $1496432.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $2161503.00        | $2079977.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $144073.00         | $145310.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $10167375.00       | $10295566.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $3383121.00        | $3426693.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1095953.00        | $1148734.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1739559.00        | $1560495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3442301.00        | $3563391.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1621392.00        | $1714083.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $9995790.00        | $10044154.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1116250.00        | $1177172.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $4599207.00        | $4664099.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $5048328.00        | $4875104.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $7924512.00        | $8000590.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1088191.00        | $1109477.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $1946515.00        | $1880353.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $20879370.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3030181.00        | $3090435.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1001820.00        | $1020581.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1297652.00        | $1328736.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $20108879.00       | $20783384.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $5608575.00        | $5801284.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $32481433.00       | $32491770.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $871000.00         | $692473.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2200000.00        | $1723893.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1678507.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $67121643.00       | $67109628.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2179.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $15150.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $369000.00         | $25048.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 5.5000%  | 0.0000% | $104000.00         | $8561.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.0000%  | 0.0000% | $157220811.00      | $21264418.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-20      | 4.0000%  | 0.0000% | $575511.00         | $25911.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.5000%  | 0.0000% | $13435381.00       | $1491988.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $6400000.00        | $490971.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-20      | 3.0000%  | 0.0000% | $1000003.00        | $142258.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $42976208.00       | $4007530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $42872.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.5000%  | 0.0000% | $65000.00          | $7622.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 6.0000%  | 0.0000% | $75000.00          | $15431.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $27784009.00       | $8191869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 5.5000%  | 0.0000% | $50000.00          | $27451.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.5000%  | 0.0000% | $111000.00         | $66342.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 5.0000%  | 0.0000% | $1976675.00        | $670201.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 1.5000%  | 0.0000% | $781982.00         | $456235.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.5000%  | 0.0000% | $583538.00         | $428164.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $2825218.00        | $2405373.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-20      | 3.5000%  | 0.0000% | $1124958.00        | $815930.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1142198.00        | $888974.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.0000%  | 0.0000% | $123451.00         | $104467.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 2.5000%  | 0.0000% | $94778.00          | $65076.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $10000.00          | $9029.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $68432698.00       | $7640686.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $5044577.00        | $1150292.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $300000.00         | $152870.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $1150112.00        | $481469.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 2.5000%  | 0.0000% | $1126055.00        | $722436.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $3530990.00        | $2672749.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $5008548.00        | $3374969.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1327144.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $5154450.00        | $3808383.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $13073446.00       | $8686814.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2209518.00        | $1695283.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $2592853.00        | $1870090.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $5123402.00        | $4962893.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2351519.00        | $2393575.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4192217.00        | $3503090.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $32940826.00       | $34083921.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1133736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $1228587.00        | $1190252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3582610.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $10158727.00       | $10310911.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $428922.00         | $446942.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $3696831.00        | $3797920.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $8289186.00        | $8633317.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $2005640.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1756318.00        | $1847437.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $70249149.00       | $72874477.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $2762715.00        | $2880295.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2335184.00        | $2457778.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3204640.00        | $3372879.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $5013784.00        | $5232433.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $997886.00         | $976499.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $8068635.00        | $8012651.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2223295.00        | $2261595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.5000%  | 0.0000% | $23832708.00       | $2688505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $169322.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 5.0000%  | 0.0000% | $50000.00          | $574.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $29301.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $157656.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-20      | 5.5000%  | 0.0000% | $310000.00         | $2852.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 6.0000%  | 0.0000% | $306059.00         | $8890.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-20      | 6.5000%  | 0.0000% | $49956.00          | $1154.00           | Agency Mortgage-Backed Securities |

### Security 320: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B1F7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05B1F77791561BO
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $100149400.00      | $50440646.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $75274000.00       | $25706297.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $17622600.00       | $20676422.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $24102130.00       | $18190745.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $245311103.00      | $125705995.00      | U.S. Treasuries (including strips) |
| CASH                                     | 2025-08-29      | 0.0000%  | 0.0000% | $164000000.00      | $164000000.00      | Cash                               |

### Security 321: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.340000%
- **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: TPR05B1F9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B1F97791562CR
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $22288500.00       | $22499994.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22268300.00       | $22499960.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $22323800.00       | $22499964.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $21926100.00       | $22499927.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $22125200.00       | $22499928.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $17802800.00       | $18000371.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $22186400.00       | $22499937.00       | U.S. Treasuries (including strips) |

### Security 322: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B1FC, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B1FC7791561CR
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $22288500.00       | $22499994.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $17302500.00       | $17583876.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22268300.00       | $22499960.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $22323800.00       | $22499964.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $21926100.00       | $22499927.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $22125200.00       | $22499928.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $411900.00         | $416471.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $22186400.00       | $22499937.00       | U.S. Treasuries (including strips) |

### Security 323: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.340000%
- **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: TPR05B1FE, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05B1FE7791566BA
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $331721715.00      | $42269577.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $249936996.00      | $55644950.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $193332950.00      | $47983561.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $515576270.00      | $55764804.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 2.5000%  | 0.0000% | $91720704.00       | $55837108.00       | Agency Mortgage-Backed Securities |

