# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-034720
**Filing Date:** 2026-4
**Character Count:** 1244335
**Document Hash:** f8fd7af6f4e0379f603eba2f7e3d99a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034720.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034720

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 26843321

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

**Total number of share classes in the series:** 1

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 45 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $201192507492.31

- **Amortized Cost of Portfolio Securities:** $201203676638.15

- **Cash:** $13919895168.83

- **Total Other Assets:** $1682313267.79

- **Total Liabilities:** $291860765.56

- **Net Assets of Series:** $216514024309.21

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $197047398854.63          | $199569154665.99           | 85.2700%                  | 86.3600%                   |
| 2026-03-03 | $197450279694.69          | $200762173450.73           | 84.8300%                  | 86.2500%                   |
| 2026-03-04 | $190698832700.11          | $193794500923.47           | 84.3200%                  | 85.6900%                   |
| 2026-03-05 | $194687744177.81          | $195995309093.23           | 85.2500%                  | 85.8200%                   |
| 2026-03-06 | $190397647688.20          | $192210458835.28           | 84.7600%                  | 85.5600%                   |
| 2026-03-09 | $188217237931.30          | $190805304409.78           | 84.6100%                  | 85.7800%                   |
| 2026-03-10 | $194845059984.90          | $197058195052.16           | 85.2000%                  | 86.1600%                   |
| 2026-03-11 | $186351839506.68          | $189390447285.04           | 84.2000%                  | 85.5700%                   |
| 2026-03-12 | $180159256990.90          | $182977621714.78           | 84.0000%                  | 85.3100%                   |
| 2026-03-13 | $192985837134.89          | $195799251744.68           | 84.8900%                  | 86.1300%                   |
| 2026-03-16 | $200571709105.40          | $204135297605.97           | 84.7800%                  | 86.2900%                   |
| 2026-03-17 | $214329934488.57          | $217068205602.12           | 85.8700%                  | 86.9700%                   |
| 2026-03-18 | $209771950835.13          | $211585582561.70           | 85.9300%                  | 86.6700%                   |
| 2026-03-19 | $210626027417.09          | $213354712886.26           | 85.8600%                  | 86.9700%                   |
| 2026-03-20 | $201450403755.70          | $204014156950.56           | 85.0100%                  | 86.0900%                   |
| 2026-03-23 | $199396404032.99          | $201960356961.60           | 84.8500%                  | 85.9400%                   |
| 2026-03-24 | $196061396649.00          | $198250416824.13           | 84.6700%                  | 85.6100%                   |
| 2026-03-25 | $192756045164.79          | $194808642005.18           | 84.7200%                  | 85.6300%                   |
| 2026-03-26 | $194711125056.66          | $197449397446.65           | 84.8300%                  | 86.0200%                   |
| 2026-03-27 | $188055820265.48          | $190794147078.87           | 84.3600%                  | 85.5900%                   |
| 2026-03-30 | $185547550040.86          | $187827120637.33           | 84.3600%                  | 85.3900%                   |
| 2026-03-31 | $183121043956.43          | $184815685913.21           | 84.4600%                  | 85.2400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%             |
| 2026-03-03 | 0.0000%             |
| 2026-03-04 | 0.0000%             |
| 2026-03-05 | 0.0000%             |
| 2026-03-06 | 0.0000%             |
| 2026-03-09 | 0.0000%             |
| 2026-03-10 | 0.0000%             |
| 2026-03-11 | 0.0000%             |
| 2026-03-12 | 0.0000%             |
| 2026-03-13 | 0.0000%             |
| 2026-03-16 | 0.0000%             |
| 2026-03-17 | 0.0000%             |
| 2026-03-18 | 0.0000%             |
| 2026-03-19 | 0.0000%             |
| 2026-03-20 | 0.0000%             |
| 2026-03-23 | 0.0000%             |
| 2026-03-24 | 0.0000%             |
| 2026-03-25 | 0.0000%             |
| 2026-03-26 | 0.0000%             |
| 2026-03-27 | 0.0000%             |
| 2026-03-30 | 0.0000%             |
| 2026-03-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.0000                      |
|  |  |
| 2026-03-03 | 0.0000                      |
|  |  |
| 2026-03-04 | 0.0000                      |
|  |  |
| 2026-03-05 | 0.0000                      |
|  |  |
| 2026-03-06 | 0.0000                      |
|  |  |
| 2026-03-09 | 0.0000                      |
|  |  |
| 2026-03-10 | 0.0000                      |
|  |  |
| 2026-03-11 | 0.0000                      |
|  |  |
| 2026-03-12 | 0.0000                      |
|  |  |
| 2026-03-13 | 0.0000                      |
|  |  |
| 2026-03-16 | 0.0000                      |
|  |  |
| 2026-03-17 | 0.0000                      |
|  |  |
| 2026-03-18 | 0.0000                      |
|  |  |
| 2026-03-19 | 0.0000                      |
|  |  |
| 2026-03-20 | 0.0000                      |
|  |  |
| 2026-03-23 | 0.0000                      |
|  |  |
| 2026-03-24 | 0.0000                      |
|  |  |
| 2026-03-25 | 0.0000                      |
|  |  |
| 2026-03-26 | 0.0000                      |
|  |  |
| 2026-03-27 | 0.0000                      |
|  |  |
| 2026-03-30 | 0.0000                      |
|  |  |
| 2026-03-31 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $216514024309.21

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.0600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.68_0401
- **C.18 - Value (incl. sponsor support):** $1485000000.00
- **C.18.a - Value (excl. sponsor support):** $1485000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                       | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $25.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $104837.99         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1294529.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $10149907.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-10-01      | 3.0000%  | 0.0000% | $9762257.00        | $462834.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-09-01      | 3.0000%  | 0.0000% | $6850000.00        | $538394.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-09-01      | 3.0000%  | 0.0000% | $2600000.00        | $206883.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2149360.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-10-01      | 3.4100%  | 0.0000% | $2000000.00        | $596486.07         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $139783.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-09-01      | 2.1200%  | 0.0000% | $14071660.00       | $13965048.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42769182.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-02-01      | 3.0500%  | 0.0000% | $119494683.00      | $118661884.76      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-11-01      | 4.1630%  | 0.0000% | $82141000.00       | $37341659.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-09-01      | 3.0000%  | 0.0000% | $8000000.00        | $112490.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 3.0000%  | 0.0000% | $34699740.00       | $1165348.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $155423.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $2.88              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $14.72             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.68              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $603587.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $338235.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $128369.79         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $19.58             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2045-09-01      | 4.0000%  | 0.0000% | $6000.00           | $470.19            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $263428.62         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $315525.88         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-12-01      | 4.0000%  | 0.0000% | $42097753.00       | $1735755.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $93480.99          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.50              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.52              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.17              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $6.44              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.08              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $1.96              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.67              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.25              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $220061.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1093661.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $236497.20         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $274781.31         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-02-01      | 2.5000%  | 0.0000% | $3677502.00        | $3156007.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-07-01      | 3.0000%  | 0.0000% | $21027250.00       | $18334340.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-08-01      | 2.5000%  | 0.0000% | $17639548.00       | $15547390.63       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-08-01      | 2.0000%  | 0.0000% | $4802713.00        | $4320324.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2038-06-01      | 3.0000%  | 0.0000% | $5117392.00        | $4595361.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-10-01      | 3.5000%  | 0.0000% | $9333407.00        | $8576624.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1491993.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-03-01      | 3.0000%  | 0.0000% | $1910527.00        | $1653556.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $438758.33         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $311242.94         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $486760.41         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 5.0000%  | 0.0000% | $426000.00         | $297260.45         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2029-08-01      | 3.0000%  | 0.0000% | $7982894.00        | $784399.35         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1657118.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $805007.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $20374970.37       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-04-01      | 1.5000%  | 0.0000% | $48000000.00       | $15460197.25       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $354406.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-03      | 4.2500%  | 0.0000% | $1725000.00        | $1721870.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $353.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5.25              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-06-27      | 3.6250%  | 0.0000% | $250000.00         | $250427.82         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-01-01      | 3.0000%  | 0.0000% | $75000000.00       | $26970547.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-07-01      | 3.0000%  | 0.0000% | $23332369.00       | $746378.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $279315.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-09-01      | 3.5000%  | 0.0000% | $40000000.00       | $2396820.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-11-01      | 3.0000%  | 0.0000% | $7200000.00        | $604059.66         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1146343.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $494.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $111945.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-07-01      | 1.5000%  | 0.0000% | $127874777.00      | $46312751.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-10-01      | 3.0000%  | 0.0000% | $30072401.00       | $1245298.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $503481.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-06-01      | 3.0000%  | 0.0000% | $21505532.00       | $198200.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-08-01      | 2.5000%  | 0.0000% | $18353041.00       | $1317308.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $17.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 5.0000%  | 0.0000% | $5019.00           | $19.97             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.75              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $34.27             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $255776.00         | $220097.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $458680.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $16638275.00       | $15335614.88       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3561558.00        | $3061851.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $6536245.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $7573494.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7256723.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5876731.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9135247.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9307609.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8212284.08        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7396213.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-11-01      | 3.0000%  | 0.0000% | $18087215.00       | $2445897.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $692.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $27088.50          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $98817510.00       | $23890629.30       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $186875.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $285610.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1520084.00        | $1269247.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $375089.59         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $573578.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $106705.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $11989695.00       | $12279235.74       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $10848560.00       | $10626646.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $9879180.00        | $10122654.23       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $9307990.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $9581729.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $10816267.18       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $9714636.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 1.5000%  | 0.0000% | $22350348.00       | $18805100.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-05-01      | 1.5000%  | 0.0000% | $49528398.00       | $42491818.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 2.0000%  | 0.0000% | $38142299.00       | $32791464.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-07-01      | 2.5000%  | 0.0000% | $31262230.00       | $26604363.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 2.5000%  | 0.0000% | $21009445.00       | $17729810.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-05-01      | 3.5000%  | 0.0000% | $24785158.00       | $22246092.85       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-05-01      | 3.5000%  | 0.0000% | $20041025.00       | $18107074.49       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-10-01      | 3.5000%  | 0.0000% | $18890237.00       | $17143400.98       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-02-01      | 2.0000%  | 0.0000% | $14960675.00       | $12761483.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-06-01      | 2.5000%  | 0.0000% | $8484962.00        | $7433729.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-05-01      | 2.5000%  | 0.0000% | $9781674.00        | $8789055.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-11-01      | 3.0000%  | 0.0000% | $22348304.00       | $19731882.31       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-06-01      | 4.0000%  | 0.0000% | $6399257.00        | $6066225.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-06-01      | 4.0000%  | 0.0000% | $16755382.00       | $15659254.79       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-06-01      | 3.5000%  | 0.0000% | $3031546.00        | $2816288.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 2.0000%  | 0.0000% | $9933045.00        | $9050539.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $303029.33         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $664575.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $46533584.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $139437671.00      | $120665736.19      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $13529052.00       | $10912745.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $30770326.00       | $31110664.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $27308161.00       | $27948443.28       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $4951684.00        | $5050928.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-09-01      | 4.0000%  | 0.0000% | $18085955.00       | $892261.25         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-04-01      | 3.0000%  | 0.0000% | $65463441.00       | $556056.80         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-06-01      | 3.0000%  | 0.0000% | $24828219.00       | $677626.61         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $3.90              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-11-01      | 1.5000%  | 0.0000% | $65601554.00       | $26860872.41       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $949456.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $390960.11         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $10957300.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $11818957.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $17049897.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $17003347.00       | $14626288.05       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7378001.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $13897547.00       | $13180961.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $3773303.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $11892914.01       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $7481907.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $19134338.83       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $5119281.00        | $4792531.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7540982.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $6158196.00        | $6291353.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $7896823.00        | $8043462.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $15359127.00       | $15004643.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $16474512.00       | $16431432.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-04-15      | 3.0000%  | 0.0000% | $19672302.00       | $15987040.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-02-01      | 3.0000%  | 0.0000% | $19168357.00       | $16815325.06       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $533000.00         | $337591.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $23294641.00       | $21281504.23       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $70788191.00       | $70507509.07       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $83359.00          | $85425.55          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2026-07-31      | 0.6250%  | 0.0000% | $11368200.00       | $11261914.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-11-15      | 1.3750%  | 0.0000% | $28840100.00       | $25150722.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 4.6250%  | 0.0000% | $25999700.00       | $26579433.27       | U.S. Treasuries (including strips) |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.679900%
- **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: 15499V008, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499V008_3.68_0427
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2054-08-01      | 6.0000%  | 0.0000% | $45212626.00       | $38932823.21       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL | 2055-07-01      | 6.0000%  | 0.0000% | $55961088.00       | $55045627.68       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $17536000.00       | $17261415.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $228301100.00      | $231220633.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $24808000.00       | $24972427.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $1233700.00        | $904430.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $694700.00         | $366198.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $21400.00          | $20566.93          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $10711200.00       | $8520476.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $5188700.00        | $5255439.12        | U.S. Treasuries (including strips) |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47042576.36
- **C.18.a - Value (excl. sponsor support):** $47042576.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000.17
- **C.18.a - Value (excl. sponsor support):** $10000.17
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002.85
- **C.18.a - Value (excl. sponsor support):** $100002.85
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185065749.00
- **C.18.a - Value (excl. sponsor support):** $185065749.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473408775.84
- **C.18.a - Value (excl. sponsor support):** $473408775.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192710171.05
- **C.18.a - Value (excl. sponsor support):** $192710171.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163794607.14
- **C.18.a - Value (excl. sponsor support):** $163794607.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53400165.01
- **C.18.a - Value (excl. sponsor support):** $53400165.01
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143000792.22
- **C.18.a - Value (excl. sponsor support):** $143000792.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145904204.84
- **C.18.a - Value (excl. sponsor support):** $145904204.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166438.97
- **C.18.a - Value (excl. sponsor support):** $3166438.97
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2606040.15
- **C.18.a - Value (excl. sponsor support):** $2606040.15
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30401484.68
- **C.18.a - Value (excl. sponsor support):** $30401484.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111698122.32
- **C.18.a - Value (excl. sponsor support):** $111698122.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342594117.56
- **C.18.a - Value (excl. sponsor support):** $342594117.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368983428.21
- **C.18.a - Value (excl. sponsor support):** $368983428.21
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179997136.20
- **C.18.a - Value (excl. sponsor support):** $179997136.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220783623.26
- **C.18.a - Value (excl. sponsor support):** $220783623.26
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214522095.65
- **C.18.a - Value (excl. sponsor support):** $214522095.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499964275.00
- **C.18.a - Value (excl. sponsor support):** $499964275.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228996136.77
- **C.18.a - Value (excl. sponsor support):** $228996136.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121396997.78
- **C.18.a - Value (excl. sponsor support):** $121396997.78
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189295367.83
- **C.18.a - Value (excl. sponsor support):** $189295367.83
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238094180.84
- **C.18.a - Value (excl. sponsor support):** $238094180.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QY9, C.4 - ISIN: US3130B9QY99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242994634.56
- **C.18.a - Value (excl. sponsor support):** $242994634.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RU6, C.4 - ISIN: US3130B9RU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242952855.04
- **C.18.a - Value (excl. sponsor support):** $242952855.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $125557775.28
- **C.18.a - Value (excl. sponsor support):** $125557775.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448090733.79
- **C.18.a - Value (excl. sponsor support):** $448090733.79
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $453601626.00
- **C.18.a - Value (excl. sponsor support):** $453601626.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84932188.70
- **C.18.a - Value (excl. sponsor support):** $84932188.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74414187.75
- **C.18.a - Value (excl. sponsor support):** $74414187.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613500000.00
- **C.18.a - Value (excl. sponsor support):** $613500000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46638730.66
- **C.18.a - Value (excl. sponsor support):** $46638730.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28540515.89
- **C.18.a - Value (excl. sponsor support):** $28540515.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.773000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100030832.00
- **C.18.a - Value (excl. sponsor support):** $100030832.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106158802.74
- **C.18.a - Value (excl. sponsor support):** $106158802.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $133233557.08
- **C.18.a - Value (excl. sponsor support):** $133233557.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **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):** $225403216.69
- **C.18.a - Value (excl. sponsor support):** $225403216.69
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **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):** $119199172.19
- **C.18.a - Value (excl. sponsor support):** $119199172.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33202828.97
- **C.18.a - Value (excl. sponsor support):** $33202828.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243863754.22
- **C.18.a - Value (excl. sponsor support):** $243863754.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56483835.22
- **C.18.a - Value (excl. sponsor support):** $56483835.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57316336.70
- **C.18.a - Value (excl. sponsor support):** $57316336.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189796039.42
- **C.18.a - Value (excl. sponsor support):** $189796039.42
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62244229.80
- **C.18.a - Value (excl. sponsor support):** $62244229.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66415835.74
- **C.18.a - Value (excl. sponsor support):** $66415835.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47406607.09
- **C.18.a - Value (excl. sponsor support):** $47406607.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **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):** $247481102.67
- **C.18.a - Value (excl. sponsor support):** $247481102.67
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002374.50
- **C.18.a - Value (excl. sponsor support):** $30002374.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175048123.25
- **C.18.a - Value (excl. sponsor support):** $175048123.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50011744.50
- **C.18.a - Value (excl. sponsor support):** $50011744.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **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):** $339922718.24
- **C.18.a - Value (excl. sponsor support):** $339922718.24
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $129357575.22
- **C.18.a - Value (excl. sponsor support):** $129357575.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70039361.00
- **C.18.a - Value (excl. sponsor support):** $70039361.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301215867.22
- **C.18.a - Value (excl. sponsor support):** $301215867.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Banks 3.773000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998441.00
- **C.18.a - Value (excl. sponsor support):** $99998441.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $590815887.92
- **C.18.a - Value (excl. sponsor support):** $590815887.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **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):** $28550313.48
- **C.18.a - Value (excl. sponsor support):** $28550313.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95015893.50
- **C.18.a - Value (excl. sponsor support):** $95015893.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.773000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250107470.00
- **C.18.a - Value (excl. sponsor support):** $250107470.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94702087.19
- **C.18.a - Value (excl. sponsor support):** $94702087.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246980891.85
- **C.18.a - Value (excl. sponsor support):** $246980891.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94917449.26
- **C.18.a - Value (excl. sponsor support):** $94917449.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100037078.00
- **C.18.a - Value (excl. sponsor support):** $100037078.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405137546.10
- **C.18.a - Value (excl. sponsor support):** $405137546.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $33110165.67
- **C.18.a - Value (excl. sponsor support):** $33110165.67
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260112052.20
- **C.18.a - Value (excl. sponsor support):** $260112052.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998182.00
- **C.18.a - Value (excl. sponsor support):** $119998182.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $239994158.40
- **C.18.a - Value (excl. sponsor support):** $239994158.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $153021514.86
- **C.18.a - Value (excl. sponsor support):** $153021514.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999188.00
- **C.18.a - Value (excl. sponsor support):** $99999188.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32997141.21
- **C.18.a - Value (excl. sponsor support):** $32997141.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247074892.87
- **C.18.a - Value (excl. sponsor support):** $247074892.87
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85598969.38
- **C.18.a - Value (excl. sponsor support):** $85598969.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334746922.82
- **C.18.a - Value (excl. sponsor support):** $334746922.82
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287726080.41
- **C.18.a - Value (excl. sponsor support):** $287726080.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79672349.27
- **C.18.a - Value (excl. sponsor support):** $79672349.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76088240.27
- **C.18.a - Value (excl. sponsor support):** $76088240.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32998593.54
- **C.18.a - Value (excl. sponsor support):** $32998593.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119486721.16
- **C.18.a - Value (excl. sponsor support):** $119486721.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198377424.06
- **C.18.a - Value (excl. sponsor support):** $198377424.06
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998414.56
- **C.18.a - Value (excl. sponsor support):** $15998414.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29996697.60
- **C.18.a - Value (excl. sponsor support):** $29996697.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41314042.41
- **C.18.a - Value (excl. sponsor support):** $41314042.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $276895245.63
- **C.18.a - Value (excl. sponsor support):** $276895245.63
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95014082.80
- **C.18.a - Value (excl. sponsor support):** $95014082.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65999589.48
- **C.18.a - Value (excl. sponsor support):** $65999589.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81562254.52
- **C.18.a - Value (excl. sponsor support):** $81562254.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72998302.02
- **C.18.a - Value (excl. sponsor support):** $72998302.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57011060.28
- **C.18.a - Value (excl. sponsor support):** $57011060.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106998620.77
- **C.18.a - Value (excl. sponsor support):** $106998620.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164896665.72
- **C.18.a - Value (excl. sponsor support):** $164896665.72
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68005945.92
- **C.18.a - Value (excl. sponsor support):** $68005945.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42999132.69
- **C.18.a - Value (excl. sponsor support):** $42999132.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGF1, C.4 - ISIN: US3133EWGF15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28999423.77
- **C.18.a - Value (excl. sponsor support):** $28999423.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16999877.77
- **C.18.a - Value (excl. sponsor support):** $16999877.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150505570.01
- **C.18.a - Value (excl. sponsor support):** $150505570.01
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86999101.29
- **C.18.a - Value (excl. sponsor support):** $86999101.29
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150499695.99
- **C.18.a - Value (excl. sponsor support):** $150499695.99
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76999658.12
- **C.18.a - Value (excl. sponsor support):** $76999658.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99299552.16
- **C.18.a - Value (excl. sponsor support):** $99299552.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJW1, C.4 - ISIN: US3133EWJW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79199712.50
- **C.18.a - Value (excl. sponsor support):** $79199712.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-27
- **C.13 - Final Legal Maturity Date:** 2027-09-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJY7, C.4 - ISIN: US3133EWJY76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174399607.60
- **C.18.a - Value (excl. sponsor support):** $174399607.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66999990.62
- **C.18.a - Value (excl. sponsor support):** $66999990.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599493214.32
- **C.18.a - Value (excl. sponsor support):** $599493214.32
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578296461.98
- **C.18.a - Value (excl. sponsor support):** $578296461.98
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705601679.32
- **C.18.a - Value (excl. sponsor support):** $705601679.32
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416448656.57
- **C.18.a - Value (excl. sponsor support):** $416448656.57
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177415400.09
- **C.18.a - Value (excl. sponsor support):** $177415400.09
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559388450.87
- **C.18.a - Value (excl. sponsor support):** $559388450.87
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95589376.93
- **C.18.a - Value (excl. sponsor support):** $95589376.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143182094.27
- **C.18.a - Value (excl. sponsor support):** $143182094.27
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $477342174.05
- **C.18.a - Value (excl. sponsor support):** $477342174.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478705471.75
- **C.18.a - Value (excl. sponsor support):** $478705471.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189983538.40
- **C.18.a - Value (excl. sponsor support):** $189983538.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536864102.32
- **C.18.a - Value (excl. sponsor support):** $536864102.32
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **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):** $589441253.83
- **C.18.a - Value (excl. sponsor support):** $589441253.83
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $530979829.74
- **C.18.a - Value (excl. sponsor support):** $530979829.74
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91733074.36
- **C.18.a - Value (excl. sponsor support):** $91733074.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $713936411.97
- **C.18.a - Value (excl. sponsor support):** $713936411.97
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126158395.65
- **C.18.a - Value (excl. sponsor support):** $126158395.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $413750691.02
- **C.18.a - Value (excl. sponsor support):** $413750691.02
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $319692674.41
- **C.18.a - Value (excl. sponsor support):** $319692674.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $293294371.57
- **C.18.a - Value (excl. sponsor support):** $293294371.57
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $344808023.50
- **C.18.a - Value (excl. sponsor support):** $344808023.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1768354274.74
- **C.18.a - Value (excl. sponsor support):** $1768354274.74
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2005521245.85
- **C.18.a - Value (excl. sponsor support):** $2005521245.85
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **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):** $2289143215.27
- **C.18.a - Value (excl. sponsor support):** $2289143215.27
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **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):** $2121385545.01
- **C.18.a - Value (excl. sponsor support):** $2121385545.01
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **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):** $1284553964.24
- **C.18.a - Value (excl. sponsor support):** $1284553964.24
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2557722155.63
- **C.18.a - Value (excl. sponsor support):** $2557722155.63
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1709797076.98
- **C.18.a - Value (excl. sponsor support):** $1709797076.98
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1652626111.29
- **C.18.a - Value (excl. sponsor support):** $1652626111.29
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31058920.52
- **C.18.a - Value (excl. sponsor support):** $31058920.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1320064652.69
- **C.18.a - Value (excl. sponsor support):** $1320064652.69
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2112503494.86
- **C.18.a - Value (excl. sponsor support):** $2112503494.86
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 140: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2415034264.78
- **C.18.a - Value (excl. sponsor support):** $2415034264.78
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2946853305.00
- **C.18.a - Value (excl. sponsor support):** $2946853305.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1983059020.00
- **C.18.a - Value (excl. sponsor support):** $1983059020.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2192295048.72
- **C.18.a - Value (excl. sponsor support):** $2192295048.72
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1246842638.34
- **C.18.a - Value (excl. sponsor support):** $1246842638.34
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 145: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1994554240.00
- **C.18.a - Value (excl. sponsor support):** $1994554240.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 146: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1688978835.86
- **C.18.a - Value (excl. sponsor support):** $1688978835.86
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1086866831.09
- **C.18.a - Value (excl. sponsor support):** $1086866831.09
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $781598664.00
- **C.18.a - Value (excl. sponsor support):** $781598664.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 149: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1189617295.82
- **C.18.a - Value (excl. sponsor support):** $1189617295.82
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1353172042.76
- **C.18.a - Value (excl. sponsor support):** $1353172042.76
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787831620.80
- **C.18.a - Value (excl. sponsor support):** $787831620.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2108422928.56
- **C.18.a - Value (excl. sponsor support):** $2108422928.56
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $628745501.44
- **C.18.a - Value (excl. sponsor support):** $628745501.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $748585919.40
- **C.18.a - Value (excl. sponsor support):** $748585919.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **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):** $66703743.53
- **C.18.a - Value (excl. sponsor support):** $66703743.53
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247841970.43
- **C.18.a - Value (excl. sponsor support):** $247841970.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **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):** $519780281.26
- **C.18.a - Value (excl. sponsor support):** $519780281.26
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **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):** $108682510.04
- **C.18.a - Value (excl. sponsor support):** $108682510.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 159: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368022354.96
- **C.18.a - Value (excl. sponsor support):** $368022354.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $282028592.35
- **C.18.a - Value (excl. sponsor support):** $282028592.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1230067950.58
- **C.18.a - Value (excl. sponsor support):** $1230067950.58
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.572700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $553934105.34
- **C.18.a - Value (excl. sponsor support):** $553934105.34
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 163: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.844600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131109160.19
- **C.18.a - Value (excl. sponsor support):** $131109160.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **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):** $2636269257.24
- **C.18.a - Value (excl. sponsor support):** $2636269257.24
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **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):** $701520592.07
- **C.18.a - Value (excl. sponsor support):** $701520592.07
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **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):** $1763176834.11
- **C.18.a - Value (excl. sponsor support):** $1763176834.11
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **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):** $810721583.44
- **C.18.a - Value (excl. sponsor support):** $810721583.44
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **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):** $1780107271.88
- **C.18.a - Value (excl. sponsor support):** $1780107271.88
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $478094555.60
- **C.18.a - Value (excl. sponsor support):** $478094555.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $930653754.22
- **C.18.a - Value (excl. sponsor support):** $930653754.22
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2092582077.12
- **C.18.a - Value (excl. sponsor support):** $2092582077.12
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.581400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2137228980.00
- **C.18.a - Value (excl. sponsor support):** $2137228980.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **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):** $425827660.54
- **C.18.a - Value (excl. sponsor support):** $425827660.54
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $665495738.88
- **C.18.a - Value (excl. sponsor support):** $665495738.88
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.586700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $339372541.74
- **C.18.a - Value (excl. sponsor support):** $339372541.74
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.575200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1399116887.08
- **C.18.a - Value (excl. sponsor support):** $1399116887.08
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **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):** $1064727231.82
- **C.18.a - Value (excl. sponsor support):** $1064727231.82
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.803000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712190605.83
- **C.18.a - Value (excl. sponsor support):** $712190605.83
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **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):** $805270628.81
- **C.18.a - Value (excl. sponsor support):** $805270628.81
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.835000%
- **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):** $2085474110.04
- **C.18.a - Value (excl. sponsor support):** $2085474110.04
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **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):** $1085064928.86
- **C.18.a - Value (excl. sponsor support):** $1085064928.86
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **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):** $327978233.59
- **C.18.a - Value (excl. sponsor support):** $327978233.59
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1888224903.47
- **C.18.a - Value (excl. sponsor support):** $1888224903.47
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $957332856.40
- **C.18.a - Value (excl. sponsor support):** $957332856.40
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.858000%
- **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):** $1636113093.53
- **C.18.a - Value (excl. sponsor support):** $1636113093.53
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3218131065.09
- **C.18.a - Value (excl. sponsor support):** $3218131065.09
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1702631631.09
- **C.18.a - Value (excl. sponsor support):** $1702631631.09
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.577800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225553904.47
- **C.18.a - Value (excl. sponsor support):** $225553904.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.751000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1799568163.53
- **C.18.a - Value (excl. sponsor support):** $1799568163.53
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.576200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178129810.83
- **C.18.a - Value (excl. sponsor support):** $178129810.83
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.581100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $951724915.05
- **C.18.a - Value (excl. sponsor support):** $951724915.05
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.813000%
- **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):** $611754105.08
- **C.18.a - Value (excl. sponsor support):** $611754105.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.812000%
- **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):** $1288753639.59
- **C.18.a - Value (excl. sponsor support):** $1288753639.59
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.843000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504635932.08
- **C.18.a - Value (excl. sponsor support):** $504635932.08
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.752000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2128261619.50
- **C.18.a - Value (excl. sponsor support):** $2128261619.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926QFA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFA006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-16      | NA       | 0.0000% | $7300.00           | $7243.94           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $268100.00         | $265235.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $991400.00         | $980735.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $600.00            | $624.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $866100.00         | $879442.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $300.00            | $295.88            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-21      | NA       | 0.0000% | $2981200.00        | $2965906.44        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-26      | NA       | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |

### Security 197: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 926QFK004, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFK004_3.68_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                       | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $58532.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-07-01      | 3.0000%  | 0.0000% | $1340000.00        | $191858.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 5.0000%  | 0.0000% | $250000.00         | $41668.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $286710.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-08-01      | 3.0000%  | 0.0000% | $47000.00          | $10685.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-09-01      | 3.0000%  | 0.0000% | $2230000.00        | $579521.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $95000.00          | $22146.49          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 3.0000%  | 0.0000% | $59000.00          | $10358.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $206.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $642835.00         | $96208.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 5.5000%  | 0.0000% | $30000.00          | $321.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-09-01      | 5.5000%  | 0.0000% | $6339170.00        | $46917.14          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 5.5000%  | 0.0000% | $400000.00         | $3440.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 6.5000%  | 0.0000% | $425000.00         | $2281.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 5.5000%  | 0.0000% | $1300000.00        | $8430.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-01-01      | 5.5000%  | 0.0000% | $5650000.00        | $77346.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.5000%  | 0.0000% | $1005500.00        | $5338.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $14980752.00       | $12851203.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1255114.00        | $1265205.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-09-01      | 4.5000%  | 0.0000% | $116640.00         | $31209.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-10-01      | 3.0000%  | 0.0000% | $142000.00         | $31481.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-06-01      | 3.5000%  | 0.0000% | $6000.00           | $661.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-09-01      | 5.0000%  | 0.0000% | $256000.00         | $24525.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 3.5000%  | 0.0000% | $14000.00          | $3640.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-03-01      | 4.0000%  | 0.0000% | $16000.00          | $120.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-02-01      | 4.5000%  | 0.0000% | $55000.00          | $9858.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-04-01      | 4.5000%  | 0.0000% | $349898.00         | $101927.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 2.5000%  | 0.0000% | $265000.00         | $18879.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 4.5000%  | 0.0000% | $1125000.00        | $1223.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 5.5000%  | 0.0000% | $3338984.00        | $76994.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-08-01      | 4.0000%  | 0.0000% | $4849064.00        | $6631.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $5756.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-09-01      | 6.5000%  | 0.0000% | $305260.00         | $1475.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $21130.71          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6660.90           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-08-01      | 4.0000%  | 0.0000% | $30000.00          | $39.46             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-10-01      | 4.5000%  | 0.0000% | $370000.00         | $4156.20           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-10-01      | 5.0000%  | 0.0000% | $449992.00         | $4796.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $860633.00         | $15489.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-07-01      | 4.5000%  | 0.0000% | $174999.00         | $194.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $2518504.00        | $83172.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $1100000.00        | $33498.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-07-01      | 3.5000%  | 0.0000% | $370000.00         | $65870.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-10-01      | 3.0000%  | 0.0000% | $38235.00          | $9219.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $127407.00         | $103547.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 6.5000%  | 0.0000% | $977241.00         | $630183.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 6.0000%  | 0.0000% | $9340560.00        | $6564656.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $300000.00         | $242788.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $645000.00         | $602888.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 7.0000%  | 0.0000% | $1126800.00        | $924519.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $1115000.00        | $1059283.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 3.5000%  | 0.0000% | $4630392.00        | $3636589.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $1360778.00        | $1249877.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $952000.00         | $825082.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-12-01      | 5.0000%  | 0.0000% | $15034752.00       | $14871260.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 2.5000%  | 0.0000% | $12503408.00       | $10738456.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 3.0000%  | 0.0000% | $4376104.00        | $3855824.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-06-01      | 2.5000%  | 0.0000% | $40000.00          | $6600.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-09-01      | 2.5000%  | 0.0000% | $274000.00         | $18781.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-02-01      | 4.5000%  | 0.0000% | $1627068.00        | $152015.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $150000.00         | $66112.28          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $63051.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-08-01      | 4.0000%  | 0.0000% | $71000.00          | $16462.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-08-01      | 5.0000%  | 0.0000% | $169000.00         | $53993.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $28000.00          | $17576.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-10-01      | 2.0000%  | 0.0000% | $21672000.00       | $12779018.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-11-01      | 4.5000%  | 0.0000% | $2883384.00        | $1334028.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $64000.00          | $39772.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $1500000.00        | $919105.92         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 3.0000%  | 0.0000% | $21000.00          | $12986.68          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $80000.00          | $53681.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $6500.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $695000.00         | $498013.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1071500.00        | $685000.33         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-02-01      | 5.0000%  | 0.0000% | $502279.00         | $105966.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-04-01      | 3.5000%  | 0.0000% | $534000.00         | $129355.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-01-01      | 3.0000%  | 0.0000% | $745000.00         | $148079.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $16000.00          | $10562.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $200000.00         | $166126.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $1866254.00        | $1592491.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $103688.00         | $91909.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $9286.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 5.5000%  | 0.0000% | $5150000.00        | $64090.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $12651882.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 2.5000%  | 0.0000% | $239000.00         | $125395.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $26116000.00       | $16281156.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $73380.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $72000.00          | $51232.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $17044864.00       | $11906600.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $151120.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-08-01      | 4.5000%  | 0.0000% | $2090000.00        | $211714.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-10-01      | 3.0000%  | 0.0000% | $337000.00         | $112555.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-06-01      | 4.0000%  | 0.0000% | $957000.00         | $269827.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-04-01      | 3.0000%  | 0.0000% | $44000.00          | $10149.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $181000.00         | $88544.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-10-01      | 2.5000%  | 0.0000% | $210000.00         | $104748.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.5000%  | 0.0000% | $305000.00         | $171209.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 4.5000%  | 0.0000% | $36018176.00       | $24764358.95       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $289200.00         | $218907.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $20000.00          | $16794.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2850000.00        | $2154207.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $10456.00          | $6852.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $9640000.00        | $6792969.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $380010.00         | $243067.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $203241.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1090000.00        | $819885.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 5.5000%  | 0.0000% | $24000.00          | $18671.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.5000%  | 0.0000% | $225000.00         | $164022.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $14522064.00       | $12665445.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4724.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.0000%  | 0.0000% | $22040.00          | $2488.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $9750.00           | $8353.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-12-01      | 3.0000%  | 0.0000% | $92628.00          | $19561.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-02-01      | 3.0000%  | 0.0000% | $90000.00          | $10515.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-10-01      | 4.0000%  | 0.0000% | $33000.00          | $2486.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-09-01      | 5.0000%  | 0.0000% | $104184.00         | $9983.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-10-01      | 2.5000%  | 0.0000% | $1025000.00        | $8047.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-12-01      | 2.5000%  | 0.0000% | $292000.00         | $3254.20           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-02-01      | 3.0000%  | 0.0000% | $20000.00          | $240.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4141.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-08-01      | 5.0000%  | 0.0000% | $1902000.00        | $158695.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 3.0000%  | 0.0000% | $1147384.00        | $560097.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $5025.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $112000.00         | $9728.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 3.5000%  | 0.0000% | $20000.00          | $2178.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-12-01      | 3.5000%  | 0.0000% | $41000.00          | $5363.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $397221.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-03-01      | 3.0000%  | 0.0000% | $57277.00          | $10110.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-05-01      | 2.5000%  | 0.0000% | $760000.00         | $222948.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-04-01      | 2.5000%  | 0.0000% | $14631000.00       | $7808885.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 6.0000%  | 0.0000% | $2933000.00        | $1844531.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $482000.00         | $317303.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $11981360.00       | $8157637.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $20000.00          | $13966.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.0000%  | 0.0000% | $30000.00          | $21535.60          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 5.5000%  | 0.0000% | $12429920.00       | $9024558.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-01-01      | 3.5000%  | 0.0000% | $10000.00          | $6116.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $20000.00          | $15414.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $16537664.00       | $12321786.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $5875792.00        | $3648392.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-11-01      | 5.5000%  | 0.0000% | $707000.00         | $371110.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.5000%  | 0.0000% | $27363.00          | $15645.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $5910000.00        | $4271142.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 3.5000%  | 0.0000% | $15000.00          | $13140.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $40000.00          | $26017.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $150000.00         | $99728.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 3.0000%  | 0.0000% | $95000.00          | $70832.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 3.0000%  | 0.0000% | $125000.00         | $85327.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $68732.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $380342.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-03-01      | 5.5000%  | 0.0000% | $2486000.00        | $1970239.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $9801808.00        | $6498474.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $49000.00          | $38516.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-02-01      | 6.0000%  | 0.0000% | $180000.00         | $138438.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.0000%  | 0.0000% | $468002.00         | $410483.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-12-01      | 3.5000%  | 0.0000% | $103000.00         | $79472.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 5.0000%  | 0.0000% | $1762710.00        | $1499193.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $9264368.00        | $7288903.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $351000.00         | $178199.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $434231.00         | $289711.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-03-01      | 4.5000%  | 0.0000% | $14000.00          | $10497.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 4.5000%  | 0.0000% | $52000.00          | $41545.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 6.0000%  | 0.0000% | $1152800.00        | $869333.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-12-01      | 6.5000%  | 0.0000% | $12386320.00       | $80129.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-03-01      | 5.5000%  | 0.0000% | $56515.00          | $7361.92           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-10-01      | 5.5000%  | 0.0000% | $419027.00         | $34844.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $800000.00         | $187792.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $7577.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-02-01      | 5.5000%  | 0.0000% | $1827538.00        | $45060.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $484218.00         | $23677.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-02-01      | 5.5000%  | 0.0000% | $270000.00         | $6365.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-11-01      | 3.5000%  | 0.0000% | $52000.00          | $15529.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $15864128.00       | $14536938.57       | Agency Mortgage-Backed Securities |

### Security 198: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $6472300.00        | $4992633.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $300.00            | $308.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $97090200.00       | $71507069.08       | U.S. Treasuries (including strips) |

### Security 199: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEC009_3.66_0401
- **C.18 - Value (incl. sponsor support):** $358347000.00
- **C.18.a - Value (excl. sponsor support):** $358347000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $1960300.00        | $1580631.21        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $7055100.00        | $8292636.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 3.5000%  | 0.0000% | $6525400.00        | $6417576.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $9327400.00        | $9233348.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $80862400.00       | $81519566.94       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $136945600.00      | $144954700.80      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $38442600.00       | $40185959.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $400.00            | $405.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $12412300.00       | $12616124.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $17852000.00       | $17979062.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $21115500.00       | $20897968.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $21147600.00       | $21835854.34       | U.S. Treasuries (including strips) |
| STRIPS          | 2044-11-15      | NA       | 0.0000% | $40.96             | $15.73             | U.S. Treasuries (including strips) |

### Security 200: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **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: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $4373760.00        | $3524028.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $49324.00          | $30042.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 4.5000%  | 0.0000% | $39000.00          | $30023.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-12-01      | 4.5000%  | 0.0000% | $33000.00          | $26367.32          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-09-01      | 3.7900%  | 0.0000% | $1548186.00        | $1471917.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-11-01      | 2.5000%  | 0.0000% | $8332272.00        | $3534364.48        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2031-03-25      | 4.0000%  | 0.0000% | $20429157.00       | $19600672.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.1436%  | 0.0000% | $61089061.00       | $772840.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-25      | NA       | 0.0000% | $21737283.00       | $2305264.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-07-25      | 1.9921%  | 0.0000% | $62369405.00       | $142031.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-25      | 1.8895%  | 0.0000% | $45152700.00       | $210353.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2047-05-25      | 2.2425%  | 0.0000% | $58588288.00       | $335004.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $8651008.00        | $607147.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-25      | 2.5000%  | 0.0000% | $700000.00         | $76604.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-25      | 2.5000%  | 0.0000% | $36900000.00       | $2718890.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-25      | 2.5000%  | 0.0000% | $1600000.00        | $182509.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 4.5619%  | 0.0000% | $5422920.00        | $4319146.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 1.4771%  | 0.0000% | $100000000.00      | $4125534.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 2.0271%  | 0.0000% | $75835756.00       | $4750592.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-03-20      | 1.3848%  | 0.0000% | $100000000.00      | $3291713.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.2605%  | 0.0000% | $70798848.00       | $1149403.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 1.2119%  | 0.0000% | $66276992.00       | $447545.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-03-20      | 1.2331%  | 0.0000% | $56803643.00       | $512098.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 2.5000%  | 0.0000% | $55723584.00       | $6039624.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 3.5000%  | 0.0000% | $1234890.00        | $96928.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 3.0000%  | 0.0000% | $4538000.00        | $405183.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2073-09-20      | 4.6229%  | 0.0000% | $3731790.00        | $3570748.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2074-02-20      | 0.8575%  | 0.0000% | $16428400.00       | $1107899.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2074-09-20      | 0.8915%  | 0.0000% | $33500000.00       | $2032507.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2074-05-20      | 0.8905%  | 0.0000% | $30260958.00       | $1967226.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.5271%  | 0.0000% | $37367653.00       | $3389707.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-08-20      | 4.3729%  | 0.0000% | $4000000.00        | $3915016.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.7771%  | 0.0000% | $100000000.00      | $2857193.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 1.7471%  | 0.0000% | $34489486.00       | $1552534.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.1271%  | 0.0000% | $80000000.00       | $2075811.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-15      | 6.5000%  | 0.0000% | $4368900.00        | $4418194.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2053-09-15      | 6.5000%  | 0.0000% | $282680.00         | $288293.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $96549.00          | $102370.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1182526.00        | $1254123.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $558897.00         | $589719.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $313215.00         | $331753.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $205881.00         | $217040.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-03-20      | 7.0000%  | 0.0000% | $204595.00         | $214594.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2054-11-20      | 5.0000%  | 0.0000% | $8198080.00        | $7438004.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-02-20      | 5.0000%  | 0.0000% | $31526176.00       | $28671302.56       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2054-05-20      | 6.5000%  | 0.0000% | $125506432.00      | $129580861.83      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2065-02-20      | 7.0000%  | 0.0000% | $95856.00          | $99721.28          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2051-03-20      | 2.0000%  | 0.0000% | $5517672.00        | $3185247.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 1.1475%  | 0.0000% | $58687518.00       | $93426.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.9826%  | 0.0000% | $6826544.00        | $6720525.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 14.8984% | 0.0000% | $690135.00         | $590083.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 1.3381%  | 0.0000% | $38835891.00       | $618503.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.8381%  | 0.0000% | $100000.00         | $10373.37          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | NA       | 0.0000% | $12271856.00       | $7919287.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.7881%  | 0.0000% | $88364209.00       | $4012607.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.8881%  | 0.0000% | $114228252.00      | $5130821.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.1381%  | 0.0000% | $148728067.00      | $4448154.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.8881%  | 0.0000% | $211980833.00      | $10531876.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 1.8881%  | 0.0000% | $67677267.00       | $3624814.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.8881%  | 0.0000% | $98022757.00       | $7102373.58        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-04-25      | 0.2978%  | 0.0000% | $100000000.00      | $1001162.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.7500%  | 0.0000% | $42307.00          | $41674.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-25      | 2.9636%  | 0.0000% | $48672256.00       | $379783.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.4200%  | 0.0000% | $13961000.00       | $13772726.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $46957056.00       | $43028639.11       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                       | 2054-08-01      | 5.0000%  | 0.0000% | $997458.00         | $180048.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $55294.00          | $50884.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2052-12-20      | 5.5000%  | 0.0000% | $41934719.00       | $26601799.16       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2053-05-20      | 4.5000%  | 0.0000% | $57432.00          | $51885.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2052-08-25      | 5.5000%  | 0.0000% | $405114.00         | $37343.10          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-07-25      | 5.5000%  | 0.0000% | $3414781.00        | $337682.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-10-15      | 2.3479%  | 0.0000% | $68548998.00       | $210735.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 2.2094%  | 0.0000% | $63733180.00       | $275247.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-25      | 2.5000%  | 0.0000% | $100000.00         | $7592.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 4.0000%  | 0.0000% | $41028992.00       | $4708534.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-25      | 2.5000%  | 0.0000% | $7861120.00        | $667021.51         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-10-25      | 6.0000%  | 0.0000% | $5000000.00        | $5958516.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.2381%  | 0.0000% | $41591280.00       | $1972674.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 13.1286% | 0.0000% | $12382450.00       | $11043083.01       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2051-05-25      | 3.5000%  | 0.0000% | $29986812.00       | $3927586.24        | Agency Mortgage-Backed Securities |

### Security 201: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **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: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2038-09-01      | 5.2750%  | 0.0000% | $2664036.00        | $89981.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $5314176.00        | $2758868.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 7.0000%  | 0.0000% | $2574616.00        | $912525.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 6.5000%  | 0.0000% | $24616704.00       | $25576131.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2034-11-01      | 6.7220%  | 0.0000% | $2584696.00        | $17120.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-05-01      | 4.3650%  | 0.0000% | $6000000.00        | $6609.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-09-01      | 6.3090%  | 0.0000% | $5438119.00        | $11741.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 6.0670%  | 0.0000% | $8992432.00        | $42386.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $580140.00         | $481491.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $760562.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1904038.00        | $1808768.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2331522.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $9178864.00        | $8931128.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-02-01      | 1.0900%  | 0.0000% | $5412900.00        | $5128124.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-02-01      | 5.5000%  | 0.0000% | $1311391.00        | $1338543.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-05-01      | 2.0000%  | 0.0000% | $1181222.00        | $761468.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $685220.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $985098.00         | $950655.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-03-01      | 6.0000%  | 0.0000% | $11975936.00       | $12361413.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $8378304.00        | $8308079.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $75386.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 6.0000%  | 0.0000% | $2047648.00        | $2064624.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $85523.00          | $77644.30          | Agency Mortgage-Backed Securities |

### Security 202: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.64_0420
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $1085903300.00     | $953700074.74      | U.S. Treasuries (including strips) |