### Security 324: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 4.340000%
- **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: TPR05B201, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR05B201779156NOM
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-17      | 0.0000%  | 0.0000% | $49767000.00       | $42302298.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-09-01      | 2.5000%  | 0.0000% | $525900.00         | $30227.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2036-02-08      | 1.8700%  | 0.0000% | $395000.00         | $301425.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-11-24      | 0.5600%  | 0.0000% | $200000.00         | $198356.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-10      | 4.5000%  | 0.0000% | $345000.00         | $359444.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-11      | 4.6250%  | 0.0000% | $100000.00         | $102825.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-08      | 4.3750%  | 0.0000% | $8125000.00        | $8466805.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-09      | 4.7500%  | 0.0000% | $610000.00         | $630974.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-12      | 4.0000%  | 0.0000% | $24760000.00       | $24771329.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $97700.00          | $70692.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $8990000.00        | $7167747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $18441200.00       | $13302769.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $561900.00         | $439363.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $3008000.00        | $2164788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%  | 0.0000% | $8934400.00        | $6960999.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-02      | 2.6800%  | 0.0000% | $3000.00           | $3019.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-05-17      | 3.3000%  | 0.0000% | $3000.00           | $3001.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-11-23      | 3.4000%  | 0.0000% | $4000.00           | $4016.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-04      | 3.7800%  | 0.0000% | $2000.00           | $1883.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-09-15      | 2.1500%  | 0.0000% | $649000.00         | $508993.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-09-29      | 2.2300%  | 0.0000% | $1000.00           | $790.00            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $6000.00           | $4969.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-13      | 4.2500%  | 0.0000% | $11000.00          | $11119.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-01-21      | 5.4700%  | 0.0000% | $2000.00           | $2013.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-01-27      | 4.4300%  | 0.0000% | $7000000.00        | $7079581.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $385000.00         | $283358.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $197600.00         | $137810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $251753000.00      | $202097490.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $280184000.00      | $209937388.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-19      | 4.6000%  | 0.0000% | $9823000.00        | $9853090.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-15      | 0.0000%  | 0.0000% | $6165000.00        | $5203248.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $547585000.00      | $456230847.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%  | 0.0000% | $53000.00          | $50063.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-01      | 2.0000%  | 0.0000% | $5120000.00        | $344832.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $3514600.00        | $2975134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $3106600.00        | $2286537.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $255215.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%  | 0.0000% | $22400.00          | $15786.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $813315.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 6.5000%  | 0.0000% | $605700.00         | $442363.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.0000%  | 0.0000% | $95400.00          | $69891.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 3.0000%  | 0.0000% | $531200.00         | $385349.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 2.5000%  | 0.0000% | $1199800.00        | $935605.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.0000%  | 0.0000% | $6272900.00        | $4904520.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-02-20      | 6.5000%  | 0.0000% | $485800.00         | $21769.00          | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2036-04-01      | 5.9800%  | 0.0000% | $40000.00          | $45494.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-04-01      | 5.8800%  | 0.0000% | $2000.00           | $2263.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2056-04-01      | 5.3750%  | 0.0000% | $8000.00           | $8065.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2048-01-15      | 4.8750%  | 0.0000% | $1946000.00        | $1838128.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2042-12-15      | 3.5000%  | 0.0000% | $99000.00          | $81315.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $2938.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-07-15      | 0.0000%  | 0.0000% | $746000.00         | $441865.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 0.0000%  | 0.0000% | $672000.00         | $645038.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 0.0000%  | 0.0000% | $115900.00         | $107202.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 0.0000%  | 0.0000% | $402000.00         | $244857.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 0.0000%  | 0.0000% | $48600.00          | $27940.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-08-15      | 0.0000%  | 0.0000% | $51100.00          | $26723.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 0.0000%  | 0.0000% | $1990000.00        | $1023996.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 0.0000%  | 0.0000% | $23900.00          | $10879.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-05-15      | 0.0000%  | 0.0000% | $2499700.00        | $1102758.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 0.0000%  | 0.0000% | $296000.00         | $128488.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 0.0000%  | 0.0000% | $644900.00         | $275602.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 0.0000%  | 0.0000% | $31400.00          | $12857.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 0.0000%  | 0.0000% | $1550000.00        | $616223.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 0.0000%  | 0.0000% | $1452000.00        | $525477.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 0.0000%  | 0.0000% | $496800.00         | $177124.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 0.0000%  | 0.0000% | $3298900.00        | $1161869.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%  | 0.0000% | $119600.00         | $40945.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 0.0000%  | 0.0000% | $87000.00          | $28581.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%  | 0.0000% | $46499900.00       | $13932998.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%  | 0.0000% | $64900000.00       | $19237269.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%  | 0.0000% | $28515700.00       | $8070171.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $13754700.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%  | 0.0000% | $71199800.00       | $19340358.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 0.0000%  | 0.0000% | $123999800.00      | $32116940.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 0.0000%  | 0.0000% | $76098600.00       | $19485047.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-08-15      | 0.0000%  | 0.0000% | $498393200.00      | $122436769.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 0.0000%  | 0.0000% | $1070000.00        | $257191.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 0.0000%  | 0.0000% | $416700.00         | $99264.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-08-15      | 0.0000%  | 0.0000% | $1388900.00        | $326644.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 0.0000%  | 0.0000% | $1523700.00        | $351001.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-08-15      | 0.0000%  | 0.0000% | $49800.00          | $11235.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-02-15      | 3.5000%  | 0.0000% | $7910000.00        | $7129635.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-05-15      | 4.2500%  | 0.0000% | $108349000.00      | $106390467.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 3.0000%  | 0.0000% | $130885300.00      | $99640139.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 3.0000%  | 0.0000% | $2844100.00        | $2112078.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 2.3750%  | 0.0000% | $309700.00         | $224027.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 3.0000%  | 0.0000% | $15000000.00       | $10618100.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 4.0000%  | 0.0000% | $21999900.00       | $19124485.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 1.5000%  | 0.0000% | $53910900.00       | $45232202.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 5.0000%  | 0.0000% | $2648900.00        | $2728296.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-15      | 0.0000%  | 0.0000% | $11000.00          | $10700.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-11-15      | 0.0000%  | 0.0000% | $93500.00          | $70341.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%  | 0.0000% | $52500.00          | $37656.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 2.7500%  | 0.0000% | $1100000.00        | $1079219.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 1.8750%  | 0.0000% | $33100.00          | $32552.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-07-15      | 0.1250%  | 0.0000% | $5350600.00        | $6429018.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-12-31      | 0.6250%  | 0.0000% | $25000000.00       | $23371151.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 1.1250%  | 0.0000% | $30248300.00       | $29433987.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-11-15      | 4.1250%  | 0.0000% | $315900.00         | $322977.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-01-15      | 1.1250%  | 0.0000% | $11458400.00       | $12065727.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-30      | 5.0000%  | 0.0000% | $334400.00         | $341468.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-30      | 4.8750%  | 0.0000% | $114900.00         | $116452.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-04-30      | 4.2934%  | 0.0000% | $5220000.00        | $5237536.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-31      | 4.8750%  | 0.0000% | $75100.00          | $76479.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 3.7500%  | 0.0000% | $190100.00         | $193387.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-29      | 4.1250%  | 0.0000% | $20817800.00       | $21523915.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-06-30      | 3.8750%  | 0.0000% | $5590700.00        | $5669707.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-06-30      | 3.7500%  | 0.0000% | $2307400.00        | $2325410.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-15      | 0.0000%  | 0.0000% | $72085.00          | $55676.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-08-15      | 0.0000%  | 0.0000% | $38298540.00       | $28889240.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 0.0000%  | 0.0000% | $75550.00          | $54247.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-02-15      | 0.0000%  | 0.0000% | $42626070.00       | $26668958.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-08-15      | 0.0000%  | 0.0000% | $62199800.00       | $37867052.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 0.0000%  | 0.0000% | $23854960.00       | $14106273.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-11-15      | 0.0000%  | 0.0000% | $384147.00         | $314522.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 0.0000%  | 0.0000% | $52344.00          | $41882.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-05-15      | 0.0000%  | 0.0000% | $11422818.00       | $8722418.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-05-15      | 0.0000%  | 0.0000% | $40152670.00       | $29207494.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%  | 0.0000% | $13187750.00       | $9342927.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 0.0000%  | 0.0000% | $52344.00          | $50060.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 0.0000%  | 0.0000% | $30876929.00       | $29289793.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-05-15      | 0.0000%  | 0.0000% | $51161.00          | $48073.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 0.0000%  | 0.0000% | $55149.00          | $51328.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 0.0000%  | 0.0000% | $435648.00         | $401953.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 0.0000%  | 0.0000% | $70008.00          | $64035.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-08-15      | 0.0000%  | 0.0000% | $67463.00          | $60574.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-11-15      | 0.0000%  | 0.0000% | $19328380.00       | $12265732.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-15      | 0.0000%  | 0.0000% | $75550.00          | $66516.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-15      | 0.0000%  | 0.0000% | $37993928.00       | $32791192.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-05-15      | 0.0000%  | 0.0000% | $1293189.00        | $1127609.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-15      | 0.0000%  | 0.0000% | $168588.00         | $144020.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-02-15      | 0.0000%  | 0.0000% | $29861614.00       | $25244501.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-08-15      | 0.0000%  | 0.0000% | $75550.00          | $62528.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-15      | 0.0000%  | 0.0000% | $35631560.00       | $28840398.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-05-15      | 0.0000%  | 0.0000% | $220680.00         | $136199.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-11-15      | 0.0000%  | 0.0000% | $36974680.00       | $22194607.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-05-15      | 0.0000%  | 0.0000% | $52344.00          | $30558.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-08-15      | 0.0000%  | 0.0000% | $72566.00          | $41767.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 0.0000%  | 0.0000% | $48722860.00       | $27181996.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-11-15      | 0.0000%  | 0.0000% | $23550955.00       | $6099862.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-11-15      | 0.0000%  | 0.0000% | $16985604.00       | $9626455.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-05-15      | 0.0000%  | 0.0000% | $5688298.00        | $3130743.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-08-15      | 0.0000%  | 0.0000% | $75550.00          | $41017.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-02-15      | 0.0000%  | 0.0000% | $64816930.00       | $34090011.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 0.0000%  | 0.0000% | $45862.00          | $11741.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 0.0000%  | 0.0000% | $471199.00         | $118997.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 0.0000%  | 0.0000% | $60322068.00       | $15115926.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-11-15      | 0.0000%  | 0.0000% | $5457610.00        | $2919036.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-08-15      | 0.0000%  | 0.0000% | $44509180.00       | $22665499.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 0.0000%  | 0.0000% | $109949832.00      | $55115762.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 0.0000%  | 0.0000% | $122086.00         | $30228.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 0.0000%  | 0.0000% | $10772776.00       | $2653819.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-02-15      | 0.0000%  | 0.0000% | $36252030.00       | $17873628.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 0.0000%  | 0.0000% | $15783620.00       | $3853350.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-08-15      | 0.0000%  | 0.0000% | $43676053.00       | $10555454.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 0.0000%  | 0.0000% | $15227174.00       | $7393341.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 0.0000%  | 0.0000% | $15754550.00       | $3760973.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-08-15      | 0.0000%  | 0.0000% | $79990970.00       | $38204887.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-11-15      | 0.0000%  | 0.0000% | $21602648.00       | $10164435.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 0.0000%  | 0.0000% | $54934750.00       | $25475880.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 0.0000%  | 0.0000% | $49098280.00       | $11574429.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 0.0000%  | 0.0000% | $4161614.00        | $1506001.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 0.0000%  | 0.0000% | $25795154.00       | $11787973.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-08-15      | 0.0000%  | 0.0000% | $37863120.00       | $17034125.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 0.0000%  | 0.0000% | $12561864.00       | $5569754.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 0.0000%  | 0.0000% | $28637980.00       | $12488336.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 0.0000%  | 0.0000% | $27005560.00       | $11411469.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 0.0000%  | 0.0000% | $2247362.00        | $935752.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.0000%  | 0.0000% | $45280810.00       | $18574641.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 0.0000%  | 0.0000% | $9719576.00        | $3924230.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 0.0000%  | 0.0000% | $48685442.00       | $19365608.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 0.0000%  | 0.0000% | $968053.00         | $379589.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 0.0000%  | 0.0000% | $25948110.00       | $10034342.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 0.0000%  | 0.0000% | $52113.00          | $19596.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 0.0000%  | 0.0000% | $32809700.00       | $12196612.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 0.0000%  | 0.0000% | $55076524.00       | $19622113.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 0.0000%  | 0.0000% | $887261.00         | $312563.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 0.0000%  | 0.0000% | $65290913.00       | $22729921.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 0.0000%  | 0.0000% | $47687591.00       | $16415738.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 0.0000%  | 0.0000% | $60694763.00       | $20632031.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%  | 0.0000% | $774393.00         | $259496.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 0.0000%  | 0.0000% | $135860.00         | $44924.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-05-15      | 0.0000%  | 0.0000% | $59646.00          | $19462.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 0.0000%  | 0.0000% | $12031823.00       | $3874235.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-11-15      | 0.0000%  | 0.0000% | $931142.00         | $296213.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 0.0000%  | 0.0000% | $44768043.00       | $14045391.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-05-15      | 0.0000%  | 0.0000% | $928219.00         | $287200.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-08-15      | 0.0000%  | 0.0000% | $149003.00         | $45505.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-11-15      | 0.0000%  | 0.0000% | $83594.00          | $25222.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%  | 0.0000% | $657296.00         | $192968.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%  | 0.0000% | $1500878.00        | $435586.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 0.0000%  | 0.0000% | $120120.00         | $34417.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-02-15      | 0.0000%  | 0.0000% | $25819413.00       | $7300465.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-05-15      | 0.0000%  | 0.0000% | $1048351.00        | $293570.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%  | 0.0000% | $41345.00          | $11406.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-11-15      | 0.0000%  | 0.0000% | $220835.00         | $60031.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.0000%  | 0.0000% | $25045860.00       | $6709886.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%  | 0.0000% | $10063769.00       | $2665953.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 0.0000%  | 0.0000% | $484589.00         | $126683.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 0.0000%  | 0.0000% | $92905.00          | $21734.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-08-15      | 0.0000%  | 0.0000% | $30638120.00       | $7131666.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-11-15      | 0.0000%  | 0.0000% | $56243.00          | $12971.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 0.0000%  | 0.0000% | $24658060.00       | $5631950.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-05-15      | 0.0000%  | 0.0000% | $1466276.00        | $332629.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-08-15      | 0.0000%  | 0.0000% | $36245260.00       | $8120714.00        | U.S. Treasuries (including strips)  |