### Security 203: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0401
- **C.18 - Value (incl. sponsor support):** $9619000000.00
- **C.18.a - Value (excl. sponsor support):** $9619000000.00
- **C.19 - Percentage of Net Assets:** 4.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $921449700.00      | $888324585.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $550852800.00      | $528266733.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $622806400.00      | $623408722.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $580572800.00      | $532291323.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $1026141800.00     | $972875275.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $1262577600.00     | $1263510637.87     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $667726400.00      | $680754941.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $1650302000.00     | $1650567826.27     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $1388572400.00     | $1382343463.68     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $441778400.00      | $546936066.71      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $614159200.00      | $742100536.49      | U.S. Treasuries (including strips) |

### Security 204: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 930REQ004_3.66_0401
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $91016700.00       | $106810730.54      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $27353200.00       | $33958840.55       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $14854100.00       | $17838330.14       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $11605500.00       | $12114871.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $7969200.00        | $8278783.32        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2036-01-15      | 1.8750%  | 0.0000% | $131901800.00      | $130715009.34      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $85873700.00       | $103620191.53      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $13701600.00       | $17541919.41       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $49266800.00       | $53670602.86       | U.S. Treasuries (including strips) |

### Security 205: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **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: 930RFC004, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 930RFC004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $1131481.00        | $670088.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-03-01      | 4.0000%  | 0.0000% | $2001000.00        | $191946.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $600000.00         | $213839.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-07-01      | 3.0000%  | 0.0000% | $20000.00          | $8366.23           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-06-01      | 3.0000%  | 0.0000% | $4988823.00        | $3371420.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $2100000.00        | $1471515.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2046-03-01      | 5.5000%  | 0.0000% | $980886.00         | $993101.30         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-11-01      | 3.0000%  | 0.0000% | $10140000.00       | $1915210.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $20793289.00       | $17788619.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7140400.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-11-01      | 3.5000%  | 0.0000% | $1179865.00        | $948042.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.5000%  | 0.0000% | $3017.00           | $1637.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 4.0000%  | 0.0000% | $467954.00         | $331393.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-09-01      | 6.0000%  | 0.0000% | $545202.00         | $405304.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-04-01      | 5.0000%  | 0.0000% | $1923146.00        | $1815448.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $6288634.00        | $4830997.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-10-01      | 5.5000%  | 0.0000% | $1131525.00        | $1136203.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-09-01      | 5.0000%  | 0.0000% | $1023568.00        | $1006438.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-01-01      | 4.5000%  | 0.0000% | $13096771.00       | $12816909.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-02-01      | 4.5000%  | 0.0000% | $1873822.00        | $1863312.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $4800000.00        | $3686535.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $326871.00         | $317056.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.0000%  | 0.0000% | $1385539.00        | $1009171.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.0000%  | 0.0000% | $4300000.00        | $4042497.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.0000%  | 0.0000% | $1048798.00        | $1071363.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.0000%  | 0.0000% | $1062428.00        | $1046582.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1081291.00        | $1119268.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.5000%  | 0.0000% | $5622407.00        | $5043228.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.0000%  | 0.0000% | $1440052.00        | $1390003.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.0000%  | 0.0000% | $1041157.00        | $940001.30         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $2151653.00        | $2233619.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $12584401.00       | $12602619.49       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1408750.00        | $1450490.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.5000%  | 0.0000% | $3781100.00        | $3784157.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.5000%  | 0.0000% | $9593720.00        | $8793369.58        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $8116827.00        | $7601081.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1445731.00        | $1486646.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 6.0000%  | 0.0000% | $4857595.00        | $4827436.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 5.5000%  | 0.0000% | $2352043.00        | $2291460.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $17900000.00       | $16645925.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.0000%  | 0.0000% | $430000.00         | $352265.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-07-01      | 3.0000%  | 0.0000% | $43518522.00       | $36939946.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-07-01      | 3.0000%  | 0.0000% | $2205247.00        | $1931082.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-02-01      | 5.0000%  | 0.0000% | $297320.00         | $266330.49         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.5000%  | 0.0000% | $6242370.00        | $6045007.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 4.5000%  | 0.0000% | $46523694.00       | $44364587.03       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 4.5000%  | 0.0000% | $3732520.00        | $3503147.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 3.5000%  | 0.0000% | $2466102.00        | $2261939.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-09-01      | 6.0000%  | 0.0000% | $1087440.00        | $922544.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-03-01      | 5.0000%  | 0.0000% | $101011.00         | $100864.64         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.0000%  | 0.0000% | $3890276.00        | $3842293.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $2387363.00        | $2331166.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.0000%  | 0.0000% | $2908917.00        | $2876285.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.0000%  | 0.0000% | $25000.00          | $24674.72          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.5000%  | 0.0000% | $3106299.00        | $3153078.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.5000%  | 0.0000% | $1647149.00        | $1667188.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.0000%  | 0.0000% | $6969274.00        | $6946774.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.5000%  | 0.0000% | $2674526.00        | $2694248.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.5000%  | 0.0000% | $1142520.00        | $1157184.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2034-09-01      | 6.0000%  | 0.0000% | $10000000.00       | $8406.78           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-11-01      | 6.0000%  | 0.0000% | $10000000.00       | $26970.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-01      | 4.5000%  | 0.0000% | $295437.00         | $5679.13           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-08-01      | 4.0000%  | 0.0000% | $4488461.00        | $126168.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-05-01      | 4.0000%  | 0.0000% | $1086549.00        | $71574.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 7.0000%  | 0.0000% | $1384672.00        | $19704.75          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2043-03-01      | 3.5000%  | 0.0000% | $387911.00         | $29583.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-01      | 4.5000%  | 0.0000% | $623955.00         | $18453.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2047-11-01      | 4.0000%  | 0.0000% | $27014159.00       | $4609677.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2046-12-01      | 3.0000%  | 0.0000% | $1430000.00        | $327240.56         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2035-07-01      | 5.0000%  | 0.0000% | $8798000.00        | $67260.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 5.5000%  | 0.0000% | $350807.00         | $3212.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 5.0000%  | 0.0000% | $395000.00         | $3670.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2043-08-01      | 4.0000%  | 0.0000% | $1702000.00        | $107680.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-02-01      | 3.5000%  | 0.0000% | $37000.00          | $2768.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2033-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $194753.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 3.0000%  | 0.0000% | $300000.00         | $70138.28          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-06-01      | 4.0000%  | 0.0000% | $15784998.00       | $2890362.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-09-01      | 4.5000%  | 0.0000% | $149000.00         | $33849.81          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2036-11-01      | 2.0000%  | 0.0000% | $144804.00         | $76886.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 2.0000%  | 0.0000% | $1205000.00        | $580042.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 4.5000%  | 0.0000% | $65000.00          | $35859.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-06-01      | 5.5000%  | 0.0000% | $41857219.00       | $23464150.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 6.0000%  | 0.0000% | $35356000.00       | $24337288.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-03-01      | 4.0000%  | 0.0000% | $14336840.00       | $2762273.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $819649.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-04-01      | 6.0000%  | 0.0000% | $900000.00         | $686738.98         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-06-01      | 3.5000%  | 0.0000% | $37000.00          | $30530.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $11081.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.5000%  | 0.0000% | $141000.00         | $66903.53          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $139477570.00      | $128837361.19      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-05-01      | 3.0000%  | 0.0000% | $36000.00          | $15824.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 4.0000%  | 0.0000% | $832326.00         | $516749.37         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-09-01      | 6.0000%  | 0.0000% | $781000.00         | $517839.39         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-10-01      | 4.5000%  | 0.0000% | $686200.00         | $569436.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-10-01      | 6.0000%  | 0.0000% | $8498000.00        | $5471868.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $22500000.00       | $15842275.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $25719703.00       | $17881766.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 1.5000%  | 0.0000% | $87000.00          | $59032.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $183000.00         | $132803.45         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-10-01      | 3.0000%  | 0.0000% | $6210217.00        | $1620689.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-08-01      | 3.5000%  | 0.0000% | $1175034.00        | $745097.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $383701.00         | $300260.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $605247.00         | $422235.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $8934800.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.5000%  | 0.0000% | $800754.00         | $461330.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $717450.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $100095.00         | $98377.89          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-11-01      | 6.5000%  | 0.0000% | $3319204.00        | $2319821.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 2.0000%  | 0.0000% | $381731.00         | $169472.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2035-12-01      | 6.0000%  | 0.0000% | $1000547.00        | $1024861.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-12-01      | 4.0000%  | 0.0000% | $585000.00         | $169870.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-02-01      | 3.0000%  | 0.0000% | $140000.00         | $50879.74          | Agency Mortgage-Backed Securities |

### Security 206: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $151842900.00      | $153153108.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $34999900.00       | $34461992.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $49999900.00       | $47323437.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $124999900.00      | $118868916.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $33599900.00       | $30174662.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $49999900.00       | $47378379.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $49821400.00       | $50560259.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $29999900.00       | $30825803.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $45999900.00       | $46819016.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $36999900.00       | $38029614.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $12453900.00       | $12649666.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $47999900.00       | $48402412.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $35999900.00       | $35997332.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $49999900.00       | $49770661.85       | U.S. Treasuries (including strips) |

### Security 207: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_3.68_0401
- **C.18 - Value (incl. sponsor support):** $125525000.00
- **C.18.a - Value (excl. sponsor support):** $125525000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10252720.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49486015.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $50000000.00       | $29230921.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $39118180.25       | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.669900%
- **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: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                       | 2037-08-01      | 3.0000%  | 0.0000% | $441087.00         | $216004.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1279024.00        | $1239024.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 4.5000%  | 0.0000% | $11000000.00       | $9322645.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $10615918.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $20933.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $94576.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1083808.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1029300.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.5000%  | 0.0000% | $4217000.00        | $3058134.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $834116.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-05-01      | 4.7600%  | 0.0000% | $15955000.00       | $15892093.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 5.5000%  | 0.0000% | $97651.00          | $67197.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $92348.00          | $65466.34          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1409818.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 5.5000%  | 0.0000% | $1952112.00        | $1200278.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $6474670.00        | $3135567.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1251367.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3315610.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $8778768.00        | $7821624.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.0000%  | 0.0000% | $16313120.00       | $13947315.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $515110.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.5000%  | 0.0000% | $2486180.00        | $2252891.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $265113.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.5000%  | 0.0000% | $2376250.00        | $2241766.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $176950.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $968321.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $10750092.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8472945.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 5.9350%  | 0.0000% | $18267168.00       | $12314656.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1319090.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $2659558.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1671362.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1074331.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $93228.00          | $82550.64          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4120843.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $1052696.00        | $785636.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 5.5000%  | 0.0000% | $457375.00         | $400624.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 5.5000%  | 0.0000% | $832081.00         | $638978.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $798108.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $41030000.00       | $37555938.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $100226944.00      | $92030901.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.0000%  | 0.0000% | $13290752.00       | $12467304.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 6.0000%  | 0.0000% | $1878448.00        | $1934422.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $6205944.00        | $6119163.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $3450196.00        | $3577150.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $4349392.00        | $4244265.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-01-01      | 4.5000%  | 0.0000% | $1395762.00        | $1358706.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 4.0000%  | 0.0000% | $1020042.00        | $993990.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $1927426.00        | $1933087.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $1319574.00        | $1406729.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $5615192.00        | $5704229.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 4.0000%  | 0.0000% | $774957.00         | $751521.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1876210.00        | $1867642.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $1312076.00        | $1357067.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $5000311.00        | $5092515.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $7265520.00        | $7033411.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $3776932.00        | $3737112.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $1893010.00        | $1829256.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $1068988.00        | $1039304.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $8084048.00        | $8004865.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $2757580.00        | $2675140.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $38080192.00       | $37674701.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $8955488.00        | $8846828.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $1445016.00        | $1470807.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $1402478.00        | $1361107.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $1549272.00        | $1499695.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10160865.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $4670936.00        | $4766568.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $11771200.00       | $11596946.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-05-01      | 3.5000%  | 0.0000% | $90000.00          | $23569.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $2530000.00        | $456448.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $416369.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1151498.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-04-01      | 3.0000%  | 0.0000% | $1019254.00        | $418445.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 4.5000%  | 0.0000% | $276279.00         | $56384.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $478216.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-11-01      | 3.5000%  | 0.0000% | $727145.00         | $141649.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $313166.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-05-01      | 4.5000%  | 0.0000% | $271595.00         | $31043.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-12-01      | 4.0000%  | 0.0000% | $6825000.00        | $6535701.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-05-01      | 3.8300%  | 0.0000% | $2924996.00        | $2482189.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-06-01      | 3.3700%  | 0.0000% | $856178.00         | $774945.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-09-01      | 4.0000%  | 0.0000% | $102000.00         | $8544.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-08-01      | 3.0000%  | 0.0000% | $250000.00         | $21308.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 1.7305%  | 0.0000% | $25000000.00       | $17799021.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 4.5000%  | 0.0000% | $325000.00         | $61857.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-04-01      | 2.5000%  | 0.0000% | $19610.00          | $11351.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 2.0000%  | 0.0000% | $240000.00         | $81610.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $82970.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $35273.44          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-02-01      | 1.0900%  | 0.0000% | $15506000.00       | $14690222.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-06-01      | 2.0700%  | 0.0000% | $1590616.00        | $1296744.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-10-01      | 2.3100%  | 0.0000% | $4854000.00        | $3556088.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 5.0650%  | 0.0000% | $101500000.00      | $105327243.55      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7349995.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-01-01      | 2.5000%  | 0.0000% | $1410912.00        | $997229.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.7660%  | 0.0000% | $25000000.00       | $17302531.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $67551.44          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3574583.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $688810.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $751911.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2299665.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $9980217.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 4.5000%  | 0.0000% | $227625.00         | $163677.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $969648.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2395962.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1221371.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1223391.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 3.0000%  | 0.0000% | $1289728.00        | $774577.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $164799232.00      | $114281427.13      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $83968.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $33568.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $468766.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $23909184.00       | $23741214.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $2560124.00        | $2485687.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3694901.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10144.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 3.0000%  | 0.0000% | $9689248.00        | $7601762.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-12-01      | 5.3700%  | 0.0000% | $36741100.00       | $38763697.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.2500%  | 0.0000% | $5525000.00        | $5778348.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.9300%  | 0.0000% | $6527000.00        | $6687318.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.2100%  | 0.0000% | $9823000.00        | $10035472.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-09-01      | 5.1900%  | 0.0000% | $5685000.00        | $5810702.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-09-01      | 4.4450%  | 0.0000% | $20000000.00       | $19935283.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5618865.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-07-01      | 4.5200%  | 0.0000% | $10366000.00       | $10483712.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-07-01      | 4.6100%  | 0.0000% | $12027000.00       | $12206703.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-08-01      | 4.1300%  | 0.0000% | $14152000.00       | $14143532.39       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-09-01      | 4.4450%  | 0.0000% | $16314000.00       | $16462525.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-12-01      | 4.2400%  | 0.0000% | $6627000.00        | $6442331.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-02-01      | 4.5900%  | 0.0000% | $1554000.00        | $1553555.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 4.5000%  | 0.0000% | $19235000.00       | $4372678.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $71782.57          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-04-01      | 3.5000%  | 0.0000% | $70886144.00       | $14385267.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $42655.37          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 3.0000%  | 0.0000% | $29248064.00       | $9994398.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $49145.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-10-01      | 2.5000%  | 0.0000% | $500000.00         | $252909.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-11-01      | 2.5000%  | 0.0000% | $2226700.00        | $884984.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 3.0000%  | 0.0000% | $7000000.00        | $3755737.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-10-01      | 1.5000%  | 0.0000% | $610839.00         | $336661.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3398049.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $473443.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 2.5000%  | 0.0000% | $35000.00          | $20360.96          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 2.5000%  | 0.0000% | $3694232.00        | $2242161.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $593380.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $193780.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-08-01      | 4.0000%  | 0.0000% | $3375744.00        | $2957951.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $733578.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $77792.19          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 6.0000%  | 0.0000% | $480000.00         | $359193.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $15415264.00       | $9762299.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-05-01      | 4.5000%  | 0.0000% | $52000.00          | $28941.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $59081.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4567033.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-07-01      | 5.0000%  | 0.0000% | $75000.00          | $41638.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 5.0000%  | 0.0000% | $31000.00          | $25093.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-08-01      | 5.0000%  | 0.0000% | $51000.00          | $29586.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-01-01      | 6.0000%  | 0.0000% | $6687696.00        | $2548209.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $3928058.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-09-01      | 6.5000%  | 0.0000% | $189220.00         | $118934.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-12-01      | 5.5000%  | 0.0000% | $16000.00          | $10919.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-03-01      | 3.5000%  | 0.0000% | $5601672.00        | $4483468.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 4.5000%  | 0.0000% | $513998.00         | $483027.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $1016874.00        | $987744.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $72674176.00       | $72448527.78       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 4.0000%  | 0.0000% | $30406464.00       | $29081676.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-12-01      | 4.0000%  | 0.0000% | $4574616.00        | $4341191.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.0000%  | 0.0000% | $3692740.00        | $3485611.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $2782864.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-02-01      | 3.5000%  | 0.0000% | $72556544.00       | $4334168.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-11-01      | 5.5000%  | 0.0000% | $3708584.00        | $56386.75          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 7.0000%  | 0.0000% | $2109800.00        | $1308198.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-12-01      | 4.5000%  | 0.0000% | $8133200.00        | $7796566.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 5.1800%  | 0.0000% | $6956472.00        | $7013797.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7408208.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-07-01      | 6.0000%  | 0.0000% | $1175000.00        | $741545.26         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $2980419.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.0000%  | 0.0000% | $13168704.00       | $11741891.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 2.5000%  | 0.0000% | $10294448.00       | $8143653.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-01-01      | 4.5000%  | 0.0000% | $85000.00          | $72757.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 4.9950%  | 0.0000% | $10231920.00       | $9490449.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $41926400.00       | $37778408.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1808718.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.0000%  | 0.0000% | $26384352.00       | $25717820.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $45551680.00       | $43778622.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $5881.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 6.0920%  | 0.0000% | $3000000.00        | $17014.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 6.0000%  | 0.0000% | $4816344.00        | $70094.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $260350.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $4049452.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $110402.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-11-01      | 3.5000%  | 0.0000% | $55960192.00       | $5480648.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $953083.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-11-01      | 4.0000%  | 0.0000% | $170556.00         | $12769.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-01-01      | 4.5000%  | 0.0000% | $78482.00          | $9112.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 3.5000%  | 0.0000% | $6300000.00        | $453260.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $154297.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-06-01      | 3.0000%  | 0.0000% | $12000000.00       | $2430236.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-06-01      | 5.0000%  | 0.0000% | $1492240.00        | $179443.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-08-01      | 4.5000%  | 0.0000% | $43000.00          | $6362.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-09-01      | 5.0000%  | 0.0000% | $394268.00         | $69339.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 2.0000%  | 0.0000% | $520000.00         | $255577.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $13834000.00       | $7210196.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $34974.00          | $23257.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-01-01      | 1.5000%  | 0.0000% | $1600000.00        | $980634.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $61101.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 2.5000%  | 0.0000% | $33920896.00       | $19356065.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 2.5000%  | 0.0000% | $57043100.00       | $34007037.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $13132128.00       | $9560439.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 2.5000%  | 0.0000% | $7641048.00        | $4484518.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $629401.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 3.0000%  | 0.0000% | $425413.00         | $255542.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-03-01      | 4.5000%  | 0.0000% | $932800.00         | $736143.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-04-01      | 4.0000%  | 0.0000% | $1163352.00        | $680858.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $94835520.00       | $74580112.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-06-01      | 5.0000%  | 0.0000% | $340000.00         | $138836.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-04-01      | 5.5000%  | 0.0000% | $10096816.00       | $10334447.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-03-01      | 5.5000%  | 0.0000% | $1195550.00        | $1224825.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 6.5000%  | 0.0000% | $10748320.00       | $11211096.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-04-01      | 5.0000%  | 0.0000% | $12010208.00       | $12132167.66       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-04-01      | 6.0000%  | 0.0000% | $9028528.00        | $9236418.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-09-25      | 6.0000%  | 0.0000% | $6631960.00        | $4808016.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $32056384.00       | $29374138.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $8748320.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $58349632.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 5.0000%  | 0.0000% | $130540544.00      | $125951124.44      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $83793230.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $18290880.00       | $17743774.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $51856800.00       | $50726566.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 2.5000%  | 0.0000% | $33869952.00       | $30276253.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $6605440.00        | $6689798.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 2.0000%  | 0.0000% | $29627000.00       | $24043170.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 2.5000%  | 0.0000% | $122468992.00      | $115645795.36      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 5.0000%  | 0.0000% | $1375000.00        | $278261.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $2025000.00        | $615362.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-12-01      | 2.5000%  | 0.0000% | $839000.00         | $442521.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $627039.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-08-01      | 3.5000%  | 0.0000% | $228000.00         | $88303.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $39973.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $114150272.00      | $69989720.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $528141.00         | $338718.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 2.0000%  | 0.0000% | $12244688.00       | $6672478.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $60716.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 3.0000%  | 0.0000% | $219032064.00      | $131865979.35      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $273160.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1624195.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 3.0000%  | 0.0000% | $2318784.00        | $1379969.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $1320000.00        | $949793.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 2.0000%  | 0.0000% | $17000.00          | $10890.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $45458.46          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-04-01      | 3.0000%  | 0.0000% | $1685044.00        | $1103529.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $191189.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $134181.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-09-01      | 4.0000%  | 0.0000% | $80000.00          | $42324.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $631000.00         | $440203.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 2.5000%  | 0.0000% | $816000.00         | $534222.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1335091.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-12-01      | 3.5000%  | 0.0000% | $2442368.00        | $1703904.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6413182.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-02-01      | 3.0000%  | 0.0000% | $5731608.00        | $3964129.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $360425.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-07-01      | 5.0000%  | 0.0000% | $163000.00         | $98017.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $2489000.00        | $2049899.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.5000%  | 0.0000% | $494399.00         | $360485.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $501238.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-05-01      | 4.0000%  | 0.0000% | $117000.00         | $73332.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $89800800.00       | $76824492.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $942416.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $268877.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1415753.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 4.5000%  | 0.0000% | $1041000.00        | $802503.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 5.0000%  | 0.0000% | $74428288.00       | $59135532.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 5.0000%  | 0.0000% | $175000.00         | $145376.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $57374.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 2.5000%  | 0.0000% | $1969258.00        | $1316947.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 1.5000%  | 0.0000% | $940458.00         | $601947.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1203325.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 2.5000%  | 0.0000% | $706569.00         | $529125.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.3190%  | 0.0000% | $15000000.00       | $14101606.19       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4420454.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $667784.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $1650944.00        | $1745523.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $4054671.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $2823965.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $1704340.00        | $1697207.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 7.5000%  | 0.0000% | $1479462.00        | $1578304.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 7.5000%  | 0.0000% | $200000.00         | $213381.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $8823498.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $4995792.00        | $4678880.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2178498.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $1004980.00        | $1042512.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 7.0000%  | 0.0000% | $1548374.00        | $1642472.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $9265896.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $930963.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 7.0000%  | 0.0000% | $1495056.00        | $1580413.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $30642537.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $22266735.05       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 5.0000%  | 0.0000% | $1707736.00        | $1689388.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 6.0000%  | 0.0000% | $1039454.00        | $1053911.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21029811.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $2194708.00        | $2166761.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $12444048.00       | $12119693.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $6440808.00        | $5852331.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $5336840.00        | $5253930.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $9059456.00        | $9244267.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $3454612.00        | $3568948.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1533580.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $5923496.00        | $5626603.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $2172500.00        | $2146090.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 6.0000%  | 0.0000% | $934783.00         | $947017.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $3451712.00        | $3402867.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 5.5000%  | 0.0000% | $1311892.00        | $1305566.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1134899.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 6.0000%  | 0.0000% | $2002364.00        | $2054614.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 7.0000%  | 0.0000% | $1033022.00        | $1090410.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4331175.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $4515680.00        | $4544108.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2047-11-01      | 5.1890%  | 0.0000% | $900000.00         | $150057.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2055-08-01      | 5.3590%  | 0.0000% | $90526.00          | $78713.50          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2042-04-01      | 6.7900%  | 0.0000% | $11443952.00       | $41273.20          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2037-04-01      | 6.7790%  | 0.0000% | $48003200.00       | $479251.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.5000%  | 0.0000% | $13300000.00       | $2104638.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2036-04-01      | 6.5000%  | 0.0000% | $1499990.00        | $5462.92           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2037-01-01      | 5.8550%  | 0.0000% | $38973504.00       | $224105.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 9.0000%  | 0.0000% | $58982362.00       | $6939.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $142916864.00      | $106809884.72      | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2034-06-01      | 4.5000%  | 0.0000% | $1857000.00        | $191608.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2032-09-01      | 4.0000%  | 0.0000% | $499000.00         | $20963.27          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-11-01      | 2.8500%  | 0.0000% | $34491000.00       | $28591029.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-09-01      | 3.7900%  | 0.0000% | $10000000.00       | $9507371.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-11-01      | 4.0000%  | 0.0000% | $370997.00         | $334122.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2034-02-01      | 5.8550%  | 0.0000% | $15871888.00       | $146354.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-06-01      | 5.8480%  | 0.0000% | $10735776.00       | $360625.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $213949.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $162047.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-04-01      | 3.0000%  | 0.0000% | $8500000.00        | $858871.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-04-01      | 3.2200%  | 0.0000% | $9709500.00        | $9206063.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 3.2100%  | 0.0000% | $21647808.00       | $18832185.85       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-01-01      | 3.0400%  | 0.0000% | $4261880.00        | $3964696.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-03-01      | 3.1100%  | 0.0000% | $4559352.00        | $4487449.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-04-01      | 3.5100%  | 0.0000% | $11930272.00       | $10835275.85       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-04-01      | 3.4000%  | 0.0000% | $24502700.00       | $22774022.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-07-01      | 3.9700%  | 0.0000% | $1122858.00        | $1090623.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-06-01      | 3.6700%  | 0.0000% | $21344000.00       | $17424616.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-08-01      | 4.0000%  | 0.0000% | $547000.00         | $15529.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $206563.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-01-01      | 3.5000%  | 0.0000% | $400000.00         | $62978.09          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-05-01      | 3.0000%  | 0.0000% | $94523.00          | $19845.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $63705.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 2.7750%  | 0.0000% | $380679.00         | $29396.05          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $27156.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-11-01      | 3.5000%  | 0.0000% | $1154000.00        | $306238.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7062.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 6.0000%  | 0.0000% | $4952544.00        | $49539.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1355410.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-12-01      | 6.5000%  | 0.0000% | $1909000.00        | $23908.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $53911.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-06-01      | 5.8540%  | 0.0000% | $750000.00         | $9464.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-12-01      | 5.5000%  | 0.0000% | $13068896.00       | $95887.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2001844.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $147254.00         | $71880.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 5.5000%  | 0.0000% | $5602984.00        | $4570337.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $5408368.00        | $4133612.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $1063208.00        | $1069407.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.0000%  | 0.0000% | $1471724.00        | $949185.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-09-01      | 4.4500%  | 0.0000% | $141000000.00      | $141354238.95      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $17000000.00       | $13063931.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-04-01      | 6.0000%  | 0.0000% | $18262144.00       | $18732302.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $62479.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-10-01      | 3.0000%  | 0.0000% | $12913760.00       | $8124436.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-04-01      | 4.1590%  | 0.0000% | $267787776.00      | $685529.41         | Agency Mortgage-Backed Securities |