### Security 325: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B20B, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05B20B7791561SS
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $539837100.00      | $283389725.20      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $19000000.00       | $10552615.55       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $59000000.00       | $37361589.41       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $166980500.00      | $95149390.97       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $96000000.00       | $53205978.08       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $5000000.00        | $3517187.49        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3000000.00        | $2141861.39        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3000000.00        | $2448785.66        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $330475700.00      | $328232866.30      | U.S. Treasuries (including strips) |

### Security 326: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.340000%
- **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: TPR05B20D, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05B20D7791562ST
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 3.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 3.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 5.8500%  | 0.0000% | $2278.00           | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-05-01      | 3.0000%  | 0.0000% | $5139.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1002.00           | $371.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $3344.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $423.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1365.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1543.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $2500000.00        | $2086971.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1445000.00        | $1212815.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $4233825.00        | $4099220.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $275.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $6021796.00        | $3743538.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1281.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $5245882.00        | $4112674.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1479.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $878.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $2924149.00        | $2524669.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1795.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $4338803.00        | $4108526.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $203042.00         | $191649.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-02-01      | 4.0000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $23075000.00       | $5689326.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $460.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1444120.00        | $1173185.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.0000%  | 0.0000% | $1225948.00        | $1190656.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $1496460.00        | $1555879.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $385.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 1.5000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-04-01      | 3.0000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-09-01      | 3.0000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 4.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 3.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 3.0000%  | 0.0000% | $2000.00           | $276.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 3.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 2.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $10198528.00       | $1857761.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1239124.00        | $1213314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $8520739.00        | $8668140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $9149040.00        | $9421627.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3955744.00        | $4045080.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1254264.00        | $1332419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $314.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 4.0000%  | 0.0000% | $2000.00           | $318.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $341.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $297.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $467.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $3951338.00        | $3071377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 3.5000%  | 0.0000% | $1000.00           | $263.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 2.5000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 2.5000%  | 0.0000% | $85672717.00       | $31347826.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $515.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $413.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $24204488.00       | $13036836.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $7425716.00        | $4075519.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $872.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $35517357.00       | $28032733.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $20275010.00       | $16698551.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $27365.00          | $23660.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $3791570.00        | $2912615.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $740490.00         | $650560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $4868227.00        | $4131871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $6812322.00        | $6158971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $2065320.00        | $1830763.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $15215.00          | $14011.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $1008.00           | $947.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2026661.00        | $1947848.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $4289695.00        | $4100734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $6791240.00        | $6526649.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $22862169.00       | $21913557.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $6234313.00        | $6144487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $117802.00         | $96404.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 5.0000%  | 0.0000% | $971800.00         | $907841.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $4128932.00        | $4090854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 5.0000%  | 0.0000% | $2008.00           | $2038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $22879736.00       | $20578017.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $11232609.00       | $11087134.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $5776349.00        | $5896437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $23046640.00       | $19294335.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2442192.00        | $2563277.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2048.00           | $2042.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $555.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $343.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $2000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1257.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $2000.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $5432956.00        | $3328882.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $252000.00         | $157703.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $403.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1911.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | 0.0000% | $8260848.00        | $2789859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $65000.00          | $38608.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $125000.00         | $78814.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1210.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $5615480.00        | $2929553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1317.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $60000.00          | $36955.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $64143.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1829504.00        | $1088422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $99000.00          | $60299.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1382.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1266.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $31177.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1880000.00        | $1217401.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1395.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1440.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 3.5000%  | 0.0000% | $2000.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $37053.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1343.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $4355000.00        | $3374400.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $76804.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1237.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1303.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $3091106.00        | $2239715.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $899215.00         | $651933.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $1446952.00        | $979716.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $5377000.00        | $4074989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $3877000.00        | $2923173.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $4685000.00        | $3487471.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1647.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1623.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $17353348.00       | $14190925.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $9847669.00        | $8653579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1723982.00        | $1358198.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1773.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1980722.00        | $1387796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2339.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1257220.00        | $988178.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2323.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1778.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1766.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1748.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1764.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 7.0000%  | 0.0000% | $2430744.00        | $2289939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1820.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $2698000.00        | $2057315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1827.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1618.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $31674432.00       | $27540844.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1822.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | 0.0000% | $25860408.00       | $17605042.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $29294574.00       | $27981407.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1881.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $1030.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $12299442.00       | $12034974.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $4226795.00        | $3701384.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $6059168.00        | $5362764.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $3039708.00        | $2678596.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $5131193.00        | $2998169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $4478160.00        | $3566395.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.0000%  | 0.0000% | $1535000.00        | $26336.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.6200%  | 0.0000% | $473000.00         | $71832.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $16130215.00       | $2782518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 4.0000%  | 0.0000% | $1001.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 4.5000%  | 0.0000% | $2148995.00        | $30950.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 4.0000%  | 0.0000% | $3000.00           | $254.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 3.0000%  | 0.0000% | $1009.00           | $57.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 3.0000%  | 0.0000% | $500006.00         | $73019.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1008.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-02-01      | 3.0000%  | 0.0000% | $3000.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 4.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $613.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | 0.0000% | $20239585.00       | $11254961.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2460.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $6514192.00        | $4152560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $35003.00          | $18548.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 1.5000%  | 0.0000% | $1000.00           | $299.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 1.5000%  | 0.0000% | $1377526.00        | $752015.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 2.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $6888266.00        | $6060915.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1320.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3456.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $1047.00           | $725.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4310.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1240.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1530.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 3.5000%  | 0.0000% | $1002.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 2.0000%  | 0.0000% | $4000000.00        | $2591075.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $5590624.00        | $4481173.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $178989262.00      | $140034169.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5299.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3866.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1599564.00        | $1534017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $8179904.00        | $7883390.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 5.5000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $14436992.00       | $14056794.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1009750.00        | $896203.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1764524.00        | $1845430.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $14977059.00       | $15334379.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1396516.00        | $1441799.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $4000.00           | $4079.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1002.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $5493152.00        | $5818223.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $24559.00          | $25267.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3381973.00        | $3500622.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $3857084.00        | $3661505.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $10896800.00       | $10421040.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $28202032.00       | $26968497.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $3671338.00        | $3580266.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $5279504.00        | $5086534.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1028.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 4.5000%  | 0.0000% | $2981010.00        | $2904295.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $4809536.00        | $4606321.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.5000%  | 0.0000% | $10238912.00       | $9247754.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 4.5000%  | 0.0000% | $1008.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $2355716.00        | $2287692.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 5.5000%  | 0.0000% | $4566992.00        | $4636611.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $2273826.00        | $1683119.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $20467348.00       | $19275683.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $6736759.00        | $6249854.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1773.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $8037278.00        | $7369699.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $108332322.00      | $96752837.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $10150442.00       | $9601294.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $6051076.00        | $5664464.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $5926309.00        | $5748020.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $15721984.00       | $14456215.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $30690154.00       | $29247119.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $23741436.00       | $23399558.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $11310909.00       | $11248283.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1230.00           | $1166.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1028.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $241971.00         | $235214.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $51733463.00       | $51779734.00       | Agency Mortgage-Backed Securities |