### Security 209: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.75_0702
- **C.18 - Value (incl. sponsor support):** $3490000000.00
- **C.18.a - Value (excl. sponsor support):** $3490000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? 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 A        | 2054-06-20      | 4.8929%  | 0.0000% | $30000000.00       | $12910273.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 5.5000%  | 0.0000% | $53249408.00       | $29763768.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 5.2500%  | 0.0000% | $16000000.00       | $7083893.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-20      | 4.8729%  | 0.0000% | $100000000.00      | $81746232.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 4.6729%  | 0.0000% | $86902656.00       | $76361151.89       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 2.9771%  | 0.0000% | $92045312.00       | $6227437.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 4.8729%  | 0.0000% | $40000000.00       | $36826458.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-02-20      | 0.1000%  | 0.0000% | $32644360.00       | $37068.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-04-20      | 2.0000%  | 0.0000% | $12733200.00       | $9623812.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 5.5000%  | 0.0000% | $5621000.00        | $5627539.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.4229%  | 0.0000% | $100000000.00      | $60331888.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.3029%  | 0.0000% | $20000000.00       | $12344624.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 4.7229%  | 0.0000% | $13867000.00       | $11323840.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-04-20      | 3.0000%  | 0.0000% | $33407296.00       | $27585446.62       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $4638027.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.3729%  | 0.0000% | $20000000.00       | $13304589.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 3.4271%  | 0.0000% | $85000000.00       | $7837259.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 4.7229%  | 0.0000% | $16019100.00       | $13616801.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.0229%  | 0.0000% | $6176408.00        | $3989867.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 5.4229%  | 0.0000% | $23052000.00       | $16800911.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 5.0000%  | 0.0000% | $17469952.00       | $15927548.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 4.6729%  | 0.0000% | $55000000.00       | $54794608.70       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2066-02-20      | 4.6229%  | 0.0000% | $10900000.00       | $10754288.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.4729%  | 0.0000% | $23165056.00       | $22842394.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.6182%  | 0.0000% | $25000000.00       | $24851378.08       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-03-20      | 4.6095%  | 0.0000% | $50000000.00       | $49694073.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.4182%  | 0.0000% | $100000000.00      | $98947401.20       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 4.4682%  | 0.0000% | $25985760.00       | $25814417.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-02-20      | 4.4182%  | 0.0000% | $300708864.00      | $299626315.70      | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-07-20      | 4.5000%  | 0.0000% | $4593080.00        | $4543846.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 4.6182%  | 0.0000% | $53269760.00       | $52788900.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 4.5000%  | 0.0000% | $41707328.00       | $37588183.82       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $37099320.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 4.8229%  | 0.0000% | $50000000.00       | $46638152.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $23309063.43       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3783426.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 4.4995%  | 0.0000% | $5422100.00        | $1141579.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2061-07-16      | 4.5000%  | 0.0000% | $13500000.00       | $13183088.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 5.2500%  | 0.0000% | $34000000.00       | $32419826.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-20      | 4.8229%  | 0.0000% | $50000000.00       | $48373726.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-20      | 4.9229%  | 0.0000% | $40469300.00       | $39655732.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-20      | 4.9029%  | 0.0000% | $75000000.00       | $73651834.23       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 4.6716%  | 0.0000% | $14567700.00       | $14327790.64       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 4.5000%  | 0.0000% | $48954720.00       | $43143549.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3625389.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 4.6729%  | 0.0000% | $9535952.00        | $9489752.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 4.9329%  | 0.0000% | $262700.00         | $258923.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 2.3271%  | 0.0000% | $129552640.00      | $6781887.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 4.6729%  | 0.0000% | $91406100.00       | $29212397.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 4.9329%  | 0.0000% | $30000000.00       | $21238346.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $111150.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 4.7229%  | 0.0000% | $100000000.00      | $40320991.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 4.8729%  | 0.0000% | $50000000.00       | $20326514.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-06-20      | 6.0000%  | 0.0000% | $7495591.00        | $7942080.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-09-20      | 5.1229%  | 0.0000% | $30000000.00       | $6120211.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $191026.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-25      | 5.0787%  | 0.0000% | $600000.00         | $64897.46          | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT                    | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6349056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-11-16      | NA       | 0.0000% | $212991153.00      | $18124.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1379068.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2034-10-20      | 4.6210%  | 0.0000% | $8346160.00        | $184821.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-20      | 4.1395%  | 0.0000% | $118646144.00      | $4792430.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1692555.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1499560.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 2.9105%  | 0.0000% | $17901696.00       | $100168.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 4.0000%  | 0.0000% | $700000.00         | $600331.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1300172.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $500811.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $430904.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-20      | 2.7500%  | 0.0000% | $40000000.00       | $339277.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-16      | 2.3500%  | 0.0000% | $53000.00          | $12168.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 1.2500%  | 0.0000% | $140000.00         | $74385.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.9730%  | 0.0000% | $14450000.00       | $820025.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $873412.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $950180.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19283693.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8065430.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 4.5000%  | 0.0000% | $5659648.00        | $4962087.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2033-04-15      | 4.0000%  | 0.0000% | $150390240.00      | $149169873.33      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2051-04-25      | 1.5000%  | 0.0000% | $44557696.00       | $21567306.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 1.3288%  | 0.0000% | $200614144.00      | $9259839.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2051-08-25      | 2.5000%  | 0.0000% | $16578912.00       | $14628574.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4112221.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 4.8229%  | 0.0000% | $100000000.00      | $36458179.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 4.8229%  | 0.0000% | $100000000.00      | $36458179.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 4.8729%  | 0.0000% | $100000000.00      | $50961696.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 4.1830%  | 0.0000% | $7230880.00        | $5514190.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $445800.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 5.5000%  | 0.0000% | $2000000.00        | $2042398.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI        | 2029-11-25      | 1.1320%  | 0.0000% | $26000.00          | $12210.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-25      | 1.5000%  | 0.0000% | $26661184.00       | $12012935.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-25      | 2.0000%  | 0.0000% | $100000.00         | $56091.24          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2036-10-25      | 2.3610%  | 0.0000% | $3750000.00        | $3030575.63        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-03-25      | 2.3500%  | 0.0000% | $7185000.00        | $6442001.54        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-01-25      | 3.7800%  | 0.0000% | $29000.00          | $8048.72           | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-09-25      | 4.8500%  | 0.0000% | $715000.00         | $728132.88         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2029-01-25      | 5.4000%  | 0.0000% | $650000.00         | $671756.80         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2029-01-25      | 5.3550%  | 0.0000% | $12731700.00       | $13155340.95       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2029-01-25      | 5.4000%  | 0.0000% | $300000.00         | $310604.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-25      | 6.0000%  | 0.0000% | $5558456.00        | $5687956.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-25      | 4.9619%  | 0.0000% | $30000000.00       | $21496542.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-25      | 5.5000%  | 0.0000% | $300000.00         | $180760.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12597.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 4.5119%  | 0.0000% | $225000.00         | $160629.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 4.7619%  | 0.0000% | $156109760.00      | $139049411.75      | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2029-04-25      | 3.0198%  | 0.0000% | $355000.00         | $152375.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1263044.41        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2027-11-25      | 2.7852%  | 0.0000% | $37202752.00       | $24582705.97       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2027-09-25      | 2.9662%  | 0.0000% | $44906688.00       | $35114355.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-25      | 3.0000%  | 0.0000% | $1397000.00        | $174646.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-25      | 3.3750%  | 0.0000% | $4892992.00        | $5541586.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-25      | 1.5000%  | 0.0000% | $100000000.00      | $36997577.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-25      | 1.5000%  | 0.0000% | $45269440.00       | $16304127.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2329146.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-25      | 1.5000%  | 0.0000% | $45269440.00       | $18275898.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-25      | 1.0000%  | 0.0000% | $3170836.00        | $1838571.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-25      | 4.3119%  | 0.0000% | $50505088.00       | $29687786.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-25      | 4.3619%  | 0.0000% | $38190464.00       | $24896415.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-25      | 4.3619%  | 0.0000% | $34887232.00       | $22931154.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-25      | 5.5000%  | 0.0000% | $11730000.00       | $10225001.78       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2031-11-25      | 1.7836%  | 0.0000% | $2797800.00        | $2465557.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-25      | 4.5119%  | 0.0000% | $350000.00         | $327727.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-07-25      | 5.1619%  | 0.0000% | $50000000.00       | $48479063.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-02-25      | 4.0000%  | 0.0000% | $83026688.00       | $78848088.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-04-25      | 2.4781%  | 0.0000% | $82641000.00       | $5476207.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-25      | 4.9222%  | 0.0000% | $55000000.00       | $54704725.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-25      | NA       | 0.0000% | $50000000.00       | $33937050.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2037-05-25      | 4.5000%  | 0.0000% | $5243856.00        | $5241758.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-06-25      | 4.0000%  | 0.0000% | $4780432.00        | $4136045.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 4.8729%  | 0.0000% | $30000000.00       | $19397947.91       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-05-25      | 4.3610%  | 0.0000% | $8036000.00        | $8088934.47        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2035-09-25      | 4.6000%  | 0.0000% | $2000000.00        | $2001094.67        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-10-25      | 4.1630%  | 0.0000% | $5303000.00        | $5291557.01        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-10-25      | 4.1700%  | 0.0000% | $98000000.00       | $96777842.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 4.7500%  | 0.0000% | $34137984.00       | $33496303.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 4.7500%  | 0.0000% | $122557.00         | $100175.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 4.0000%  | 0.0000% | $19924500.00       | $19082138.63       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2049-11-25      | 1.5000%  | 0.0000% | $100792320.00      | $83697337.77       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 4.5000%  | 0.0000% | $25101480.00       | $24538629.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2052-08-25      | 4.7500%  | 0.0000% | $62254208.00       | $61827351.65       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 5.0000%  | 0.0000% | $16230304.00       | $15663731.14       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2037-04-25      | 4.5000%  | 0.0000% | $12023472.00       | $12188241.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $821399.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 2.4893%  | 0.0000% | $4735000.00        | $132146.85         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN                  | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1069024.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-25      | 10.8709% | 0.0000% | $7128000.00        | $157477.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-15      | 4.5424%  | 0.0000% | $1314286.00        | $104359.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 6.5472%  | 0.0000% | $9262430.00        | $292710.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-25      | 8.8945%  | 0.0000% | $2235324.00        | $271997.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-25      | 4.1797%  | 0.0000% | $2200000.00        | $291897.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $152161.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-25      | 6.1245%  | 0.0000% | $51100000.00       | $634819.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | 11.2945% | 0.0000% | $1000000.00        | $921536.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-15      | 7.4082%  | 0.0000% | $2150000.00        | $17939.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $2947034.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-15      | 5.5332%  | 0.0000% | $12990240.00       | $48869.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-15      | 10.3154% | 0.0000% | $9681000.00        | $148207.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $32282525.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $37614148.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 0.0400%  | 0.0000% | $49995775.00       | $23427.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 2.5000%  | 0.0000% | $300000.00         | $204749.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 2.2605%  | 0.0000% | $43600000.00       | $645013.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $11383.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10111353.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4517313.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2142693.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-10-20      | 4.5000%  | 0.0000% | $41045280.00       | $40477213.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 0.7111%  | 0.0000% | $75000000.00       | $1772721.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 4.7222%  | 0.0000% | $112348288.00      | $112212897.42      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-25      | 4.5000%  | 0.0000% | $4300000.00        | $42316.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $197252.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-15      | 5.7867%  | 0.0000% | $3887036.00        | $43591.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $501434.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-15      | 4.5000%  | 0.0000% | $6429999.00        | $12813.55          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-01-25      | 4.4780%  | 0.0000% | $1000000.00        | $1010908.67        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-01-25      | 4.5830%  | 0.0000% | $27000400.00       | $26974943.13       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2034-02-25      | 4.5960%  | 0.0000% | $13316000.00       | $13243297.63       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-06-25      | 4.3290%  | 0.0000% | $4607000.00        | $4631221.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 2.2500%  | 0.0000% | $86524288.00       | $72084854.63       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2028-11-25      | 5.9834%  | 0.0000% | $4745545.00        | $768353.92         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2028-10-25      | 10.3834% | 0.0000% | $98768000.00       | $30550516.36       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-11-25      | 12.7834% | 0.0000% | $79736000.00       | $24878809.30       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2031-03-25      | 9.9189%  | 0.0000% | $23715000.00       | $6032397.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $904457.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2698066.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 2.7236%  | 0.0000% | $38810240.00       | $445615.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3008138.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-25      | 5.6696%  | 0.0000% | $4113936.00        | $12217.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-25      | 2.0000%  | 0.0000% | $448750.00         | $28557.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3124109.36        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-01-25      | 3.6000%  | 0.0000% | $13058700.00       | $12882900.18       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-09-25      | 1.4930%  | 0.0000% | $31577500.00       | $28169187.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-25      | 1.5000%  | 0.0000% | $9312500.00        | $4415960.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-25      | 1.5000%  | 0.0000% | $14356656.00       | $6666174.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8632720.86        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-01-25      | 3.3500%  | 0.0000% | $2500000.00        | $2474239.17        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2029-01-25      | 3.6900%  | 0.0000% | $1578000.00        | $1562952.19        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-10-25      | 2.3080%  | 0.0000% | $6000000.00        | $2402583.68        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-01-25      | 1.9550%  | 0.0000% | $7801000.00        | $7186773.96        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-01-25      | 1.5920%  | 0.0000% | $11000000.00       | $9999788.34        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-02-25      | 1.7790%  | 0.0000% | $11000000.00       | $10056645.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-15      | 0.5411%  | 0.0000% | $24906720.00       | $147245.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12349067.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT        | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3402453.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-15      | 2.4339%  | 0.0000% | $339341.00         | $24829.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $15939.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $9949529.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-15      | 2.8633%  | 0.0000% | $36225024.00       | $130442.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6692379.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.3671%  | 0.0000% | $12660592.00       | $1965048.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-15      | 0.4097%  | 0.0000% | $1934900.00        | $213445.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-15      | 0.9204%  | 0.0000% | $10000000.00       | $1515106.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-15      | 4.7367%  | 0.0000% | $1440000.00        | $95811.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-15      | 0.9204%  | 0.0000% | $3900000.00        | $1029171.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-15      | 3.5000%  | 0.0000% | $4009000.00        | $3617824.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6180312.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-15      | 2.2500%  | 0.0000% | $73920999.00       | $1311463.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-15      | 1.6543%  | 0.0000% | $9503232.00        | $533526.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-15      | 2.5000%  | 0.0000% | $1100000.00        | $66361.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1769928.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1490430.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-15      | 2.3266%  | 0.0000% | $1276254.00        | $684543.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-15      | 3.0000%  | 0.0000% | $4236000.00        | $3615570.02        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-12-25      | 1.9620%  | 0.0000% | $18835000.00       | $250956.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $371347.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $3855889.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-25      | 2.0000%  | 0.0000% | $28680000.00       | $1183350.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2216900.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3444552.56        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2026-10-25      | 2.4243%  | 0.0000% | $2890000.00        | $1774347.09        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2026-09-25      | 2.5255%  | 0.0000% | $17450000.00       | $11354850.32       | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST               | 2027-06-25      | 2.8980%  | 0.0000% | $3375000.00        | $3285556.64        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2027-02-25      | 2.9610%  | 0.0000% | $2540000.00        | $1840732.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-03-20      | 4.7000%  | 0.0000% | $30000000.00       | $29810403.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 5.1119%  | 0.0000% | $30000000.00       | $22604737.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2225783.92        | Agency Mortgage-Backed Securities |

### Security 210: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.669900%
- **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: 934EEG001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 934EEG001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $1081613.00        | $1136472.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1047524.00        | $1104708.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 5.0000%  | 0.0000% | $1136766.00        | $1143094.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 4.5000%  | 0.0000% | $1165938.00        | $1115442.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $1075726.00        | $1107419.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1078636.00        | $1139103.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $792895.00         | $806456.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1047931.00        | $1106680.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $1057089.00        | $1095307.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $1092023.00        | $1116633.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1074869.00        | $1109221.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1095379.00        | $1136527.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $1077934.00        | $1100482.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1052256.00        | $1103416.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1055947.00        | $1118662.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 6.5000%  | 0.0000% | $5101918.00        | $5288314.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1079510.00        | $1107052.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1070628.00        | $1134701.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1027260.00        | $1092972.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1047446.00        | $1105483.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 6.5000%  | 0.0000% | $24000000.00       | $24890208.12       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $1056651.00        | $1096135.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1043816.00        | $1102335.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1073160.00        | $1133169.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.5000%  | 0.0000% | $1550765.00        | $1146377.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $2049265.00        | $1112368.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.5000%  | 0.0000% | $1524136.00        | $1103270.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 7.0000%  | 0.0000% | $1063280.00        | $1124812.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 7.0000%  | 0.0000% | $1043245.00        | $1094225.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1054558.00        | $1118730.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $102037.00         | $110215.03         | Agency Mortgage-Backed Securities |

### Security 211: BMO Capital Markets Corp Tri Party Repo

- **C.1 - Title:** BMO Capital Markets Corp Tri Party Repo 3.669900%
- **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: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2053-07-20      | 5.5000%  | 0.0000% | $157424286.00      | $112200000.68      | Agency Mortgage-Backed Securities |

### Security 212: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2900000000.00
- **C.18.a - Value (excl. sponsor support):** $2900000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2025180.00        | $1957704.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.0000%  | 0.0000% | $8931680.00        | $8439196.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $2004.00           | $1836.16           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $1711674.00        | $1255610.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1016.00           | $602.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $30055760.00       | $26073453.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $80850.00          | $75686.42          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $1088512.00        | $1013755.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $4207056.00        | $3769465.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $25594912.00       | $25910464.48       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $9226160.00        | $8472101.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.5000%  | 0.0000% | $1435970.00        | $1252484.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.0000%  | 0.0000% | $1083051.00        | $997097.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $1003.00           | $945.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $973.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $2110.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $855.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $31056903.00       | $29331214.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $385927.00         | $389315.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $4996120.00        | $4330886.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $894384.00         | $889713.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 5.5000%  | 0.0000% | $49445440.00       | $47609070.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $3219296.00        | $2362754.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-10-01      | 1.5000%  | 0.0000% | $266764288.00      | $132656616.22      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $138754048.00      | $135238948.37      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $29794464.00       | $18596476.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $111617942.00      | $60094833.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $96782976.00       | $59050370.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2064-06-01      | 4.5000%  | 0.0000% | $4445818.00        | $4012064.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $997954.00         | $268310.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 4.5000%  | 0.0000% | $20768928.00       | $5454076.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $24585866.00       | $8106343.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2057-02-01      | 3.5000%  | 0.0000% | $131653433.00      | $37455903.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2059-01-01      | 3.0000%  | 0.0000% | $351000.00         | $119374.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $2465968.00        | $1682146.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $751.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $7447483.00        | $7225522.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $17693504.00       | $16725798.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2282696.00        | $2008983.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $920.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3679330.00        | $3631214.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $3370180.00        | $3462604.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $65137235.00       | $57849907.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $25708576.00       | $24799903.44       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1934.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 2.5000%  | 0.0000% | $2016.00           | $1730.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 2.0000%  | 0.0000% | $6079288.00        | $4988850.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $13225616.00       | $13065449.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $83736832.00       | $40885097.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 5.0000%  | 0.0000% | $38750430.00       | $32191883.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $71197135.00       | $56526790.99       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.5000%  | 0.0000% | $66029312.00       | $58692859.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $16396330.00       | $14516738.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $2669868.00        | $2633228.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $1713969.00        | $1739077.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1825023.00        | $1840074.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1611779.00        | $1618562.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $2204.00           | $2190.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1709860.00        | $1639798.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $63774606.00       | $60186313.09       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $329534.00         | $330293.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $1031.00           | $1050.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.0000%  | 0.0000% | $23203072.00       | $22899627.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 7.0000%  | 0.0000% | $15030656.00       | $14355013.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $13319696.00       | $13316894.93       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $34295423.00       | $33930508.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.0000%  | 0.0000% | $23273797.00       | $18723214.00       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-02-01      | 5.0000%  | 0.0000% | $52365161.00       | $50718236.33       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $36839829.00       | $34651381.42       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.5000%  | 0.0000% | $2917384.00        | $3026198.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 4.5000%  | 0.0000% | $49443968.00       | $47253418.92       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.5000%  | 0.0000% | $24478112.00       | $25126156.43       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $49519680.00       | $48917702.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.0000%  | 0.0000% | $3601580.00        | $3565294.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $30081632.00       | $29566023.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1463580.00        | $1454108.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $2036.80           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $1023.00           | $1049.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $47120448.00       | $46725383.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 6.5000%  | 0.0000% | $2227.00           | $0.86              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 6.5000%  | 0.0000% | $1088.00           | $8.28              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $200980.00         | $51.35             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-03-01      | 3.5000%  | 0.0000% | $3693283.00        | $689079.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1024.00           | $35.52             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-01-01      | 3.0000%  | 0.0000% | $1886.00           | $5.50              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $79893034.00       | $49865940.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-04-01      | 3.0000%  | 0.0000% | $1047.00           | $218.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-10-01      | 1.5000%  | 0.0000% | $2375973.00        | $1181524.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 5.5000%  | 0.0000% | $1053231.00        | $812882.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $764.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $5096740.00        | $3674267.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $17442380.00       | $10837520.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 5.5000%  | 0.0000% | $1017.00           | $788.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 6.0000%  | 0.0000% | $81208197.00       | $52974988.15       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $438.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $803.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $31319.00          | $26028.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $23797088.00       | $24355082.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $15744553.00       | $16106587.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $50594304.00       | $51206903.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 3.0000%  | 0.0000% | $1000.00           | $248.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 4.0000%  | 0.0000% | $17915738.00       | $2393795.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $853.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $214.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $24755760.00       | $22584907.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-10-01      | 8.0000%  | 0.0000% | $1602.00           | $0.62              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $37741632.00       | $7656958.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1211900.00        | $1203882.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $2239750.00        | $2227692.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $42519350.00       | $42005999.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1909950.00        | $1893787.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $114730.00         | $113688.44         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1731800.00        | $1722477.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $2826100.00        | $2807404.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $34516007.00       | $35051914.02       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1538000.00        | $1524984.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1570550.00        | $1569830.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $2454335.00        | $2573171.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1336891.00        | $1331775.61        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1563950.00        | $1550713.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $2162876.00        | $2140524.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $17809514.00       | $17652517.20       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1195210.00        | $1188371.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $9999200.00        | $10122193.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $2473430.00        | $2509602.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $53856560.00       | $50487356.61       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $6000.00           | $5975.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1981.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $941878.00         | $933385.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2058-08-01      | 3.5000%  | 0.0000% | $1000.00           | $291.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $57802650.00       | $53039172.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $670.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1285985.00        | $1273827.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $11207968.00       | $11559494.71       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $1705696.00        | $1621318.76        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1435.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $972.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1028.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $549000.00         | $522318.33         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 7.0000%  | 0.0000% | $5000.00           | $5264.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1397337.00        | $1137609.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1171008.00        | $1142117.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $2879665.00        | $2979202.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $9576285.00        | $8925741.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $7041600.00        | $6808692.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $6384600.00        | $6445684.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $1967790.00        | $1992761.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $3609464.00        | $3716506.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $19701563.00       | $19830112.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $1248403.00        | $238215.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $975.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $8010266.00        | $8162589.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $256367.00         | $250725.52         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $3746759.00        | $3812896.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $5491450.00        | $4957372.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1961.23           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $7314996.00        | $7481508.75        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $1305248.00        | $1313329.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $2190500.00        | $2236103.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2209122.00        | $1637214.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.0000%  | 0.0000% | $2402962.00        | $2346368.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $1379139.00        | $1447034.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $1231137.00        | $1288727.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 4.5000%  | 0.0000% | $1010607.00        | $971999.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.5000%  | 0.0000% | $26042609.00       | $26170961.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $29334086.00       | $26358269.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $58910000.00       | $54487341.33       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.0000%  | 0.0000% | $50484352.00       | $47540520.20       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $14884712.00       | $14270482.79       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $34053249.00       | $32622739.23       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $49480923.00       | $46754609.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $24997000.00       | $23942806.79       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $55760230.00       | $55565998.83       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $34094336.00       | $34420361.80       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $91520.00          | $90716.97          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2059-08-01      | 4.0000%  | 0.0000% | $99999000.00       | $35947270.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-03-01      | 2.5000%  | 0.0000% | $11363731.00       | $7414304.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-12-01      | 2.5000%  | 0.0000% | $31712.00          | $21010.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-09-01      | 2.5000%  | 0.0000% | $4261.00           | $2611.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2063-06-01      | 3.5000%  | 0.0000% | $7979336.00        | $5760729.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2063-06-01      | 4.5000%  | 0.0000% | $1015.00           | $750.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $697.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2058-08-01      | 3.5000%  | 0.0000% | $1000.00           | $868.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 6.0000%  | 0.0000% | $77475456.00       | $55087904.75       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-12-15      | 4.0000%  | 0.0000% | $3810900.00        | $3865744.00        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-10-01      | NA       | 0.0000% | $49998000.00       | $49086236.47       | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-04-21      | NA       | 0.0000% | $500000.00         | $498992.00         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2027-03-18      | NA       | 0.0000% | $29230100.00       | $28223415.36       | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-09-10      | NA       | 0.0000% | $30544400.00       | $30050283.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 6.3750%  | 0.0000% | $100000.00         | $104184.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 3.7500%  | 0.0000% | $30313400.00       | $27150015.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-02-15      | 2.5000%  | 0.0000% | $54494900.00       | $38335891.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-11-15      | 2.3750%  | 0.0000% | $55475100.00       | $35801835.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2052-11-15      | 4.0000%  | 0.0000% | $19511600.00       | $17047921.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.01             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-02-15      | 4.6250%  | 0.0000% | $35762800.00       | $34650167.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 2.2500%  | 0.0000% | $936400.00         | $919137.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-31      | 1.3750%  | 0.0000% | $447100.00         | $443208.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 1.5000%  | 0.0000% | $15699000.00       | $14860818.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 4.6250%  | 0.0000% | $28679200.00       | $29318679.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 4.0000%  | 0.0000% | $12639000.00       | $12780700.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-11-30      | 4.1250%  | 0.0000% | $36723300.00       | $37533607.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-09-30      | 3.6250%  | 0.0000% | $43141100.00       | $42609213.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 3.5000%  | 0.0000% | $11208000.00       | $11153517.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-11-15      | 4.0000%  | 0.0000% | $1169000.00        | $1157212.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-12-15      | 3.5000%  | 0.0000% | $23283000.00       | $23328874.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-02-28      | 3.7500%  | 0.0000% | $16350000.00       | $16026236.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-28      | 3.5000%  | 0.0000% | $5477300.00        | $5386795.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-03-15      | 3.5000%  | 0.0000% | $21538400.00       | $21380840.99       | U.S. Treasuries (including strips) |

### Security 213: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.68_0401
- **C.18 - Value (incl. sponsor support):** $551630000.00
- **C.18.a - Value (excl. sponsor support):** $551630000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29994300.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $30325200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $82784000.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7166685.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11486409.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11191800.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $30473162.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14651550.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42815103.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $25000000.00       | $25573064.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50475666.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49476902.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $100893538.50      | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27545985.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26013000.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6455008.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15078539.36       | U.S. Treasuries (including strips) |

### Security 214: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0401
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-06-09      | NA       | 0.0000% | $12241300.00       | $12157104.34       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-04-14      | NA       | 0.0000% | $2443056000.00     | $2439853153.58     | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-10-01      | NA       | 0.0000% | $228200.00         | $224038.54         | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-06-11      | NA       | 0.0000% | $1512800000.00     | $1502048530.40     | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-06-30      | NA       | 0.0000% | $1670934400.00     | $1655717200.42     | U.S. Treasuries (including strips) |

### Security 215: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.68_0401
- **C.18 - Value (incl. sponsor support):** $1855000000.00
- **C.18.a - Value (excl. sponsor support):** $1855000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $1089724900.00     | $1192418813.65     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $380329500.00      | $388581242.30      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-17      | NA       | 0.0000% | $15000000.00       | $14744700.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $9005800.00        | $9674467.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $13000000.00       | $13010892.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $10000000.00       | $9903353.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $9000000.00        | $9107859.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $14000000.00       | $14186916.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $14052200.00       | $14325476.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $10000000.00       | $10208364.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $13000000.00       | $13233716.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $10000000.00       | $9634995.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $10000000.00       | $10078349.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $14000000.00       | $13985006.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $13000000.00       | $12712576.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $14000000.00       | $13859776.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $10000000.00       | $9948409.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $13000000.00       | $13005823.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $13085000.00       | $12921659.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $8599700.00        | $8144745.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $14000000.00       | $14017351.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $11000000.00       | $10884926.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.6250%  | 0.0000% | $16000000.00       | $15906901.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $13000000.00       | $12576013.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $9000000.00        | $8527317.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $12000000.00       | $11258352.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $12000000.00       | $12002290.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $14000000.00       | $13239803.69       | U.S. Treasuries (including strips) |

### Security 216: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.64_0401
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $597530000.00      | $586419934.47      | U.S. Treasuries (including strips) |

### Security 217: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.669900%
- **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: 936TGF006, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 936TGF006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL                    | 2052-12-20      | 4.0000%  | 0.0000% | $1000.00           | $758.49            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-01-20      | 5.5000%  | 0.0000% | $1008.00           | $630.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $727.92            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-08-20      | 6.0000%  | 0.0000% | $49849007.00       | $29232230.41       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $830.15            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-09-20      | 5.5000%  | 0.0000% | $15585961.00       | $10824029.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-01-15      | 4.5000%  | 0.0000% | $1000.00           | $144.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $925.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $857.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $787.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $978.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $980.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-09-01      | 3.0000%  | 0.0000% | $1024.00           | $533.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-08-01      | 3.5000%  | 0.0000% | $1024.00           | $291.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2057-01-01      | 4.0000%  | 0.0000% | $1024.00           | $342.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $9728.00           | $3323.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 4.0000%  | 0.0000% | $1000.00           | $306.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $183.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $138.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $353.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $109000.00         | $77060.52          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $735.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $758.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $835943.00         | $665051.28         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $258.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-04-01      | 4.5000%  | 0.0000% | $1024.00           | $201.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $160.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $138.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $825.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $944.80            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-05-20      | 4.5000%  | 0.0000% | $1000.00           | $701.43            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-05-20      | 5.0000%  | 0.0000% | $1000.00           | $626.46            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $345.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-10-01      | 3.0000%  | 0.0000% | $1040.00           | $225.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $13412452.00       | $3149988.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $244.18            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2033-02-20      | 8.5000%  | 0.0000% | $1000.00           | $6.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $195.81            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $671.18            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $903.43            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2039-10-20      | 5.0000%  | 0.0000% | $1000.00           | $747.35            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $393.01            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $594.98            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-07-20      | 5.0000%  | 0.0000% | $1000.00           | $898.19            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $993.81            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $1008.00           | $629.63            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.96           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.02           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.16           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.22           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.92           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $504.90            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $982.35            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $84.30             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-05-20      | 3.0000%  | 0.0000% | $1024.00           | $477.98            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-08-20      | 5.0000%  | 0.0000% | $19728.00          | $5205.71           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-09-20      | 3.5000%  | 0.0000% | $103287583.00      | $59366876.61       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $562.56            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-06-20      | 5.5000%  | 0.0000% | $28729970.00       | $20397296.11       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $605.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 6.0000%  | 0.0000% | $1000.00           | $571.31            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-09-20      | 5.5000%  | 0.0000% | $1024.00           | $642.10            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-10-20      | 5.5000%  | 0.0000% | $1008.00           | $654.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-10-20      | 5.0000%  | 0.0000% | $75395765.00       | $53854330.27       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $991.76            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $750.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-12-01      | 5.0000%  | 0.0000% | $128791665.00      | $97450977.81       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1016.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $973.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 6.0000%  | 0.0000% | $1100.00           | $816.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $129612679.00      | $130531255.92      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.0000%  | 0.0000% | $102413568.00      | $96219368.95       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-02-15      | 3.5000%  | 0.0000% | $1000.00           | $139.74            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $76.88             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $85.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2043-01-15      | 3.5000%  | 0.0000% | $1000.00           | $192.72            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-08-15      | 3.5000%  | 0.0000% | $1000.00           | $81.88             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $127.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $122.67            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $99.24             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $128.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-03-20      | 3.5000%  | 0.0000% | $1000.00           | $86.35             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $68.77             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $60.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-20      | 4.0000%  | 0.0000% | $1000.00           | $65.02             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $76.74             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2042-12-20      | 3.5000%  | 0.0000% | $1000.00           | $92.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2028-02-20      | 2.5000%  | 0.0000% | $1000.00           | $22.35             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $55.01             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2043-09-20      | 4.0000%  | 0.0000% | $1000.00           | $53.72             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2028-11-20      | 2.5000%  | 0.0000% | $1000.00           | $28.58             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-03-20      | 3.5000%  | 0.0000% | $1000.00           | $71.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 4.0000%  | 0.0000% | $1000.00           | $93.53             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $97.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-08-20      | 3.5000%  | 0.0000% | $1000.00           | $89.61             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-08-20      | 4.0000%  | 0.0000% | $1000.00           | $66.77             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-09-20      | 3.5000%  | 0.0000% | $1000.00           | $89.08             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $72.34             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.99             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-04-20      | 3.0000%  | 0.0000% | $1000.00           | $144.98            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-04-20      | 4.0000%  | 0.0000% | $1024.00           | $87.41             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $89.97             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2046-08-20      | 3.0000%  | 0.0000% | $1000.00           | $117.37            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $94.56             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-06-20      | 4.5000%  | 0.0000% | $1024.00           | $71.05             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-07-20      | 4.5000%  | 0.0000% | $1024.00           | $87.66             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-10-20      | 3.0000%  | 0.0000% | $1024.00           | $131.32            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-09-20      | 5.5000%  | 0.0000% | $1000.00           | $121.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $71.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $155.78            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $62.42             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-01-20      | 3.5000%  | 0.0000% | $1024.00           | $369.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-12-20      | 2.5000%  | 0.0000% | $1000.00           | $179.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $125.55            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $86.11             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $304.86            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $383.79            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $370.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $798.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $582.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 6.0000%  | 0.0000% | $1187000.00        | $865517.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-08-01      | 3.5000%  | 0.0000% | $1280.00           | $276.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $294.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $181.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $336.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-11-01      | 4.0000%  | 0.0000% | $349000.00         | $56413.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $382.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.0000%  | 0.0000% | $2252288.00        | $922501.74         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-09-01      | 2.5000%  | 0.0000% | $2048.00           | $820.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $717.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1218176.00        | $1210509.44        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-01-01      | 5.1430%  | 0.0000% | $2579656.00        | $2576306.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-02-01      | 4.5000%  | 0.0000% | $375543.00         | $101666.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $61.87             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $828.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.0000%  | 0.0000% | $1638.00           | $1020.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.0000%  | 0.0000% | $2100864.00        | $1604636.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2045-07-01      | 4.0000%  | 0.0000% | $1008.00           | $150.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.0000%  | 0.0000% | $1184.00           | $775.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $687.09            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $650.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $690.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $740.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.5000%  | 0.0000% | $308369.00         | $326937.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $983.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 5.5000%  | 0.0000% | $1002.00           | $804.56            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $856.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 2.0000%  | 0.0000% | $322070.00         | $158511.99         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $829.17            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $834.53            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2030-05-31      | 4.0000%  | 0.0000% | $318800.00         | $324135.98         | U.S. Treasuries (including strips) |

### Security 218: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.669900%
- **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: 937KFE008, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KFE008_3.67_0401
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $45007024.00       | $41470576.23       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-11-01      | 5.5000%  | 0.0000% | $545765.00         | $551850.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-08-01      | 3.0000%  | 0.0000% | $4791071.00        | $4074854.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2056-01-01      | 5.5000%  | 0.0000% | $5212800.00        | $5270310.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-04-01      | 3.5000%  | 0.0000% | $5337984.00        | $3362584.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-03-01      | 5.5000%  | 0.0000% | $18994781.00       | $17165609.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $234176.00         | $189506.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $1652480.00        | $1424214.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-11-01      | 5.5000%  | 0.0000% | $1375744.00        | $1335075.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2051-01-01      | 1.5000%  | 0.0000% | $10000000.00       | $5523107.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $23292.15          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1105960.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $40429977.72       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2054-03-01      | 6.5000%  | 0.0000% | $20330088.00       | $17786280.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1046.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-01-01      | 5.5000%  | 0.0000% | $8174400.00        | $7379381.15        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-08-01      | 5.5000%  | 0.0000% | $46995610.00       | $46274834.47       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2048-07-01      | 4.0000%  | 0.0000% | $9191166.00        | $1311639.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2043-01-01      | 3.5000%  | 0.0000% | $7581842.00        | $1110257.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2048-11-01      | 4.5000%  | 0.0000% | $5588552.00        | $1313514.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2037-02-01      | 2.0000%  | 0.0000% | $2920524.00        | $1652794.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $781.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2052-09-01      | 5.0000%  | 0.0000% | $7216902.00        | $5194148.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-01-01      | 6.0000%  | 0.0000% | $3975452.00        | $2659990.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2054-05-01      | 5.5000%  | 0.0000% | $1461104.00        | $1291180.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2054-07-01      | 5.5000%  | 0.0000% | $2582460.00        | $2264320.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2054-11-01      | 5.0000%  | 0.0000% | $8514822.00        | $7976720.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2051-07-01      | 2.5000%  | 0.0000% | $13876427.00       | $7908316.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-01-01      | 4.0000%  | 0.0000% | $2969700.00        | $2320862.44        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2051-04-01      | 2.5000%  | 0.0000% | $16098624.00       | $9043414.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2051-05-01      | 2.5000%  | 0.0000% | $4429504.00        | $2158548.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2052-06-01      | 4.0000%  | 0.0000% | $402136.00         | $303144.50         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $708.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2052-08-01      | 5.0000%  | 0.0000% | $4049790.00        | $2912759.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1041593.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-01-01      | 6.0000%  | 0.0000% | $106073.00         | $91074.95          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-04-01      | 4.5000%  | 0.0000% | $1637402.00        | $1381879.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-04-01      | 5.0000%  | 0.0000% | $1120.00           | $865.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-08-01      | 6.0000%  | 0.0000% | $1074405.00        | $1077479.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $2159630.00        | $1914341.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2047-04-01      | 2.5000%  | 0.0000% | $4239136.00        | $2684079.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2042-06-01      | 2.5000%  | 0.0000% | $40000000.00       | $27640085.83       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2054-05-01      | 6.0000%  | 0.0000% | $500000.00         | $416947.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2046-09-01      | 3.5000%  | 0.0000% | $877189.00         | $193025.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2044-10-01      | 4.0000%  | 0.0000% | $2116500.00        | $242277.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2042-02-01      | 4.0000%  | 0.0000% | $1397563.00        | $102636.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $2976601.00        | $2996682.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2035-10-01      | 2.0000%  | 0.0000% | $71606.00          | $25717.18          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2049-03-01      | 4.0000%  | 0.0000% | $177084.00         | $43735.24          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2050-12-01      | 2.5000%  | 0.0000% | $14981.00          | $8034.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2051-04-01      | 2.5000%  | 0.0000% | $5847940.00        | $3834309.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $778.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-04-01      | 3.0000%  | 0.0000% | $1065380.00        | $772292.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2051-02-01      | 2.5000%  | 0.0000% | $992680.00         | $421759.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-05-01      | 4.5000%  | 0.0000% | $643845.00         | $442676.74         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-09-01      | 5.0000%  | 0.0000% | $20353792.00       | $14533243.61       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $776.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2053-02-01      | 6.0000%  | 0.0000% | $10962.00          | $7850.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $803.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2053-12-01      | 6.0000%  | 0.0000% | $17000000.00       | $13016370.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2054-01-01      | 4.5000%  | 0.0000% | $1005.00           | $834.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $252800.00         | $235764.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2054-10-01      | 6.0000%  | 0.0000% | $47718270.00       | $39255177.92       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2050-05-20      | 3.0000%  | 0.0000% | $4542000.00        | $1056695.71        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2052-04-20      | 3.5000%  | 0.0000% | $4001000.00        | $2700250.82        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2052-04-20      | 4.0000%  | 0.0000% | $1312420.00        | $885982.02         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2052-03-20      | 3.5000%  | 0.0000% | $1298000.00        | $865409.15         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2054-01-20      | 4.5000%  | 0.0000% | $70945681.00       | $62210220.01       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $487279.19         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2054-10-20      | 7.0000%  | 0.0000% | $9924526.00        | $10251933.31       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $6504567.00        | $6881648.74        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-05-20      | 7.0000%  | 0.0000% | $9545966.00        | $10082815.43       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-04-20      | 7.0000%  | 0.0000% | $3825700.00        | $4040612.90        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-11-20      | 6.5000%  | 0.0000% | $2958024.00        | $3174934.26        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-10-20      | 7.5000%  | 0.0000% | $2195580.00        | $2383307.30        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-10-20      | 7.5000%  | 0.0000% | $7657448.00        | $8293733.29        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-01-20      | 5.5000%  | 0.0000% | $75464583.00       | $58931622.58       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-03-20      | 5.5000%  | 0.0000% | $43292813.00       | $33255887.05       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2055-04-20      | 5.0000%  | 0.0000% | $6379000.00        | $5944214.85        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2030-05-15      | 6.2500%  | 0.0000% | $271100.00         | $301279.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-01-15      | 2.1250%  | 0.0000% | $5108300.00        | $5372642.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-08-31      | 3.1250%  | 0.0000% | $1482600.00        | $1451350.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-01-31      | 3.7500%  | 0.0000% | $3996400.00        | $3986620.32        | U.S. Treasuries (including strips) |
| STRIPS                           | 2033-11-15      | NA       | 0.0000% | $81.92             | $59.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2039-05-15      | 4.2500%  | 0.0000% | $1119600.00        | $1102205.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-02-15      | 4.7500%  | 0.0000% | $1922700.00        | $1942216.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-05-15      | 3.0000%  | 0.0000% | $369500.00         | $298263.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-11-15      | 3.7500%  | 0.0000% | $283100.00         | $249180.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-08-15      | 2.2500%  | 0.0000% | $21457600.00       | $14025927.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $143.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-02-15      | 3.0000%  | 0.0000% | $17739500.00       | $13126261.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-05-15      | 3.1250%  | 0.0000% | $16700.00          | $12747.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-05-15      | 2.8750%  | 0.0000% | $37800.00          | $27249.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-11-15      | 2.3750%  | 0.0000% | $55300.00          | $35688.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-05-15      | 1.2500%  | 0.0000% | $1904100.00        | $911420.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-08-15      | 1.3750%  | 0.0000% | $2656300.00        | $1301797.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-11-15      | 1.6250%  | 0.0000% | $3883400.00        | $2047064.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.44             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $703683.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-05-15      | 3.2500%  | 0.0000% | $13946200.00       | $11664321.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $55100.00          | $39337.29          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-08-15      | 3.3750%  | 0.0000% | $33800.00          | $28365.74          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $127000.00         | $106905.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-05-15      | 3.6250%  | 0.0000% | $540600.00         | $440392.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-08-15      | 4.1250%  | 0.0000% | $4009600.00        | $3534934.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 4.3750%  | 0.0000% | $172200.00         | $163339.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-11-15      | 4.7500%  | 0.0000% | $334100.00         | $335826.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 4.5000%  | 0.0000% | $21000.00          | $20182.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-05-15      | 4.6250%  | 0.0000% | $4747600.00        | $4606585.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-05-15      | 4.6250%  | 0.0000% | $1949900.00        | $1923591.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $8900.00           | $8013.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.15             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-11-15      | 4.5000%  | 0.0000% | $3491000.00        | $3318960.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 1.3750%  | 0.0000% | $179500.00         | $168718.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $204.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $303.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-31      | 3.5000%  | 0.0000% | $45800.00          | $45798.83          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-07-15      | 1.3750%  | 0.0000% | $195000.00         | $204706.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-04-15      | 2.1250%  | 0.0000% | $3667400.00        | $3998255.41        | U.S. Treasuries (including strips) |
| US TREASURY FRN                  | 2026-10-31      | 3.8584%  | 0.0000% | $200.00            | $201.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $12244000.00       | $12428221.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-05-15      | 4.2500%  | 0.0000% | $500.00            | $506.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-07-15      | 1.8750%  | 0.0000% | $2683500.00        | $2714799.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-08-15      | 4.2500%  | 0.0000% | $867100.00         | $868020.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-09-30      | 3.8750%  | 0.0000% | $2900000.00        | $2861804.10        | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $10145000000.00
- **C.18.a - Value (excl. sponsor support):** $10145000000.00
- **C.19 - Percentage of Net Assets:** 4.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $111.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $700.00            | $488.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $5977600.00        | $3615998.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $87060300.00       | $78367242.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $284.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $197.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $115324800.00      | $103826311.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $94903300.00       | $93728727.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $50068300.00       | $49244678.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $99460300.00       | $97695623.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $131512000.00      | $127648783.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $2991500.00        | $2890239.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $13880000.00       | $12190180.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $59035000.00       | $55946221.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $56964000.00       | $50007009.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $8484300.00        | $8067534.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.82             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $32978200.00       | $32625685.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $159616100.00      | $139197169.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $69489500.00       | $65779404.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $145743300.00      | $129540289.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $135300000.00      | $128276642.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $137100000.00      | $137824813.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $607817700.00      | $612757421.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $567721200.00      | $571557069.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $214872500.00      | $212843731.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $300.00            | $296.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $1638900.00        | $1630056.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $14812100.00       | $12704457.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $271072900.00      | $210470681.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $140.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.09             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $72532800.00       | $53420509.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $61744100.00       | $45264871.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $3111500.00        | $1941401.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $62975400.00       | $65804589.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $5750000.00        | $5825026.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $149822600.00      | $146637812.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $300.00            | $305.71            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 3.8584%  | 0.0000% | $134200.00         | $135163.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $92325900.00       | $94127344.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $261698700.00      | $269853112.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $53337500.00       | $53487633.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $266575000.00      | $267528005.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $594494100.00      | $603455310.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $400.00            | $405.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $400.00            | $405.10            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $6085000.00        | $6084403.67        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-28      | NA       | 0.0000% | $19543800.00       | $19490523.60       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-26      | NA       | 0.0000% | $400.00            | $397.78            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-16      | NA       | 0.0000% | $300600.00         | $298319.95         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-28      | NA       | 0.0000% | $115728600.00      | $114357563.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $221817800.00      | $218899889.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $419938000.00      | $343315836.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $1451900.00        | $1171984.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $99956500.00       | $76986345.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $160.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $74200.00          | $57720.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $66110000.00       | $66446643.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $399538200.00      | $401059279.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $81089600.00       | $80352143.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $157249000.00      | $156181061.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $163100.00         | $163421.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $18200.00          | $18107.25          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $66867600.00       | $66916004.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-01-31      | 4.0000%  | 0.0000% | $99200.00          | $99071.57          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $343051300.00      | $341512421.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $49999600.00       | $49633839.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $524593400.00      | $528070405.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $300.00            | $299.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $319050400.00      | $319508556.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $9817900.00        | $9111016.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $1793200.00        | $1755403.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $2000000.00        | $2025074.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $47478300.00       | $45863237.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $66900.00          | $68615.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $4290900.00        | $4450667.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $79434200.00       | $79481161.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $304.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $29881800.00       | $30680673.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $6350100.00        | $4098149.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $2000.00           | $1990.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $137108600.00      | $135917990.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $202.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $42822700.00       | $43502563.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $113699000.00      | $113285931.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $4488300.00        | $4644532.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $48888100.00       | $49791758.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $62865000.00       | $64265537.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $96400500.00       | $97481278.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $215231600.00      | $218765953.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $5000.00           | $5128.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $2000000.00        | $2022580.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $9647300.00        | $9708846.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $6872400.00        | $4014429.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $12793500.00       | $7112740.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $61937400.00       | $61399554.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $73203100.00       | $73831678.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $2700.00           | $2354.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $14177300.00       | $14176937.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $30800.00          | $31658.98          | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7524%  | 0.0000% | $1400.00           | $1408.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-01-31      | 4.0000%  | 0.0000% | $595800.00         | $595028.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $509099500.00      | $512473811.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $263749600.00      | $262885556.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $500.00            | $499.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $287587000.00      | $289924213.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $95478900.00       | $95842397.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $1300.00           | $1288.00           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $390523000.00      | $390585904.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $281800000.00      | $282099199.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $32174000.00       | $32403106.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $65978000.00       | $67044087.39       | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.68_0402
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $414800.00         | $394424.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $189.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $1373700.00        | $1360856.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $271800.00         | $255222.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.81             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $25006000.00       | $24764893.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $28663100.00       | $28367812.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $202.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $142750000.00      | $143948006.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $804900.00         | $819251.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $504900.00         | $513662.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $45445900.00       | $47027819.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 3.8124%  | 0.0000% | $300.00            | $302.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $300.00            | $296.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $249997900.00      | $247724333.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $9414000.00        | $9370793.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $75000.00          | $75497.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $9255400.00        | $9763981.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $8000000.00        | $8890589.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $2328100.00        | $2503884.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $160.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $14099900.00       | $10968398.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $27000.00          | $23765.03          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $163469600.00      | $114997050.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $54940800.00       | $42380493.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $7846800.00        | $5847815.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $139.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $26451600.00       | $19597622.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $142.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $38639000.00       | $22570505.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $183.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $355000.00         | $286243.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.01             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $22823200.00       | $22540728.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $3600.00           | $3712.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.92             | U.S. Treasuries (including strips) |