### Security 327: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.340000%
- **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: TPR05B20E, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05B20E779156EBN
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2029-03-09      | 2.8750%  | 0.0000% | $15000000.00       | $14781696.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-26      | 1.0000%  | 0.0000% | $15000000.00       | $14710055.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-26      | 1.0000%  | 0.0000% | $10000000.00       | $9791000.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%  | 0.0000% | $19000000.00       | $18507317.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-27      | 1.0000%  | 0.0000% | $20000000.00       | $19488358.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-28      | 1.1000%  | 0.0000% | $25000000.00       | $24370347.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-30      | 1.0000%  | 0.0000% | $15000000.00       | $14794783.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-12-12      | 5.0000%  | 0.0000% | $10150000.00       | $10261289.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.1250%  | 0.0000% | $15000000.00       | $15135610.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-06      | 4.8000%  | 0.0000% | $10000000.00       | $10249197.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-06-21      | 4.7000%  | 0.0000% | $10000000.00       | $10164278.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-14      | 4.0600%  | 0.0000% | $10000000.00       | $10071283.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-25      | 4.0200%  | 0.0000% | $15000000.00       | $15221200.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-21      | 4.1500%  | 0.0000% | $10000000.00       | $10128226.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-23      | 4.4500%  | 0.0000% | $15000000.00       | $15217725.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-11-21      | 4.8600%  | 0.0000% | $25000000.00       | $25312500.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-20      | 4.6300%  | 0.0000% | $25000000.00       | $25488729.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-16      | 4.3400%  | 0.0000% | $25000000.00       | $25200264.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-12-16      | 4.3000%  | 0.0000% | $25000000.00       | $25193986.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.3900%  | 0.0000% | $25000000.00       | $25126764.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-15      | 4.3500%  | 0.0000% | $25000000.00       | $25395792.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.3950%  | 0.0000% | $25000000.00       | $25103292.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-04-04      | 4.1250%  | 0.0000% | $10000000.00       | $10142946.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-12      | 4.2350%  | 0.0000% | $25000000.00       | $25303711.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-13      | 4.2250%  | 0.0000% | $50000000.00       | $50113389.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-15      | 4.2950%  | 0.0000% | $50000000.00       | $50430526.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-07-15      | 4.1200%  | 0.0000% | $15000000.00       | $15058133.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-05      | 4.5000%  | 0.0000% | $16550000.00       | $16566219.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-14      | 4.5000%  | 0.0000% | $10000000.00       | $10002250.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-06      | 4.3750%  | 0.0000% | $10000000.00       | $10020851.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-09-15      | 0.0000%  | 0.0000% | $250000000.00      | $249485000.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-07-29      | 1.2300%  | 0.0000% | $10000000.00       | $8843450.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $15000000.00       | $10071850.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $7724638.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $15000000.00       | $14662830.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-13      | 0.9900%  | 0.0000% | $10000000.00       | $9757750.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $10000000.00       | $9748533.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-10      | 4.6250%  | 0.0000% | $25000000.00       | $25530941.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-10-10      | 5.1250%  | 0.0000% | $25000000.00       | $25514455.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-05      | 4.3300%  | 0.0000% | $10000000.00       | $10130787.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-24      | 4.5200%  | 0.0000% | $25000000.00       | $25455778.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-10-27      | 0.5400%  | 0.0000% | $10000000.00       | $9957800.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-12-01      | 0.6200%  | 0.0000% | $25000000.00       | $24806139.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-25      | 4.2500%  | 0.0000% | $15000000.00       | $14974083.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-08      | 3.6000%  | 0.0000% | $25000000.00       | $25123250.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-30      | 4.0000%  | 0.0000% | $10000000.00       | $10013992.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-07      | 4.0000%  | 0.0000% | $25000000.00       | $24931986.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-10      | 3.7500%  | 0.0000% | $15000000.00       | $15220593.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-24      | 3.9000%  | 0.0000% | $25000000.00       | $25298892.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-17      | 4.2500%  | 0.0000% | $35000000.00       | $35253540.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-25      | 3.3750%  | 0.0000% | $10000000.00       | $10080775.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-15      | 4.0000%  | 0.0000% | $20000000.00       | $20241578.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-10-24      | 4.0000%  | 0.0000% | $10000000.00       | $10084039.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-14      | 4.1250%  | 0.0000% | $25000000.00       | $24995219.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-01      | 4.1750%  | 0.0000% | $10000000.00       | $10163439.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-14      | 4.1000%  | 0.0000% | $10000000.00       | $10148070.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-12      | 4.1250%  | 0.0000% | $15000000.00       | $15143911.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-13      | 4.2500%  | 0.0000% | $25000000.00       | $25099639.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-07      | 4.2500%  | 0.0000% | $10000000.00       | $10033842.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-26      | 4.5000%  | 0.0000% | $25000000.00       | $25268950.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-07-29      | 4.1250%  | 0.0000% | $11730000.00       | $11725126.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-05      | 4.0000%  | 0.0000% | $15000000.00       | $14981902.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-12      | 4.0000%  | 0.0000% | $25000000.00       | $25017900.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-12-15      | 5.1500%  | 0.0000% | $25000000.00       | $25325153.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-11-20      | 5.2700%  | 0.0000% | $9000000.00        | $9148613.00        | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-06-16      | 4.1500%  | 0.0000% | $25000000.00       | $25180132.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-01-05      | 4.4200%  | 0.0000% | $25000000.00       | $25159250.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-05-25      | 5.0200%  | 0.0000% | $15000000.00       | $15342702.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-01-30      | 4.3000%  | 0.0000% | $100000000.00      | $100360389.00      | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-12-16      | 4.3500%  | 0.0000% | $50000000.00       | $50419042.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-12-18      | 4.4000%  | 0.0000% | $25000000.00       | $25199119.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-15      | 3.8750%  | 0.0000% | $62173900.00       | $136023231.00      | U.S. Treasuries (including strips)  |