### Security 221: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.70_0713
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $71155000.00       | $71425893.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $17261200.00       | $17482829.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $101141800.00      | $75375772.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $507700.00         | $296566.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $93291700.00       | $75305780.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $180.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $350495000.00      | $352306464.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $11600.00          | $10817.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $199.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $591600.00         | $599487.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $135334000.00      | $141534319.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $800.00            | $800.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $425200.00         | $434184.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $7499900.00        | $7757430.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $44499900.00       | $45740960.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $2176000.00        | $2228048.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.01             | U.S. Treasuries (including strips) |

### Security 222: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.68_0401
- **C.18 - Value (incl. sponsor support):** $2595000000.00
- **C.18.a - Value (excl. sponsor support):** $2595000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $35000000.00       | $32036420.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $50000000.00       | $50181824.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $43000000.00       | $42653254.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $68000000.00       | $69383993.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $345000000.00      | $353069647.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $60000000.00       | $60571875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90754713.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $37502000.00       | $38997385.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $175000000.00      | $166129925.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $100000000.00      | $87656854.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $200000000.00      | $154847548.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $100000000.00      | $71443629.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $322000000.00      | $226008197.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $67189295.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $34600000.00       | $34341455.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $120000000.00      | $118597582.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $195000000.00      | $188113389.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $490000000.00      | $488408261.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $185000000.00      | $182310281.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $60000000.00       | $58670666.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39757303.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $27400000.00       | $27532542.32       | U.S. Treasuries (including strips) |

### Security 223: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.69_0401
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $140000000.00      | $145850897.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $290000000.00      | $291457009.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $270000000.00      | $272179299.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $210000000.00      | $160457657.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $700000000.00      | $452495856.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $280000000.00      | $137449205.80      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $130000000.00      | $175614698.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $120000000.00      | $106679730.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $490000000.00      | $503863701.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $120000000.00      | $120993750.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $280000000.00      | $305470472.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $170000000.00      | $178326536.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $510000000.00      | $507703371.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $290000000.00      | $296590603.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $280000000.00      | $283094164.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $260000000.00      | $254602710.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $140000000.00      | $142570973.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $440000000.00      | $446887914.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $260000000.00      | $266261748.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $220000000.00      | $221589470.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $310000000.00      | $315211821.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $529770000.00      | $532720687.19      | U.S. Treasuries (including strips) |

### Security 224: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_3.66_0401
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $83256300.00       | $79440171.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.82             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $17454000.00       | $16608330.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $55562100.00       | $52561107.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $31376300.00       | $31040908.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $27968900.00       | $25955154.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $14038800.00       | $13937039.38       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-23      | NA       | 0.0000% | $1094000.00        | $1081668.43        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $78340600.00       | $77783833.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $2264200.00        | $2419839.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $15400700.00       | $15242485.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $477274600.00      | $473972648.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $3440800.00        | $3411438.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $21266200.00       | $20326365.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $206132000.00      | $196762516.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $150624400.00      | $142642267.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $850599700.00      | $834382166.12      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $515287600.00      | $525092745.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $61229900.00       | $62321650.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $409300.00         | $417948.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $346941100.00      | $343769322.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $138506600.00      | $142424850.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $681542600.00      | $671952576.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $2469100.00        | $2476149.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $800.00            | $772.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $175610200.00      | $177421615.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $348656900.00      | $351783298.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $8397900.00        | $8510651.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $30893200.00       | $30242047.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $126361400.00      | $125194663.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $147088000.00      | $148963127.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $132588400.00      | $134689749.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $385970200.00      | $387170554.74      | U.S. Treasuries (including strips) |

### Security 225: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.669900%
- **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: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_3.67_0401
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                       | 2055-03-01      | 4.0000%  | 0.0000% | $3799.00           | $3531.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 4.0000%  | 0.0000% | $2003.00           | $1864.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 1.5000%  | 0.0000% | $1515853.00        | $852405.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-04-01      | 3.5000%  | 0.0000% | $3800.00           | $276.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $105.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-10-01      | 2.5000%  | 0.0000% | $2020.00           | $269.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-10-01      | 3.0000%  | 0.0000% | $5000.00           | $392.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-12-01      | 3.5000%  | 0.0000% | $3060.00           | $477.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-05-01      | 3.0000%  | 0.0000% | $1128159.00        | $227552.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-05-01      | 3.0000%  | 0.0000% | $2572.00           | $617.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-07-01      | 5.5000%  | 0.0000% | $10000.00          | $139.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-02-01      | 4.0000%  | 0.0000% | $1281.00           | $125.70            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-06-01      | 3.0000%  | 0.0000% | $2028.00           | $285.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2047-06-01      | 4.0000%  | 0.0000% | $1210.00           | $117.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $171.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $5874.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $4470877.00        | $4309396.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $2194.00           | $2170.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-06-01      | 6.5000%  | 0.0000% | $1532613.00        | $16557.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 5.5000%  | 0.0000% | $30000.00          | $161.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-10-01      | 6.5000%  | 0.0000% | $200000.00         | $3285.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 5.5000%  | 0.0000% | $15000.00          | $184.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-12-01      | 6.5000%  | 0.0000% | $7750.00           | $50.14             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-12-01      | 6.5000%  | 0.0000% | $2000.00           | $15.26             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 5.0000%  | 0.0000% | $6500.00           | $96.79             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $5.86              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-11-01      | 5.5000%  | 0.0000% | $1294560.00        | $8524.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-04-25      | 4.0000%  | 0.0000% | $9994.00           | $0.03              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1025.00           | $910.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $2022.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $41190151.00       | $40491829.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $2060.00           | $1914.73           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $1012.00           | $987.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 5.5000%  | 0.0000% | $1150437.00        | $1153682.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 6.0000%  | 0.0000% | $1029.00           | $1045.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 6.0000%  | 0.0000% | $6072588.00        | $6197011.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $5859046.00        | $5630341.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 4.5000%  | 0.0000% | $17961100.00       | $17531193.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 6.0000%  | 0.0000% | $1056.00           | $1065.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $8548305.00        | $8240686.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-05-01      | 4.0000%  | 0.0000% | $12080.00          | $2277.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $172.33            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-06-01      | 3.0000%  | 0.0000% | $3868.00           | $991.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-08-01      | 2.5000%  | 0.0000% | $2030.00           | $380.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-08-01      | 2.5000%  | 0.0000% | $1040.00           | $318.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $176.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $85000.00          | $72775.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $750.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 1.5000%  | 0.0000% | $9278815.00        | $6953008.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 1.5000%  | 0.0000% | $57161695.00       | $42974279.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $1217000.00        | $853981.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-03-01      | 5.0000%  | 0.0000% | $4954150.00        | $4720533.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-10-01      | 5.5000%  | 0.0000% | $2000.00           | $5.65              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 5.5000%  | 0.0000% | $1000.00           | $2.75              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-02-01      | 6.0000%  | 0.0000% | $5549000.00        | $61035.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-11-01      | 5.5000%  | 0.0000% | $1000.00           | $8.99              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-01-01      | 5.5000%  | 0.0000% | $1000.00           | $2.37              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 5.5000%  | 0.0000% | $17000.00          | $146.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $74.19             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-12-01      | 5.5000%  | 0.0000% | $1000.00           | $2.07              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-04-01      | 5.5000%  | 0.0000% | $500370.00         | $434.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-01-01      | 6.0000%  | 0.0000% | $2079.00           | $5.85              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-02-01      | 5.0000%  | 0.0000% | $10596.00          | $51.54             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-03-01      | 5.0000%  | 0.0000% | $3600.00           | $48.99             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-04-01      | 7.0000%  | 0.0000% | $70003.00          | $41.79             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-03-01      | 6.5000%  | 0.0000% | $2391.00           | $2.17              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-02-01      | 6.0000%  | 0.0000% | $950001.00         | $765.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-05-01      | 9.0000%  | 0.0000% | $11174.00          | $4.25              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-10-01      | 8.0000%  | 0.0000% | $10000.00          | $3.88              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-10-01      | 8.0000%  | 0.0000% | $20001.00          | $4.36              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-05-01      | 8.0000%  | 0.0000% | $8676.00           | $2.04              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-08-01      | 8.0000%  | 0.0000% | $50002.00          | $8.28              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1.13              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-11-01      | 7.5000%  | 0.0000% | $20000.00          | $11.86             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-05-01      | 5.0000%  | 0.0000% | $2000.00           | $12.03             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-10-01      | 5.5000%  | 0.0000% | $1000.00           | $4.16              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $2016.00           | $2009.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1554100.00        | $1542267.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $6021.00           | $5960.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $3002.00           | $3114.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $2767505.00        | $2875274.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $1005.00           | $974.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.16           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $812.93            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 6.0000%  | 0.0000% | $1033.00           | $801.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $1260218.00        | $1149555.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $497238.00         | $422083.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-06-01      | 2.5000%  | 0.0000% | $10391140.00       | $8442952.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $832.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $822.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-12-01      | 1.5000%  | 0.0000% | $114000.00         | $48916.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $992.41            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.0000%  | 0.0000% | $27163.00          | $22520.27          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 5.0000%  | 0.0000% | $1060.00           | $789.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.0000%  | 0.0000% | $2029.00           | $1443.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $657.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1016.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $941.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2027-09-01      | 3.0000%  | 0.0000% | $258000.00         | $3496.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-01-01      | 4.0000%  | 0.0000% | $200002.00         | $9.56              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 7.5000%  | 0.0000% | $433432.00         | $185296.45         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.03           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $4860.00           | $3834.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-12-01      | 4.0000%  | 0.0000% | $1054.00           | $1018.88           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-02-01      | 5.5000%  | 0.0000% | $743000.00         | $1831.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $2790.00           | $2620.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $5189393.00        | $5043581.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-12-01      | 5.5000%  | 0.0000% | $10002.00          | $4.84              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $1010.00           | $604.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $93.36             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 4.0000%  | 0.0000% | $13960.00          | $3059.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 5.0000%  | 0.0000% | $1430.00           | $1211.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-02-01      | 2.5000%  | 0.0000% | $3030.00           | $1453.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $5088988.00        | $4415173.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $2066.00           | $1940.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $3930.00           | $4106.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 2.5000%  | 0.0000% | $2830.00           | $1004.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $2343980.00        | $592944.76         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.5000%  | 0.0000% | $113629.00         | $44858.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-06-01      | 4.0000%  | 0.0000% | $38760.00          | $4147.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-11-01      | 2.0000%  | 0.0000% | $549000.00         | $295799.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-11-01      | 2.0000%  | 0.0000% | $1164393.00        | $713734.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-03-01      | 2.5000%  | 0.0000% | $203431.00         | $92070.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-12-01      | 2.0000%  | 0.0000% | $8970.00           | $5394.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-11-01      | 4.0000%  | 0.0000% | $39400.00          | $15446.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-01-01      | 3.5000%  | 0.0000% | $1990.00           | $847.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-04-01      | 1.5000%  | 0.0000% | $1010.00           | $495.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $277.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $505.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $7026.00           | $4572.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $2091.00           | $1286.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-04-01      | 1.5000%  | 0.0000% | $6020.00           | $2944.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $513.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-04-01      | 4.0000%  | 0.0000% | $16088580.00       | $6296743.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-07-01      | 4.5000%  | 0.0000% | $7000.00           | $2837.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-05-01      | 2.0000%  | 0.0000% | $2010.00           | $1238.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $1060.00           | $645.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.5000%  | 0.0000% | $3035.00           | $1229.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-05-01      | 3.0000%  | 0.0000% | $400000.00         | $181495.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 2.5000%  | 0.0000% | $1550.00           | $801.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $894.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-05-01      | 2.0000%  | 0.0000% | $500000.00         | $208724.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 2.0000%  | 0.0000% | $1010.00           | $645.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $2002.00           | $2042.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $19717344.00       | $18526250.93       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.5000%  | 0.0000% | $8874.00           | $9280.41           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3013.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $963.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1976.00           | $2014.34           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $15041.00          | $15418.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2041-02-01      | 4.5000%  | 0.0000% | $6304662.00        | $6141752.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $4920.00           | $826.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $730.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 2.5000%  | 0.0000% | $948000.00         | $610314.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $718.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 3.0000%  | 0.0000% | $2020.00           | $1463.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 3.0000%  | 0.0000% | $1162641.00        | $736758.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $791.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $10410.00          | $7610.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-07-01      | 5.0000%  | 0.0000% | $2630.00           | $1890.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 1.5000%  | 0.0000% | $1037.00           | $701.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.0000%  | 0.0000% | $2030.00           | $1621.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2027-12-01      | 8.5000%  | 0.0000% | $16879.00          | $1.51              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2031-02-01      | 7.0000%  | 0.0000% | $4127.00           | $0.66              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2029-01-01      | 2.5000%  | 0.0000% | $1000.00           | $68.84             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2032-06-01      | 7.0000%  | 0.0000% | $6510.00           | $3.09              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2032-08-01      | 6.5000%  | 0.0000% | $5664.00           | $14.05             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $4.10              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2036-11-01      | 6.0000%  | 0.0000% | $13662.00          | $60.36             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2036-11-01      | 5.0000%  | 0.0000% | $1000.00           | $11.46             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2038-02-01      | 6.0000%  | 0.0000% | $3492.00           | $22.09             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-04-01      | 2.5000%  | 0.0000% | $11721.00          | $235.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2029-06-01      | 2.0000%  | 0.0000% | $872000.00         | $54304.09          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2031-10-01      | 2.5000%  | 0.0000% | $170000.00         | $20261.42          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.5000%  | 0.0000% | $1079557.00        | $1033151.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.0000%  | 0.0000% | $2708.00           | $2502.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.5000%  | 0.0000% | $1040.00           | $751.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 4.5000%  | 0.0000% | $7110.00           | $5907.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.0000%  | 0.0000% | $1078.00           | $1041.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.0000%  | 0.0000% | $1005.00           | $779.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $1016.00           | $874.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $1006.00           | $814.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 4.0000%  | 0.0000% | $2099.00           | $1876.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.5000%  | 0.0000% | $1330.00           | $896.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.0000%  | 0.0000% | $2987.00           | $2762.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $924.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.0000%  | 0.0000% | $7104055.00        | $6526138.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.0000%  | 0.0000% | $2045.00           | $1892.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3179.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.0000%  | 0.0000% | $8088.00           | $6724.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $12053912.00       | $10585909.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.0000%  | 0.0000% | $3677120.00        | $2904886.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.0000%  | 0.0000% | $441599.00         | $408607.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $222050.00         | $217224.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 4.0000%  | 0.0000% | $2064.00           | $1916.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 4.0000%  | 0.0000% | $3008.00           | $2793.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $999.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.0000%  | 0.0000% | $3020.00           | $2454.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.0000%  | 0.0000% | $5010.00           | $3924.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $10147419.00       | $9746626.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3124.00           | $2384.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $3330.00           | $2562.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 2.0000%  | 0.0000% | $199000.00         | $136323.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $1915.00           | $1469.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $689.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $709.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 4.0000%  | 0.0000% | $597988.00         | $458047.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4257.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 2.0000%  | 0.0000% | $4148839.00        | $2729788.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-08-01      | 5.5000%  | 0.0000% | $436372.00         | $310040.77         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-05-01      | 2.5000%  | 0.0000% | $1000.00           | $25.97             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-09-01      | 2.5000%  | 0.0000% | $1100.00           | $92.14             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $20.42             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-10-01      | 5.5000%  | 0.0000% | $2064.00           | $7.28              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-08-01      | 5.0000%  | 0.0000% | $1100.00           | $38.54             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-09-01      | 4.0000%  | 0.0000% | $1800.00           | $68.58             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2027-10-01      | 2.5000%  | 0.0000% | $1100.00           | $19.50             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2028-11-01      | 3.5000%  | 0.0000% | $1763.00           | $43.02             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2029-02-01      | 3.5000%  | 0.0000% | $2953.00           | $159.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2029-08-01      | 3.5000%  | 0.0000% | $2025.00           | $72.81             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-07-01      | 5.5000%  | 0.0000% | $1000.00           | $37.96             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2042-08-01      | 3.0000%  | 0.0000% | $3958380.00        | $481995.79         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2043-08-01      | 2.5000%  | 0.0000% | $2036.00           | $424.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-01-01      | 4.0000%  | 0.0000% | $2200.00           | $202.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $206.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $13004.57          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2048-06-01      | 3.5000%  | 0.0000% | $2100.00           | $396.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2033-01-01      | 2.5000%  | 0.0000% | $2999999.00        | $308847.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2030-05-01      | 2.5000%  | 0.0000% | $1900.00           | $163.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2030-03-01      | 2.5000%  | 0.0000% | $278000.00         | $21458.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2030-09-01      | 2.5000%  | 0.0000% | $1100.00           | $106.97            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2030-09-01      | 2.5000%  | 0.0000% | $1000.00           | $90.12             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2043-04-01      | 3.0000%  | 0.0000% | $171528.00         | $33437.86          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $8.38              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-09-01      | 3.5000%  | 0.0000% | $1300.00           | $115.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $3099.00           | $2896.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $6121.00           | $6149.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $7268510.00        | $6314544.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 4.0000%  | 0.0000% | $3520894.00        | $3273406.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.5000%  | 0.0000% | $18625.00          | $19209.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $6690388.00        | $6024573.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1880.00           | $1662.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.5000%  | 0.0000% | $1884863.00        | $1058117.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $3070.00           | $2867.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $3036.00           | $2041.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 7.5000%  | 0.0000% | $396663.00         | $307781.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.0000%  | 0.0000% | $5686051.00        | $5123865.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.0000%  | 0.0000% | $3883005.00        | $3613635.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 4.0000%  | 0.0000% | $372886.00         | $346689.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.0000%  | 0.0000% | $3734.00           | $2412.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 4.0000%  | 0.0000% | $4404085.00        | $3998808.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1003880.00        | $512732.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 4.0000%  | 0.0000% | $1058.00           | $987.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $735.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 4.0000%  | 0.0000% | $3050.00           | $2842.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $2012.00           | $2005.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $2073.00           | $2060.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1696.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $2770.00           | $2468.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $2009.00           | $1872.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2031.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $1007.00           | $970.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $2070.00           | $1948.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $2044.00           | $1918.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $3014.00           | $2831.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $5287050.00        | $5280700.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2023.41           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $4566981.00        | $3550410.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $2054.00           | $1960.90           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $3870.00           | $3960.99           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 4.0000%  | 0.0000% | $1051.00           | $981.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2088.88           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1030.62           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $5255907.00        | $5387939.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-06-01      | 2.0000%  | 0.0000% | $1200.00           | $569.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-05-01      | 2.0000%  | 0.0000% | $3460.00           | $1901.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-08-01      | 6.0000%  | 0.0000% | $2120341.00        | $1729195.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2032-09-01      | 3.0000%  | 0.0000% | $4530.00           | $2119.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2033-11-01      | 5.5000%  | 0.0000% | $2930.00           | $1524.49           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-04-01      | 5.5000%  | 0.0000% | $1030.00           | $820.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-08-01      | 5.5000%  | 0.0000% | $1000.00           | $824.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.0000%  | 0.0000% | $86441.00          | $56118.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-12-01      | 3.5000%  | 0.0000% | $6090.00           | $4289.57           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-05-25      | 2.5000%  | 0.0000% | $3640.00           | $2703.39           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 4.0000%  | 0.0000% | $1010.00           | $910.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.0000%  | 0.0000% | $27522.00          | $22945.95          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-03-01      | 5.0000%  | 0.0000% | $1401.00           | $1049.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-04-01      | 4.0000%  | 0.0000% | $1028.00           | $910.63            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-04-01      | 5.0000%  | 0.0000% | $1015.00           | $890.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-04-01      | 5.0000%  | 0.0000% | $1990.00           | $1673.78           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-04-01      | 5.5000%  | 0.0000% | $1092.00           | $886.00            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.5000%  | 0.0000% | $2058.00           | $1850.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-06-01      | 7.5000%  | 0.0000% | $1016.00           | $781.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-06-01      | 7.5000%  | 0.0000% | $5990.00           | $2532.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $676.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-10-01      | 4.5000%  | 0.0000% | $3262.00           | $1993.43           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $407.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-04-01      | 4.5000%  | 0.0000% | $32967.00          | $26223.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-05-01      | 5.5000%  | 0.0000% | $4003.00           | $3896.77           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-06-01      | 6.0000%  | 0.0000% | $2503.00           | $2322.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-07-01      | 5.5000%  | 0.0000% | $1993.00           | $1630.43           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-08-01      | 6.0000%  | 0.0000% | $1017.00           | $885.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2041-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3041.49           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2041-03-01      | 5.0000%  | 0.0000% | $5522166.00        | $5530649.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2041-02-01      | 5.0000%  | 0.0000% | $3861680.00        | $3890965.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $1404602.00        | $1280656.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $1010.00           | $977.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.5000%  | 0.0000% | $1010.00           | $975.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $1642207.00        | $1666552.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $9505636.00        | $8946911.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $2765692.00        | $2606080.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $3012.00           | $2836.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1547.00           | $1521.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.0000%  | 0.0000% | $1028.00           | $969.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2949.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $3026.00           | $2761.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1159273.00        | $1202605.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1939.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $2053.00           | $1994.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $2017.00           | $2095.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $3214700.00        | $3187231.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.0000%  | 0.0000% | $7995910.00        | $7529294.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $1021.00           | $984.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1181653.00        | $1204355.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.5000%  | 0.0000% | $2999.00           | $3172.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $2880192.00        | $2934973.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3058.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $4381230.00        | $4450275.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1043.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $942.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1042.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 5.0000%  | 0.0000% | $5747.00           | $47.51             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $1031.00           | $970.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-06-01      | 2.5000%  | 0.0000% | $2700.00           | $1492.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $4970.00           | $3416.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 4.0000%  | 0.0000% | $1015.00           | $702.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-25      | 3.0000%  | 0.0000% | $1001.00           | $727.98            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 7.5000%  | 0.0000% | $1000.00           | $312.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1038.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $5317930.00        | $5420406.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $2847506.00        | $2835328.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1031879.00        | $706222.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $4297780.00        | $4039462.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.5000%  | 0.0000% | $3064.00           | $2952.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.5000%  | 0.0000% | $2057.00           | $2156.73           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $1010.00           | $888.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1041.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $3359507.00        | $3406012.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.5000%  | 0.0000% | $2689.00           | $2830.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 7.0000%  | 0.0000% | $6996.00           | $6930.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $6458674.00        | $5744824.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-01-01      | 5.0000%  | 0.0000% | $2001.00           | $1993.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $3041.00           | $3011.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $6762387.00        | $6842368.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4564.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-04-01      | 2.5000%  | 0.0000% | $24158.00          | $4143.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-03-01      | 4.0000%  | 0.0000% | $2030.00           | $281.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-01-01      | 4.5000%  | 0.0000% | $60801.00          | $2444.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-04-01      | 4.0000%  | 0.0000% | $2010.00           | $387.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $187.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 4.0000%  | 0.0000% | $1011.00           | $214.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-01-01      | 3.5000%  | 0.0000% | $2950.00           | $425.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $367.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-02-01      | 4.0000%  | 0.0000% | $16000.00          | $2003.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.5000%  | 0.0000% | $1016.00           | $646.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $191752.00         | $120321.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 4.0000%  | 0.0000% | $2056.00           | $1333.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $83096.66          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $2010.00           | $1354.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 5.5000%  | 0.0000% | $2990.00           | $1921.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 4.0000%  | 0.0000% | $100070403.00      | $68813055.97       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $3297.00           | $2292.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $714.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $423880.00         | $288188.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1277.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $1030.00           | $738.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $1820.00           | $1151.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1523.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $12935555.00       | $9750581.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $674.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $11000.00          | $8548.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7977.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 6.0000%  | 0.0000% | $508990.00         | $325626.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.5000%  | 0.0000% | $1020.00           | $810.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-05-01      | 4.5000%  | 0.0000% | $6870.00           | $3823.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $1120.00           | $770.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 5.5000%  | 0.0000% | $10006490.00       | $8317327.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $601.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.5000%  | 0.0000% | $30000.00          | $22091.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $856.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $610.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 4.5000%  | 0.0000% | $3007.00           | $2611.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $20147760.00       | $16246825.54       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $3050.00           | $2560.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $884.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.0000%  | 0.0000% | $7049.00           | $4664.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.5000%  | 0.0000% | $1030.00           | $651.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.0000%  | 0.0000% | $1181063.00        | $795363.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.5000%  | 0.0000% | $3503.00           | $2043.44           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.5000%  | 0.0000% | $1100.00           | $675.97            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 4.0000%  | 0.0000% | $1950.00           | $1338.66           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $2270.00           | $1488.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 4.0000%  | 0.0000% | $553170.00         | $381087.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $99002410.00       | $69366033.53       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-08-01      | 3.0000%  | 0.0000% | $2040.00           | $1496.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.5000%  | 0.0000% | $840000.00         | $623342.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.5000%  | 0.0000% | $9800.00           | $6750.17           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.0000%  | 0.0000% | $5039942.00        | $4168977.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.5000%  | 0.0000% | $1736000.00        | $1323821.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $1840.00           | $1318.25           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.5000%  | 0.0000% | $4890.00           | $4039.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-01-01      | 5.0000%  | 0.0000% | $7075000.00        | $5915545.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-12-01      | 4.5000%  | 0.0000% | $1698000.00        | $1360406.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 4.0000%  | 0.0000% | $5983.00           | $3991.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 6.5000%  | 0.0000% | $88000.00          | $51732.01          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-02-01      | 4.5000%  | 0.0000% | $13350.00          | $11546.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-06-01      | 5.0000%  | 0.0000% | $182200.00         | $155338.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-11-01      | 5.5000%  | 0.0000% | $1010.00           | $958.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-12-01      | 5.0000%  | 0.0000% | $1093.00           | $1062.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-02-01      | 5.0000%  | 0.0000% | $123591.00         | $121610.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-03-01      | 5.0000%  | 0.0000% | $14341547.00       | $14332033.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-01-01      | 3.5000%  | 0.0000% | $1335540.00        | $211553.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2042-03-01      | 2.0000%  | 0.0000% | $1066.00           | $674.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2034-10-01      | 2.5000%  | 0.0000% | $1505050.00        | $282370.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-03-01      | 2.0000%  | 0.0000% | $21941700.00       | $11672632.26       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-06-01      | 2.0000%  | 0.0000% | $3850.00           | $1823.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 4.0000%  | 0.0000% | $2038.00           | $1908.68           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $3399586.00        | $3505466.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 4.5000%  | 0.0000% | $2030.00           | $1956.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $1159525.00        | $1216185.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 4.0000%  | 0.0000% | $9163959.00        | $8573046.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.83           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1006.00           | $1024.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.0000%  | 0.0000% | $188716.00         | $186945.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $9204084.00        | $9315754.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $1040.00           | $1095.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 4.0000%  | 0.0000% | $2023.00           | $1896.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-12-01      | 3.5000%  | 0.0000% | $1117.00           | $49.36             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-06-01      | 5.0000%  | 0.0000% | $6000.00           | $635.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-11-01      | 2.5000%  | 0.0000% | $65000.00          | $4755.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $126.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $1020.00           | $731.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $99000.00          | $71519.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 6.5000%  | 0.0000% | $1010.00           | $656.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 4.0000%  | 0.0000% | $11886870.00       | $10067629.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 1.5000%  | 0.0000% | $380000.00         | $255963.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-02-01      | 4.0000%  | 0.0000% | $3010.00           | $2415.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1429.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $3155.00           | $2103.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $786.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-03-01      | 4.0000%  | 0.0000% | $72000.00          | $59795.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 3.0000%  | 0.0000% | $1125156.00        | $900165.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-09-01      | 6.0000%  | 0.0000% | $884538.00         | $682420.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $1010.00           | $802.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 3.5000%  | 0.0000% | $2015.00           | $1619.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 1.5000%  | 0.0000% | $2499000.00        | $1801035.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-08-01      | 2.0000%  | 0.0000% | $68808822.00       | $51416294.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 5.5000%  | 0.0000% | $6040000.00        | $5250238.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $4722010.00        | $3901719.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $2010.00           | $1549.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $170000.00         | $153732.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $4139041.00        | $3127910.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $48000.00          | $35638.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 2.5000%  | 0.0000% | $1000.00           | $33.65             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2030-03-01      | 2.0000%  | 0.0000% | $1600.00           | $114.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-06-01      | 2.5000%  | 0.0000% | $1200.00           | $90.82             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2030-07-01      | 2.5000%  | 0.0000% | $2100.00           | $168.09            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2036-08-01      | 6.5000%  | 0.0000% | $3999.00           | $30.79             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2046-03-01      | 3.0000%  | 0.0000% | $2010.00           | $254.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2031-03-01      | 2.5000%  | 0.0000% | $1100.00           | $97.36             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2042-04-01      | 3.5000%  | 0.0000% | $422410.00         | $47629.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1003.00           | $998.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-03-01      | 4.5000%  | 0.0000% | $3000.00           | $82.49             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-08-01      | 4.5000%  | 0.0000% | $12001.00          | $281.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 4.0000%  | 0.0000% | $76137.00          | $2105.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 4.0000%  | 0.0000% | $2100.00           | $162.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 5.5000%  | 0.0000% | $3010.00           | $2581.21           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 6.0000%  | 0.0000% | $133436.00         | $108425.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 5.0000%  | 0.0000% | $411000.00         | $385276.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 4.0000%  | 0.0000% | $2210.00           | $2039.72           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 4.0000%  | 0.0000% | $566221.00         | $461883.55         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 5.0000%  | 0.0000% | $3070.00           | $2977.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 5.0000%  | 0.0000% | $1070.00           | $930.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 4.0000%  | 0.0000% | $2008.00           | $1774.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $800.61            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 4.0000%  | 0.0000% | $3313265.00        | $3060389.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $929.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $918.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 6.5000%  | 0.0000% | $12599987.00       | $67647.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-03-01      | 4.5000%  | 0.0000% | $3100.00           | $48.31             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-03-01      | 5.5000%  | 0.0000% | $3000.00           | $18.92             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-12-01      | 5.5000%  | 0.0000% | $4000.00           | $29.25             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-06-01      | 4.5000%  | 0.0000% | $1676.00           | $11.76             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 6.0000%  | 0.0000% | $1029.00           | $0.72              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-08-01      | 6.5000%  | 0.0000% | $1000.00           | $4.75              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-06-01      | 5.5000%  | 0.0000% | $1000.00           | $24.76             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $78262.00          | $27751.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 5.5000%  | 0.0000% | $1994.00           | $1356.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $2623370.00        | $1358617.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 7.5000%  | 0.0000% | $2040.00           | $995.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 6.0000%  | 0.0000% | $2570.00           | $1913.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 6.0000%  | 0.0000% | $2020.00           | $886.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 7.5000%  | 0.0000% | $1004.00           | $496.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1681.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $475165.17         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2156.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 5.0000%  | 0.0000% | $4640.00           | $4473.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 6.0000%  | 0.0000% | $217990.00         | $144752.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $272947.00         | $193318.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $1088.00           | $742.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $385789.00         | $319798.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $970.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 4.5000%  | 0.0000% | $2038.00           | $1808.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $966.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $3521.00           | $2401.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $642.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 4.5000%  | 0.0000% | $2146.00           | $1990.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 5.0000%  | 0.0000% | $63161.00          | $60954.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.0000%  | 0.0000% | $1006.00           | $908.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 4.0000%  | 0.0000% | $3001.00           | $2234.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-01-01      | 1.5000%  | 0.0000% | $1000.00           | $598.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-08-01      | 3.5000%  | 0.0000% | $2930.00           | $1965.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-09-01      | 4.0000%  | 0.0000% | $2260.00           | $1308.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 2.0000%  | 0.0000% | $3916000.00        | $2636647.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $1020.00           | $770.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $299000.00         | $207918.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $2060.00           | $1437.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $686.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 3.0000%  | 0.0000% | $23694980.00       | $16098018.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $1230.00           | $849.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $764.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 2.5000%  | 0.0000% | $5212682.00        | $3401877.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-02-01      | 2.0000%  | 0.0000% | $1127.00           | $759.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.0000%  | 0.0000% | $273000.00         | $202589.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 4.0000%  | 0.0000% | $2193.00           | $1651.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1370.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $1081.00           | $747.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.5000%  | 0.0000% | $3356.00           | $2446.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1350.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $823218.00         | $704262.16         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $7730000.00        | $6503643.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $1010.00           | $914.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 4.5000%  | 0.0000% | $5753.00           | $5312.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.0000%  | 0.0000% | $1760418.00        | $1609266.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.5000%  | 0.0000% | $950000.00         | $861008.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $1022.00           | $904.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.5000%  | 0.0000% | $2260.00           | $2104.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 4.5000%  | 0.0000% | $2166.00           | $2001.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.0000%  | 0.0000% | $524000.00         | $491534.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $892.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 4.5000%  | 0.0000% | $1007352.00        | $992897.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.5000%  | 0.0000% | $2003.00           | $2109.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $2002.00           | $1957.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1006.00           | $1027.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1094995.00        | $1142184.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $3001.00           | $3069.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $2064.00           | $2127.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $2640677.00        | $2686087.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $19632656.00       | $19842503.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $10480638.00       | $10198292.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $24521331.00       | $24911805.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $1177648.00        | $1201081.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $1693990.00        | $1390294.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $1020.00           | $1000.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $2691318.00        | $2719054.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $3382875.00        | $3453685.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $2003.00           | $1983.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $2362806.00        | $2477080.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $1001.00           | $1048.73           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $3050536.00        | $2874857.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.0000%  | 0.0000% | $7710780.00        | $7269430.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.30           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $6333888.00        | $5729272.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 5.0000%  | 0.0000% | $1090.00           | $1069.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $12989566.00       | $12112819.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 4.0000%  | 0.0000% | $7175917.00        | $6528007.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 7.5000%  | 0.0000% | $1010.00           | $468.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.0000%  | 0.0000% | $1020966.00        | $1045154.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $2065.00           | $2039.07           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $2030.00           | $1838.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $2548.00           | $2261.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 4.0000%  | 0.0000% | $2085.00           | $1894.