### Security 328: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.340000%
- **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: TPR05B20F, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05B20F779156FBN
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-09-01      | 5.5000%  | 0.0000% | $32970.00          | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $1676.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $1009.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $15095.00          | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.5000%  | 0.0000% | $35211219.00       | $6458758.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-05-01      | 2.5000%  | 0.0000% | $3225000.00        | $48208.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $44092234.00       | $5093281.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | 0.0000% | $209148.00         | $21427.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $4568.00           | $565.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $13585562.00       | $4264210.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $1001460.00        | $193001.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $2062772.00        | $332984.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.5000%  | 0.0000% | $460689.00         | $58999.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1673500.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $21665216.00       | $5449213.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | 0.0000% | $850000.00         | $67940.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.5000%  | 0.0000% | $400000.00         | $66114.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $37697800.00       | $6629677.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-05-01      | 3.5000%  | 0.0000% | $1555000.00        | $294366.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $2869.00           | $341.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 3.5000%  | 0.0000% | $1493660.00        | $178069.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.5000%  | 0.0000% | $440399.00         | $53334.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.5000%  | 0.0000% | $1678000.00        | $149171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | 0.0000% | $817000.00         | $158373.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $209981.00         | $37201.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 3.5000%  | 0.0000% | $10200000.00       | $736043.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $11168973.00       | $3912733.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $30156813.00       | $22482208.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $275000.00         | $215751.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 2.5000%  | 0.0000% | $117000.00         | $30270.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $116544.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | 0.0000% | $311000.00         | $123986.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $304000.00         | $160630.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1940087.00        | $1293590.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | 0.0000% | $19570324.00       | $8889520.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $24994000.00       | $19649331.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $77078.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $23254893.00       | $15047434.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $16477120.00       | $14652297.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $763000.00         | $737821.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $49785803.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $48514332.00       | $46082334.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1541.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $51000.00          | $39703.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $728000.00         | $624132.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $4611826.00        | $3692025.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 7.0000%  | 0.0000% | $11785589.00       | $10066645.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $15048256.00       | $10980833.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $10945152.00       | $9337439.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $250000.00         | $31426.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 4.0000%  | 0.0000% | $16888232.00       | $4638405.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $10064137.00       | $3607930.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1604590.00        | $465876.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | 0.0000% | $9706247.00        | $2966577.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $19265000.00       | $4543459.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $4789373.00        | $1887083.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $112139522.00      | $42879514.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $8952013.00        | $3825413.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $172028.00         | $55770.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $371018.00         | $137286.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | 0.0000% | $6507837.00        | $4068647.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1980958.00        | $1686309.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $2925732.00        | $1880105.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $12828722.00       | $9546802.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $6547381.00        | $4498274.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $5327705.00        | $4514962.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $10947637.00       | $8609017.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $38713934.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $4853732.00        | $4638957.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | 0.0000% | $2569988.00        | $2408055.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | 0.0000% | $213866.00         | $77324.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $35073.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $277449.00         | $206839.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $2051705.00        | $1442857.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $26460322.00       | $16573559.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $101620376.00      | $81451845.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $42187584.00       | $34952547.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $80143983.00       | $68459408.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $21625206.00       | $18522003.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $52255534.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $79259163.00       | $66050295.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $2314272.00        | $2025900.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $108645700.00      | $89981446.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 2.0000%  | 0.0000% | $1050000.00        | $604857.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $261156.00         | $212122.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $599590922.00      | $44177996.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $18255102.00       | $3043871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $9769365.00        | $2194663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $49997059.00       | $14174583.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $289565696.00      | $50790406.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $3668890.00        | $3656990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $2199216.00        | $2101112.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2606319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $3591493.00        | $3343309.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $11103664.00       | $10522862.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $19049312.00       | $17545731.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3740741.00        | $3661587.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2658952.00        | $2577660.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2541452.00        | $2614356.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $5258670.00        | $5308141.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3225121.00        | $3257351.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2875813.00        | $2921268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2617545.00        | $2622261.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2894795.00        | $2940429.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2810280.00        | $2751252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1063380.00        | $1106030.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2464400.00        | $2522631.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2589352.00        | $2680193.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $9318700.00        | $9429898.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5643866.00        | $5801401.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | 0.0000% | $24440597.00       | $3869124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158785996.00      | $39014276.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $8707831.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | 0.0000% | $4327384.00        | $2026385.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $21743771.00       | $3304851.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $607837.00         | $164893.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $4647674.00        | $4061418.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $5917499.00        | $3169507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $98088960.00       | $45527750.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $181000.00         | $114436.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $1196902.00        | $695625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $2535178.00        | $2626048.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.5000%  | 0.0000% | $2465737.00        | $1959585.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $5281340.00        | $3176801.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $20595648.00       | $14356087.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $9461659.00        | $5729538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $15656644.00       | $12168343.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $11075449.00       | $5619228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1255370.00        | $659758.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1671844.00        | $1387790.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1045650.00        | $795807.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2534608.00        | $2333633.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $4870864.00        | $2889487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $3572268.00        | $3225099.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $2886048.00        | $2825265.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20823430.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $50000562.00       | $13501586.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $10882432.00       | $3269887.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $37275000.00       | $14038364.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $10000000.00       | $4492578.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $53674624.00       | $22558825.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $138912000.00      | $69261764.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $22275168.00       | $12228841.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $11338464.00       | $5821483.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $86929664.00       | $46764877.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $29649851.00       | $15951802.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $27394048.00       | $15682994.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | 0.0000% | $4036710.00        | $2222680.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $29583360.00       | $15454094.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $106566848.00      | $57970712.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $117114112.00      | $61105814.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $39447552.00       | $20898328.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $71525504.00       | $40569335.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $127753920.00      | $70852524.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $7589953.00        | $6989226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $12414872.00       | $11834783.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $37864258.00       | $36680461.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $44261360.00       | $35705142.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | 0.0000% | $30257552.00       | $27952946.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $35459839.00       | $36406547.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $33794112.00       | $33721631.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $41944064.00       | $35134086.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $38871424.00       | $32947816.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $33558144.00       | $32721533.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $33440186.00       | $33255036.00       | Agency Mortgage-Backed Securities |

### Security 329: BNP PARIBAS

- **C.1 - Title:** Joint Account I 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B210, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05B210779156BNP
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $21137700.00       | $4869301.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $113700.00         | $111236.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $200000000.00      | $209838440.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $198500000.00      | $204422194.50      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $22516550.00       | $22986632.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $43177500.00       | $43787681.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $702973.00         | $517544.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $5704378.00        | $4095891.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $24999778.00       | $15219790.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $591500.00         | $581372.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $595292.50         | $503250.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $2316940.00        | $1917597.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $82.00             | $47.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $36.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $7.50              | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $80.50             | $37.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $3379980.00        | $1148960.00        | U.S. Treasuries (including strips) |

### Security 330: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** Joint Account I 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B210, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B210779156CRE
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $88923200.00       | $91282461.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $58341750.00       | $61717590.50       | U.S. Treasuries (including strips) |

### Security 331: THE BANK OF NOVA SCOTIA-NEW YORK AGENCY

- **C.1 - Title:** Joint Account I 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B210, C.3 - LEI: N.A., C.5 - Other ID: TPR05B210779156THE
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $138693750.00      | $138207767.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $24201400.00       | $23891598.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $77600.00          | $76792.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $4186450.00        | $4130129.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $400.00            | $398.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $12217700.00       | $12048020.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $6590400.00        | $6507987.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $50.00             | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $50.00             | $54.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $801150.00         | $799155.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $150.00            | $147.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $686950.00         | $994121.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $50.00             | $41.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $50.00             | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $50.00             | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $40635100.00       | $40298133.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $32900.00          | $24328.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $50.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $50.00             | $32.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $22400.00          | $16468.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $50.00             | $38.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $50600.00          | $36944.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $50.00             | $36.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $11362450.00       | $6560677.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $5254850.00        | $3625982.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $150.00            | $137.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $4850.00           | $4905.50           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $289.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $50.00             | $49.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $50.00             | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $50.00             | $47.00             | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                         | 2025-08-31      | 0.0000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $27647250.00       | $25913878.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $50.00             | $58.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $50.00             | $49.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $50.00             | $49.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $242350.00         | $273412.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $500.00            | $491.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $18308350.00       | $19308550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $249550.00         | $256244.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $10666300.00       | $10836196.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $49999950.00       | $51314857.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $50.00             | $50.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $1368000.00        | $1373273.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $20470500.00       | $21555493.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $37400.00          | $37434.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $15194350.00       | $14707196.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $52400.00          | $52713.50          | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                             | 2025-08-31      | 0.0000%  | 0.0000% | $49900.00          | $51134.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $500.00            | $524.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $77487500.00       | $81644953.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $7619900.00        | $7732196.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $18850.00          | $19399.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $25950.00          | $28303.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $27420600.00       | $28634578.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $50.00             | $50.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $6772400.00        | $6889509.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $50.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1292450.00        | $1314310.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $1066150.00        | $1074974.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $50.00             | $52.00             | U.S. Treasuries (including strips) |

### Security 332: ABN AMRO BANK N.V.

- **C.1 - Title:** Joint Account III 4.350000%
- **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: TPR05B211, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: TPR05B211779156ABN
- **C.18 - Value (incl. sponsor support):** $140263414.63
- **C.18.a - Value (excl. sponsor support):** $140263414.63
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.0000%  | 0.0000% | $3385242.78        | $846902.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $4700256.48        | $3880380.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $701.32            | $617.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1554.82           | $1483.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $3872522.10        | $3634381.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $739.19            | $556.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1648.10           | $1593.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $2653382.65        | $1861235.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $263453.97         | $227596.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $34567070.64       | $5124786.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $35439917.95       | $5513644.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $13409875.34       | $2074795.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $251690.07         | $41375.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $18129.75          | $2508.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $220940.13         | $47824.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.5000%  | 0.0000% | $28550209.18       | $4256855.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.0000%  | 0.0000% | $7609455.05        | $1520580.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $2155767.33        | $79020.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $76443560.98       | $6031727.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $2545.08           | $355.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $600344.25         | $134529.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.5000%  | 0.0000% | $14635.08          | $111.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $34011.07          | $31963.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $7333669.83        | $7394861.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $11198333.67       | $2093443.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $12140501.26       | $2883944.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $41696.11          | $14963.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $7278.27           | $1643.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $9970281.88        | $3969510.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $988.16            | $195.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1335177.96        | $660504.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $251572.95         | $190394.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $48782.21          | $44830.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $988831.83         | $965146.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $45971.33          | $35100.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2721.11           | $1873.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $9122611.86        | $7175827.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1685137.99        | $1484839.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $833062.29         | $647607.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $831017.95         | $617451.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $2342782.64        | $657810.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $14301.26          | $4120.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $3073.87           | $601.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $37781355.47       | $9604125.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $14194154.02       | $6317792.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $33315444.09       | $9804874.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 2.5000%  | 0.0000% | $1087.74           | $479.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $15083860.98       | $9779511.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $10515338.50       | $6752731.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $11282547.12       | $8188595.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $8911621.32        | $6065668.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $9778142.05        | $7389685.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $6564653.92        | $4964086.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2167423.92        | $1744707.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1409716.75        | $978288.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $23370.69          | $22138.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $4351371.57        | $4075761.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $74909.78          | $70709.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $987552.62         | $1020099.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $350459.36         | $270512.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $590437.44         | $460381.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.5000%  | 0.0000% | $29122.19          | $2178.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $701.32            | $46.29             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $721361.42         | $74690.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $2743501.90        | $2724750.08        | Agency Mortgage-Backed Securities |

### Security 333: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 4.340000%
- **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: TPR05B211, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05B211779156BAN
- **C.18 - Value (incl. sponsor support):** $525987804.88
- **C.18.a - Value (excl. sponsor support):** $525987804.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $45887744.16       | $10729264.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $63280650.94       | $12197935.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.0000%  | 0.0000% | $21950866.72       | $12219066.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 3.5000%  | 0.0000% | $174022319.00      | $12282799.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $80512572.48       | $11553281.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $148760553.40      | $12695136.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $148757306.30      | $11817903.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $148764481.40      | $12788925.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $148756511.00      | $12010314.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $115892041.10      | $10476186.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $148462605.80      | $10767990.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $38097581.44       | $3381746.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $134791661.70      | $8248267.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $150525311.90      | $10081568.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $195223411.20      | $12148619.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $148921821.90      | $12864133.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $150555888.60      | $11901822.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $169985732.20      | $12918118.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $175313668.20      | $12338051.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $76599701.51       | $12721010.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $57901395.40       | $10262974.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $79646294.41       | $10145769.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $67226769.24       | $11113477.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $74378767.79       | $11436412.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $59770361.91       | $10036755.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $78585513.06       | $11139324.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $116122422.40      | $12249108.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $108222626.90      | $11749163.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $74243368.72       | $12576619.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $93130489.72       | $11295003.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $105869124.70      | $12606320.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.0000%  | 0.0000% | $66830639.41       | $11848326.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $63829674.90       | $10865997.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $64721476.71       | $11342775.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $64901611.40       | $10293001.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $67611649.95       | $12564049.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $52632147.75       | $10361830.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $52925065.45       | $10529250.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.0000%  | 0.0000% | $51550540.79       | $10920356.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $105541594.90      | $11781229.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $70707211.61       | $12989772.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $70675253.30       | $12716921.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $52904055.39       | $10455962.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $50795441.12       | $9959166.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $58504896.27       | $11114254.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-11-01      | 4.0000%  | 0.0000% | $60614115.08       | $10957758.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-01-01      | 4.5000%  | 0.0000% | $77040502.43       | $11223085.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $75619249.02       | $11090627.49       | Agency Mortgage-Backed Securities |

### Security 334: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 4.340000%
- **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: TPR05B211, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05B211779156WEL
- **C.18 - Value (incl. sponsor support):** $771448780.49
- **C.18.a - Value (excl. sponsor support):** $771448780.49
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $2524741.46        | $52488.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.0000%  | 0.0000% | $350658.54         | $36150.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 6.0000%  | 0.0000% | $775107.55         | $69691.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $999376.83         | $39687.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.0000%  | 0.0000% | $495608.85         | $71141.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $1051975.61        | $194308.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 5.5000%  | 0.0000% | $1147356.13        | $4980.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 3.0000%  | 0.0000% | $18935.56          | $2215.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 7.0000%  | 0.0000% | $29455.32          | $4485.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.0000%  | 0.0000% | $3244770.38        | $20996.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-11-01      | 4.5000%  | 0.0000% | $4143030.61        | $87225.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.5000%  | 0.0000% | $4608354.49        | $264336.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.5000%  | 0.0000% | $4245.77           | $500.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 1.5000%  | 0.0000% | $239471.73         | $166970.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 2.5000%  | 0.0000% | $2209148.78        | $580889.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 3.0000%  | 0.0000% | $1965458.63        | $1293732.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 5.0000%  | 0.0000% | $1000078.15        | $684094.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | 0.0000% | $40916.94          | $26302.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $2103.95           | $813.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $1051975.61        | $777360.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1171199.51        | $862608.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1858490.24        | $1479934.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $841580.49         | $688785.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $2174082.93        | $1546411.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $911712.20         | $675374.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $35767.17          | $27039.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $633990.63         | $528150.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.5000%  | 0.0000% | $268579.89         | $203702.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $19649043.09       | $18324509.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $51569.95          | $47862.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $2406345.82        | $1413421.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $483908.78         | $352035.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.5000%  | 0.0000% | $144775.69         | $100871.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $4710045.46        | $3707714.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $7054396.96        | $5614961.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $18935.56          | $14480.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $33955584.57       | $32153431.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 5.0000%  | 0.0000% | $3750124.03        | $683077.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $2103.95           | $1161.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $18190030.77       | $12915368.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $350418.69         | $227343.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $841580.49         | $500460.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $1372034.98        | $995673.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | 0.0000% | $330349.80         | $212848.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 7.0000%  | 0.0000% | $879824.01         | $594765.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | 0.0000% | $2106119.69        | $1596547.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $2103.95           | $1755.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $70131.71          | $70906.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $273513.66         | $145413.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.5000%  | 0.0000% | $149991.38         | $89065.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 4.0000%  | 0.0000% | $1187099.07        | $1134493.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $1402.63           | $746.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $2524741.46        | $1423577.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $7988273.57        | $4884115.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $6798903.64        | $4747562.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $13744635.02       | $9691013.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $200513.56         | $164438.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $42014612.62       | $34623609.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 2.0000%  | 0.0000% | $350658.54         | $228489.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $841580.49         | $583628.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $338614.82         | $320755.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 2.0000%  | 0.0000% | $341140.26         | $220630.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 3.0000%  | 0.0000% | $25222.17          | $20164.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | 0.0000% | $805087.45         | $821425.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 4.0000%  | 0.0000% | $894881.29         | $848228.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 6.0000%  | 0.0000% | $1051458.04        | $974336.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 5.5000%  | 0.0000% | $3053580.12        | $2983024.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | 0.0000% | $811958.26         | $821086.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $70131.71          | $67411.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $8778675.45        | $8522208.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $779452.21         | $782117.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | 0.0000% | $819826.33         | $788168.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $780218.05         | $805158.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $764592.70         | $802804.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $2449948.80        | $2505546.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | 0.0000% | $1032385.72        | $959412.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $753834.50         | $789006.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1068145.88        | $972978.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $21834805.76       | $21491381.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $810291.93         | $822500.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1336056.01        | $1354180.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.5000%  | 0.0000% | $914159.09         | $881899.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $4176275.14        | $4284547.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $811984.21         | $824494.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $5064887.36        | $5124347.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $70469301.02       | $73486632.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $701317.07         | $645004.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $2651663.72        | $2453075.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $72500191.83       | $69873278.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $436481113.00      | $439039935.70      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 4.0000%  | 0.0000% | $2762479.54        | $2670770.41        | Agency Mortgage-Backed Securities |

### Security 335: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: TPR05B212, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05B212779156BAR
- **C.18 - Value (incl. sponsor support):** $832000000.00
- **C.18.a - Value (excl. sponsor support):** $832000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2025-09-08

**By:** Peter W. Fortner

**Name of Signing Officer:** Peter W. Fortner

**Title of Signing Officer:** Assistant Treasurer