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $5376517.00        | $5389445.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $907.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $5915189.00        | $5703725.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 4.0000%  | 0.0000% | $1029781.00        | $637570.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 4.0000%  | 0.0000% | $10575279.00       | $9849736.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.64           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 7.5000%  | 0.0000% | $3354464.00        | $3456252.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 4.0000%  | 0.0000% | $1015.00           | $947.42            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1979.00           | $2011.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $16877647.00       | $17001044.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $2968.00           | $3009.99           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2035.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2030-07-01      | 3.0000%  | 0.0000% | $2200.00           | $188.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2032-03-01      | 3.0000%  | 0.0000% | $1484990.00        | $233122.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2032-03-01      | 3.0000%  | 0.0000% | $1030.00           | $125.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2033-01-01      | 3.5000%  | 0.0000% | $2080.00           | $295.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-05-01      | 5.5000%  | 0.0000% | $2010.00           | $326.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-07-01      | 3.5000%  | 0.0000% | $67514.00          | $205.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-08-01      | 3.5000%  | 0.0000% | $25000.00          | $4860.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-03-01      | 3.0000%  | 0.0000% | $36000.00          | $672.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-07-01      | 3.5000%  | 0.0000% | $157129.00         | $550.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-08-01      | 3.0000%  | 0.0000% | $1000.00           | $10.14             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-12-01      | 3.0000%  | 0.0000% | $130905.00         | $3418.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 4.0000%  | 0.0000% | $5794691.00        | $5184098.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 4.0000%  | 0.0000% | $913696.00         | $815698.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 4.0000%  | 0.0000% | $7758162.00        | $6869698.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.0000%  | 0.0000% | $1024.00           | $934.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 3.0000%  | 0.0000% | $11960.00          | $1316.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-08-01      | 3.0000%  | 0.0000% | $2090.00           | $430.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-08-01      | 3.0000%  | 0.0000% | $2050.00           | $369.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-02-01      | 3.0000%  | 0.0000% | $500000.00         | $51799.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-01-01      | 3.0000%  | 0.0000% | $2101.00           | $184.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-07-01      | 4.0000%  | 0.0000% | $1020.00           | $205.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-04-01      | 3.5000%  | 0.0000% | $1030.00           | $189.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-09-01      | 3.5000%  | 0.0000% | $2082.00           | $192.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-05-01      | 3.0000%  | 0.0000% | $6010.00           | $806.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-03-01      | 4.0000%  | 0.0000% | $12500.00          | $836.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-06-01      | 4.0000%  | 0.0000% | $1010.00           | $103.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-07-01      | 2.5000%  | 0.0000% | $2200.00           | $199.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-07-01      | 4.0000%  | 0.0000% | $1000.00           | $69.02             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-07-01      | 2.5000%  | 0.0000% | $1000.00           | $120.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-09-01      | 3.0000%  | 0.0000% | $23030.00          | $4508.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-09-01      | 4.5000%  | 0.0000% | $1030.00           | $114.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-11-01      | 2.5000%  | 0.0000% | $2660.00           | $329.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-05-01      | 4.0000%  | 0.0000% | $70000.00          | $13277.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-04-01      | 3.5000%  | 0.0000% | $3000.00           | $942.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 3.5000%  | 0.0000% | $2000.00           | $507.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $283.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $2060.00           | $1024.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $4060.00           | $657.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $288.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-12-01      | 3.0000%  | 0.0000% | $2040.00           | $384.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-01-01      | 4.5000%  | 0.0000% | $1000.00           | $98.99             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-06-01      | 3.0000%  | 0.0000% | $1044.00           | $137.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $170.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-03-01      | 2.5000%  | 0.0000% | $1080.00           | $199.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $850.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-03-01      | 3.0000%  | 0.0000% | $2183.00           | $321.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $27.39             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-11-01      | 4.5000%  | 0.0000% | $1082.00           | $97.14             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $82.34             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $47.43             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $44.89             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-09-01      | 3.0000%  | 0.0000% | $1000.00           | $140.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $36.46             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-04-25      | 6.5000%  | 0.0000% | $2000.00           | $4.41              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-08-01      | 6.5000%  | 0.0000% | $756000.00         | $3459.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $5.56              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1.03              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 5.5000%  | 0.0000% | $5000.00           | $10.29             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-10-01      | 5.5000%  | 0.0000% | $1000.00           | $2.37              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 5.5000%  | 0.0000% | $149000.00         | $963.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-05-01      | 5.5000%  | 0.0000% | $2000.00           | $4.34              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-04-01      | 5.5000%  | 0.0000% | $30889.00          | $178.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-08-01      | 6.0000%  | 0.0000% | $3722.00           | $24.68             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-09-01      | 4.5000%  | 0.0000% | $14201.00          | $157.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-11-01      | 5.5000%  | 0.0000% | $22000.00          | $150.07            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-03-01      | 5.0000%  | 0.0000% | $267716.00         | $2371.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 6.5000%  | 0.0000% | $1000.00           | $7.58              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-12-01      | 5.0000%  | 0.0000% | $164773.00         | $4397.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-02-01      | 6.5000%  | 0.0000% | $2001.00           | $4.00              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 2.5000%  | 0.0000% | $194139.00         | $103612.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 2.0000%  | 0.0000% | $4157.00           | $2628.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-05-01      | 2.5000%  | 0.0000% | $1800.00           | $501.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 2.0000%  | 0.0000% | $1720.00           | $955.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 2.5000%  | 0.0000% | $10000000.00       | $5992004.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-05-01      | 2.0000%  | 0.0000% | $1224.00           | $676.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $585.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 1.5000%  | 0.0000% | $1001.00           | $590.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 2.0000%  | 0.0000% | $1040.00           | $662.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 3.5000%  | 0.0000% | $199000.00         | $99661.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-06-01      | 3.0000%  | 0.0000% | $2540.00           | $1021.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 2.0000%  | 0.0000% | $168000.00         | $111942.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $14495010.00       | $9016385.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-09-01      | 4.5000%  | 0.0000% | $2135.00           | $1110.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $616.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 2.5000%  | 0.0000% | $8077110.00        | $4007518.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 2.5000%  | 0.0000% | $6280022.00        | $3017373.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $15299369.00       | $9092218.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $511.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $1055.00           | $717.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $620.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-02-01      | 2.0000%  | 0.0000% | $298980.00         | $183876.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $5715.00           | $3579.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $2094.00           | $1458.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $18521005.00       | $11791263.30       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-01-01      | 5.0000%  | 0.0000% | $2980.00           | $1608.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.5000%  | 0.0000% | $2030.00           | $1290.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $3660.00           | $2445.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 1.5000%  | 0.0000% | $669000.00         | $406595.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $657.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-01-01      | 3.5000%  | 0.0000% | $6350000.00        | $4068386.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.0000%  | 0.0000% | $274000.00         | $193915.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 6.5000%  | 0.0000% | $3000.00           | $17.76             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $904080.00         | $439115.26         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 4.0000%  | 0.0000% | $2048.00           | $1690.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 7.0000%  | 0.0000% | $92951878.00       | $33691651.76       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1705.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 7.0000%  | 0.0000% | $211214404.00      | $70648370.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1231.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 4.0000%  | 0.0000% | $2060.00           | $1835.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 5.0000%  | 0.0000% | $708610.00         | $632721.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 7.5000%  | 0.0000% | $218888.00         | $100341.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 4.0000%  | 0.0000% | $1167.00           | $998.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2027-09-01      | 2.5000%  | 0.0000% | $1000.00           | $19.50             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2028-07-01      | 2.0000%  | 0.0000% | $2232991.00        | $99721.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2031-10-01      | 2.5000%  | 0.0000% | $9922.00           | $1168.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2033-02-01      | 3.0000%  | 0.0000% | $2061.00           | $231.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-10-01      | 3.0000%  | 0.0000% | $1550.00           | $363.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-03-01      | 4.5000%  | 0.0000% | $2010.00           | $357.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-10-01      | 3.5000%  | 0.0000% | $2231917.00        | $598201.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-03-01      | 3.5000%  | 0.0000% | $1022.00           | $186.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-04-01      | 3.5000%  | 0.0000% | $188524.00         | $32075.35          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2048-10-01      | 4.5000%  | 0.0000% | $1003.00           | $202.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2048-07-01      | 4.0000%  | 0.0000% | $1006.00           | $206.05            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-08-01      | 3.5000%  | 0.0000% | $1144890.00        | $236385.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2034-03-01      | 4.0000%  | 0.0000% | $2150.00           | $448.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2034-06-01      | 3.5000%  | 0.0000% | $1030.00           | $116.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-01-01      | 3.0000%  | 0.0000% | $1043.00           | $362.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-03-01      | 2.5000%  | 0.0000% | $1010.00           | $554.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-05-01      | 6.0000%  | 0.0000% | $2020.00           | $1270.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-07-01      | 6.0000%  | 0.0000% | $255000.00         | $177392.43         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-06-01      | 2.5000%  | 0.0000% | $4250.00           | $3643.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-06-01      | 2.5000%  | 0.0000% | $10666173.00       | $9174762.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2034-12-01      | 3.0000%  | 0.0000% | $1133680.00        | $157623.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-05-01      | 3.0000%  | 0.0000% | $51070.00          | $9422.26           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1509.18           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-08-01      | 1.5000%  | 0.0000% | $738747.00         | $379696.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $2655204.00        | $2495229.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $969.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-12-01      | 4.5000%  | 0.0000% | $1008.00           | $980.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $2001.00           | $2011.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $5184007.00        | $4887272.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $3156031.00        | $2975051.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $2001.00           | $2035.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 7.5000%  | 0.0000% | $2985.00           | $3184.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 4.0000%  | 0.0000% | $6780987.00        | $6335708.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $911.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $53040.00          | $48828.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1057.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $12252660.00       | $12414134.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 4.0000%  | 0.0000% | $4960632.00        | $4641354.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $1020.00           | $801.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $2026.00           | $1904.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $90944.00          | $93459.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-09-01      | 5.5000%  | 0.0000% | $2000.00           | $383.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $4002.00           | $4073.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.0000%  | 0.0000% | $526381.00         | $481865.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1030.00           | $928.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $1010.00           | $989.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 4.0000%  | 0.0000% | $1068.00           | $1000.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1004.00           | $1041.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1156103.00        | $1087651.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1999.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $1552310.00        | $1581161.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $3757943.00        | $3700409.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1999.00           | $2061.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $4756.00           | $4871.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-12-01      | 4.0000%  | 0.0000% | $1150000.00        | $46843.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-09-01      | 3.0000%  | 0.0000% | $10300.00          | $776.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-04-01      | 4.0000%  | 0.0000% | $8298.00           | $581.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-01-01      | 6.5000%  | 0.0000% | $2000.00           | $4.80              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-02-01      | 6.5000%  | 0.0000% | $1000.00           | $9.73              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 5.5000%  | 0.0000% | $1999.00           | $4.54              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 6.5000%  | 0.0000% | $1003532.00        | $17094.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-02-01      | 4.5000%  | 0.0000% | $5000.00           | $112.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-08-01      | 5.0000%  | 0.0000% | $1100.00           | $40.36             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-11-01      | 7.0000%  | 0.0000% | $228000.00         | $755.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-10-01      | 6.5000%  | 0.0000% | $1001192.00        | $4218.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 6.0000%  | 0.0000% | $115000.00         | $327.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 5.0000%  | 0.0000% | $65500.00          | $829.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-11-01      | 6.0000%  | 0.0000% | $2000.00           | $19.04             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-02-01      | 5.0000%  | 0.0000% | $874000.00         | $14327.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-08-01      | 4.5000%  | 0.0000% | $5686201.00        | $407419.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-04-01      | 5.0000%  | 0.0000% | $3200.00           | $181.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-07-01      | 4.0000%  | 0.0000% | $1025.00           | $37.49             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-05-01      | 3.5000%  | 0.0000% | $2000.00           | $261.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-07-01      | 3.5000%  | 0.0000% | $5878.00           | $458.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $88359.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-11-01      | 3.0000%  | 0.0000% | $262648.00         | $4522.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-07-01      | 4.0000%  | 0.0000% | $1400.00           | $45.69             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-08-01      | 4.5000%  | 0.0000% | $115000.00         | $4620.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-10-01      | 4.5000%  | 0.0000% | $2710.00           | $124.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $21078.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 3.5000%  | 0.0000% | $1128912.00        | $40670.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-12-01      | 4.0000%  | 0.0000% | $7500.00           | $127.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-07-01      | 3.5000%  | 0.0000% | $1501.00           | $66.35             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-07-01      | 4.0000%  | 0.0000% | $110000.00         | $9843.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-08-01      | 3.0000%  | 0.0000% | $10900.00          | $649.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-10-01      | 3.0000%  | 0.0000% | $2000.00           | $249.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-11-01      | 3.0000%  | 0.0000% | $6000.00           | $503.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2036-09-01      | 1.5000%  | 0.0000% | $2096.00           | $1106.60           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-01-01      | 1.5000%  | 0.0000% | $6069654.00        | $3437620.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-11-01      | 4.0000%  | 0.0000% | $795495.00         | $435543.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-12-01      | 6.0000%  | 0.0000% | $7310868.00        | $4030944.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-02-01      | 4.5000%  | 0.0000% | $414826.00         | $320048.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2039-12-01      | 4.0000%  | 0.0000% | $11000.00          | $9701.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-10-01      | 3.0000%  | 0.0000% | $750000.00         | $96458.14          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-04-01      | 2.0000%  | 0.0000% | $1026.00           | $475.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.0000%  | 0.0000% | $2100.00           | $1513.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.0000%  | 0.0000% | $133762986.00      | $102918907.86      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.5000%  | 0.0000% | $2040.00           | $1544.47           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $695.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $785.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-12-01      | 4.5000%  | 0.0000% | $33080.00          | $24971.41          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-11-01      | 4.0000%  | 0.0000% | $545000.00         | $402224.45         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-02-01      | 4.0000%  | 0.0000% | $148786052.00      | $117281210.50      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-02-01      | 6.5000%  | 0.0000% | $2270.00           | $1515.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-02-01      | 5.0000%  | 0.0000% | $5400000.00        | $4293247.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-08-01      | 5.5000%  | 0.0000% | $7400000.00        | $6750693.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-03-01      | 2.0000%  | 0.0000% | $3150.00           | $2091.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 4.0000%  | 0.0000% | $1020.00           | $810.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.0000%  | 0.0000% | $1060.00           | $872.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 4.0000%  | 0.0000% | $2048.00           | $1622.57           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-10-01      | 5.0000%  | 0.0000% | $1001.00           | $926.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $622.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-01-01      | 6.5000%  | 0.0000% | $1036.00           | $702.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 4.0000%  | 0.0000% | $1025.00           | $934.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-10-01      | 4.0000%  | 0.0000% | $3108007.00        | $2837949.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-10-01      | 4.0000%  | 0.0000% | $1022.00           | $933.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $912.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 4.0000%  | 0.0000% | $2018.00           | $1794.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 4.0000%  | 0.0000% | $2547.00           | $2338.51           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-01-01      | 4.0000%  | 0.0000% | $3890.00           | $3559.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2045-11-01      | 5.5000%  | 0.0000% | $1200.00           | $1204.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-04-01      | 2.5000%  | 0.0000% | $16000.00          | $3511.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-02-01      | 2.5000%  | 0.0000% | $24890978.00       | $8193199.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-07-01      | 2.5000%  | 0.0000% | $2690.00           | $1025.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2037-01-01      | 1.5000%  | 0.0000% | $30621893.00       | $17627944.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-09-01      | 2.5000%  | 0.0000% | $490000.00         | $281638.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-09-01      | 4.0000%  | 0.0000% | $18000.00          | $4168.97           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-06-01      | 2.5000%  | 0.0000% | $6029.00           | $2930.32           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-08-01      | 2.0000%  | 0.0000% | $315050.00         | $145957.50         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-02-01      | 1.5000%  | 0.0000% | $1770.00           | $941.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-09-01      | 2.5000%  | 0.0000% | $2020.00           | $1195.42           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-09-01      | 2.0000%  | 0.0000% | $214090.00         | $129983.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-04-01      | 4.0000%  | 0.0000% | $1020.00           | $717.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-11-01      | 2.5000%  | 0.0000% | $4050.00           | $2327.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $641.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $1001.00           | $999.47            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $1002.00           | $972.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $844.69            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 4.0000%  | 0.0000% | $3389472.00        | $2585194.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $3499674.00        | $2608133.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 6.0000%  | 0.0000% | $1510.00           | $851.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 4.0000%  | 0.0000% | $387827.00         | $319415.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $988.33            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $10884721.00       | $10995878.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 7.0000%  | 0.0000% | $3031.00           | $1312.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $1702330.00        | $1160097.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $2017.00           | $1949.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $1005.00           | $953.04            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2457.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-01-01      | 6.5000%  | 0.0000% | $2164.00           | $797.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 4.0000%  | 0.0000% | $2034.00           | $1713.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.0000%  | 0.0000% | $688272.00         | $566009.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $1580.00           | $1306.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $1009.00           | $759.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $277.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-10-01      | 3.0000%  | 0.0000% | $16000.00          | $1320.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-10-01      | 4.0000%  | 0.0000% | $31990.00          | $5071.88           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $266.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-07-01      | 4.5000%  | 0.0000% | $1100.00           | $87.28             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-08-01      | 4.5000%  | 0.0000% | $17201.00          | $1147.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $198.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-09-01      | 3.0000%  | 0.0000% | $2700.00           | $256.07            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-12-01      | 3.0000%  | 0.0000% | $3070.00           | $480.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $21028.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-02-01      | 3.0000%  | 0.0000% | $24321.00          | $3286.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-06-01      | 3.5000%  | 0.0000% | $3077.00           | $471.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 6.0000%  | 0.0000% | $1020.00           | $629.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.0000%  | 0.0000% | $97081031.00       | $77598948.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $2905394.00        | $2164734.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-07-01      | 4.0000%  | 0.0000% | $1011.00           | $806.41            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 4.0000%  | 0.0000% | $1051030.00        | $850632.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-08-01      | 5.5000%  | 0.0000% | $6000.00           | $3096.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 4.5000%  | 0.0000% | $799000.00         | $710950.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $470.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 4.0000%  | 0.0000% | $2018.00           | $1799.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 4.0000%  | 0.0000% | $2068.00           | $1791.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $785.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $892.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 6.5000%  | 0.0000% | $1020.00           | $617.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.0000%  | 0.0000% | $3061.00           | $2704.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.0000%  | 0.0000% | $5059565.00        | $4518537.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.5000%  | 0.0000% | $41270.00          | $37219.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.0000%  | 0.0000% | $870714.00         | $784431.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-01-01      | 4.5000%  | 0.0000% | $2050.00           | $1631.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 4.0000%  | 0.0000% | $19410400.00       | $17329978.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2739.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 7.5000%  | 0.0000% | $2016.00           | $1088.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 4.0000%  | 0.0000% | $3048.00           | $2734.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-07-01      | 2.5000%  | 0.0000% | $1050.00           | $424.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-01-01      | 2.0000%  | 0.0000% | $2107.00           | $1298.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-02-01      | 2.0000%  | 0.0000% | $1980.00           | $1197.99           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-03-01      | 2.0000%  | 0.0000% | $8000000.00        | $4673816.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $516.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $632.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-08-01      | 2.5000%  | 0.0000% | $10030.00          | $5075.43           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-08-01      | 2.0000%  | 0.0000% | $1173775.00        | $802569.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-09-01      | 2.0000%  | 0.0000% | $10180000.00       | $6047953.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-10-01      | 2.0000%  | 0.0000% | $1124.00           | $690.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-10-01      | 2.0000%  | 0.0000% | $30399.00          | $21506.43          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.0000%  | 0.0000% | $2434350.00        | $1534513.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.0000%  | 0.0000% | $2015.00           | $1289.43           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.0000%  | 0.0000% | $275446.00         | $193251.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-03-01      | 2.0000%  | 0.0000% | $1087.00           | $714.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $10610.00          | $7981.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $2047.00           | $1450.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.0000%  | 0.0000% | $3020.00           | $2053.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.0000%  | 0.0000% | $1007.00           | $711.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1759.62           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.0000%  | 0.0000% | $1026.00           | $658.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 4.0000%  | 0.0000% | $2370.00           | $1803.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 4.0000%  | 0.0000% | $54637.00          | $48026.60          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.0000%  | 0.0000% | $6117264.00        | $4419340.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.0000%  | 0.0000% | $3285.00           | $2741.80           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $593.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.0000%  | 0.0000% | $3815623.00        | $3036835.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-03-01      | 5.5000%  | 0.0000% | $891050.00         | $654979.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 4.0000%  | 0.0000% | $1008.00           | $833.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 5.0000%  | 0.0000% | $1537.00           | $1165.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 5.0000%  | 0.0000% | $1930.00           | $1533.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 4.0000%  | 0.0000% | $227466.00         | $177330.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-01-01      | 3.0000%  | 0.0000% | $4030000.00        | $815642.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 3.0000%  | 0.0000% | $1370.00           | $390.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-03-01      | 4.5000%  | 0.0000% | $11980.00          | $1532.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-12-01      | 4.0000%  | 0.0000% | $4050.00           | $506.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-03-01      | 2.5000%  | 0.0000% | $2690.00           | $796.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-03-01      | 3.0000%  | 0.0000% | $3550.00           | $963.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-04-01      | 3.5000%  | 0.0000% | $5120.00           | $1400.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 2.0000%  | 0.0000% | $4870.00           | $2185.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $657.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 3.0000%  | 0.0000% | $1160770.00        | $493035.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-09-01      | 2.0000%  | 0.0000% | $3200.00           | $1175.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-09-01      | 2.0000%  | 0.0000% | $7732.00           | $4578.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-12-01      | 2.5000%  | 0.0000% | $25000.00          | $12560.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-11-01      | 2.0000%  | 0.0000% | $4084.00           | $2448.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $436.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-11-01      | 3.0000%  | 0.0000% | $1015.00           | $403.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-11-01      | 2.0000%  | 0.0000% | $18962120.00       | $7895020.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 3.0000%  | 0.0000% | $1043.00           | $559.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-12-01      | 1.5000%  | 0.0000% | $1990.00           | $1036.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $495.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $3080.00           | $1765.36           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-05-01      | 1.5000%  | 0.0000% | $99000.00          | $47894.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 1.5000%  | 0.0000% | $2991.00           | $1697.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 2.5000%  | 0.0000% | $3137.00           | $1832.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 1.5000%  | 0.0000% | $1010.00           | $579.38            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $1508900.00        | $900209.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $4660.00           | $2954.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $711.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $180000.00         | $127385.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $628.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.0000%  | 0.0000% | $1970.00           | $1284.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $621.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $6106.00           | $5100.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.0000%  | 0.0000% | $163745288.00      | $147798714.89      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-04-01      | 7.5000%  | 0.0000% | $3115.00           | $893.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-07-01      | 5.5000%  | 0.0000% | $3495395.00        | $2857696.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-05-01      | 6.5000%  | 0.0000% | $3816.00           | $3335.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-07-01      | 6.5000%  | 0.0000% | $1345986.00        | $1112180.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 7.5000%  | 0.0000% | $1000.00           | $727.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 7.0000%  | 0.0000% | $3015.00           | $2292.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-07-01      | 5.0000%  | 0.0000% | $2010.00           | $1792.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 4.5000%  | 0.0000% | $5454.00           | $4832.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 4.0000%  | 0.0000% | $1034.00           | $945.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 4.0000%  | 0.0000% | $88864754.00       | $82074708.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-08-01      | 3.5000%  | 0.0000% | $124830.00         | $113221.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-09-01      | 4.5000%  | 0.0000% | $1010.00           | $951.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-08-01      | 3.5000%  | 0.0000% | $2100.00           | $1938.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $17869181.00       | $16666476.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $12352610.00       | $11913013.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $949.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 4.5000%  | 0.0000% | $490357.00         | $463303.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 7.5000%  | 0.0000% | $18982803.00       | $18039282.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $102710129.00      | $96482909.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 7.5000%  | 0.0000% | $2540.00           | $2709.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1014.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-02-01      | 3.5000%  | 0.0000% | $3305260.00        | $3155786.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-11-01      | 6.5000%  | 0.0000% | $1015.00           | $1038.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-03-01      | 6.0000%  | 0.0000% | $31525756.00       | $32533767.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-02-01      | 5.0000%  | 0.0000% | $1000.00           | $992.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-03-01      | 5.0000%  | 0.0000% | $4072203.00        | $4047779.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.0000%  | 0.0000% | $11361082.00       | $10723831.33       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $20217056.00       | $20370671.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-03-01      | 5.0000%  | 0.0000% | $29685116.00       | $29604570.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-08-01      | 6.0000%  | 0.0000% | $1245.00           | $25.64             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $734.53            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 4.0000%  | 0.0000% | $2026.00           | $1751.83           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 6.0000%  | 0.0000% | $1990.00           | $1478.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.0000%  | 0.0000% | $2040.00           | $1705.39           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $864.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 4.5000%  | 0.0000% | $3220.00           | $2516.47           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 6.0000%  | 0.0000% | $1990.00           | $1687.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-08-01      | 4.0000%  | 0.0000% | $281611.00         | $220227.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-08-01      | 4.5000%  | 0.0000% | $1000.00           | $147.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-10-01      | 1.5000%  | 0.0000% | $4010.00           | $2097.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 2.5000%  | 0.0000% | $2000.00           | $821.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 2.0000%  | 0.0000% | $86000.00          | $42268.66          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-11-01      | 2.5000%  | 0.0000% | $7980.00           | $3379.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-01-01      | 2.5000%  | 0.0000% | $5000.00           | $2281.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-01-01      | 2.5000%  | 0.0000% | $9380.00           | $3413.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $1074.00           | $579.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-02-01      | 1.0000%  | 0.0000% | $10000000.00       | $4826287.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-04-01      | 2.0000%  | 0.0000% | $16694966.00       | $7879627.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $4510.00           | $2479.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-05-01      | 2.5000%  | 0.0000% | $10136980.00       | $4535182.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $576.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1001.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2351.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-06-01      | 1.5000%  | 0.0000% | $3800.00           | $1942.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 7.5000%  | 0.0000% | $35657498.00       | $15631970.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-03-01      | 5.5000%  | 0.0000% | $3200.00           | $1638.64           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-03-01      | 2.5000%  | 0.0000% | $94550.00          | $60762.47          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $1145.00           | $749.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $1010.00           | $704.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.0000%  | 0.0000% | $1094.00           | $828.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 5.0000%  | 0.0000% | $253348.00         | $177790.84         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.0000%  | 0.0000% | $298218437.00      | $225754489.49      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-01-01      | 4.0000%  | 0.0000% | $97680067.00       | $76338350.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-11-01      | 3.5000%  | 0.0000% | $1043.00           | $775.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 2.5000%  | 0.0000% | $2075.00           | $1490.17           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 4.0000%  | 0.0000% | $89286138.00       | $69987096.42       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-02-01      | 4.0000%  | 0.0000% | $100963211.00      | $79441904.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-02-01      | 5.0000%  | 0.0000% | $1660.00           | $1294.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-03-01      | 4.0000%  | 0.0000% | $3037.00           | $2352.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-03-01      | 6.5000%  | 0.0000% | $1010.00           | $444.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 4.0000%  | 0.0000% | $135530.00         | $105807.64         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 4.5000%  | 0.0000% | $5420.00           | $4329.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 4.0000%  | 0.0000% | $117230928.00      | $93344448.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.0000%  | 0.0000% | $1020.00           | $813.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.5000%  | 0.0000% | $2093.00           | $1541.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 6.0000%  | 0.0000% | $2110.00           | $1383.91           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.0000%  | 0.0000% | $5926699.00        | $4778458.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $9098230.00        | $6942698.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 5.5000%  | 0.0000% | $1105.00           | $849.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-10-01      | 5.0000%  | 0.0000% | $7730.00           | $6382.68           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-11-01      | 4.5000%  | 0.0000% | $1053.00           | $889.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $479.85            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $801.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 4.0000%  | 0.0000% | $2032.00           | $1777.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-12-01      | 4.0000%  | 0.0000% | $10385000.00       | $8534807.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-01-01      | 7.0000%  | 0.0000% | $2015.00           | $687.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 7.0000%  | 0.0000% | $27769775.00       | $9984614.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-01-01      | 4.0000%  | 0.0000% | $40374770.00       | $33515297.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $990.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 7.5000%  | 0.0000% | $2001.00           | $2135.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 2.5000%  | 0.0000% | $5158430.00        | $3174917.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $1840.00           | $1202.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $1020.00           | $680.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $2043.00           | $1249.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 4.0000%  | 0.0000% | $3127064.00        | $2930269.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $2014.00           | $1864.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1509.00           | $1565.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $9550714.00        | $8975968.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $5718018.00        | $5365553.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 4.0000%  | 0.0000% | $5358169.00        | $5026339.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $1008.00           | $945.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $1056.00           | $752.16            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $1044.00           | $674.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 4.0000%  | 0.0000% | $1012.00           | $946.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $8056266.00        | $7815413.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 4.0000%  | 0.0000% | $1138786.00        | $1066758.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 4.0000%  | 0.0000% | $2044.00           | $1873.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $2904047.00        | $2732055.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 4.0000%  | 0.0000% | $4108041.00        | $3858618.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $4826445.00        | $4537161.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $3002.00           | $2016.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $4812.00           | $3107.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $576.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $1026.00           | $935.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 4.5000%  | 0.0000% | $3970.00           | $2581.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $1025.00           | $810.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $3682.00           | $3467.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $17900.00          | $17591.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $522556.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 4.0000%  | 0.0000% | $2002.00           | $1681.92           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 4.5000%  | 0.0000% | $301000.00         | $268177.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 4.0000%  | 0.0000% | $10120.00          | $4264.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $643.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $5555.00           | $3631.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $11789990.00       | $7761417.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1318.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $730.70            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-05-01      | 3.5000%  | 0.0000% | $1070.00           | $519.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 2.0000%  | 0.0000% | $1794.00           | $1188.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $558.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $713.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 4.0000%  | 0.0000% | $44570383.00       | $33039866.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 4.0000%  | 0.0000% | $162580.00         | $84197.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $717.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 5.0000%  | 0.0000% | $570000.00         | $393975.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $5103044.00        | $3827655.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $7863007.00        | $5996359.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-10-01      | 5.0000%  | 0.0000% | $3021.00           | $1486.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 4.0000%  | 0.0000% | $2025.00           | $1600.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-12-01      | 4.5000%  | 0.0000% | $1000000.00        | $779065.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 5.0000%  | 0.0000% | $2036.00           | $1550.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 5.5000%  | 0.0000% | $1885790.00        | $1302658.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-03-01      | 5.5000%  | 0.0000% | $4478210.00        | $3158835.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-02-01      | 4.5000%  | 0.0000% | $12000.00          | $9381.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-02-01      | 5.0000%  | 0.0000% | $28450.00          | $21423.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $682020.00         | $525651.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-03-01      | 5.0000%  | 0.0000% | $15000.00          | $10056.11          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-03-01      | 4.0000%  | 0.0000% | $5915810.00        | $5221288.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-04-01      | 4.0000%  | 0.0000% | $2590.00           | $2264.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-05-01      | 4.0000%  | 0.0000% | $3914227.00        | $3336168.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 5.5000%  | 0.0000% | $13794607.00       | $10707831.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.0000%  | 0.0000% | $128014.00         | $83257.09          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $2496910.00        | $2412563.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $784.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.5000%  | 0.0000% | $45000.00          | $34518.46          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.0000%  | 0.0000% | $1010.00           | $677.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 3.0000%  | 0.0000% | $429000.00         | $325997.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-05-01      | 5.5000%  | 0.0000% | $2625.00           | $2181.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-05-01      | 7.0000%  | 0.0000% | $394206932.00      | $165901519.37      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $1020.00           | $855.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-01-01      | 4.5000%  | 0.0000% | $7750.00           | $6416.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 6.0000%  | 0.0000% | $6866310.00        | $5470433.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $2003.00           | $2068.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.5000%  | 0.0000% | $2001.00           | $2016.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $3830.00           | $3782.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $954.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1020.00           | $963.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $8872235.00        | $9050141.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $2030.00           | $1905.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $1004.00           | $1053.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $4879175.00        | $4747877.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $4316281.00        | $4340703.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $1325917.00        | $1347154.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.5000%  | 0.0000% | $2097.00           | $2022.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $1012.00           | $951.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $1158500.00        | $1180982.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.0000%  | 0.0000% | $1333360.00        | $1310628.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $1810.00           | $1781.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $1044854.00        | $1093791.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $1004.00           | $1051.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 5.0000%  | 0.0000% | $1007.00           | $1000.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $2590.00           | $2432.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $11835.00          | $9119.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1005.00           | $1024.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $7000.00           | $7344.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $2004.00           | $2070.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $926.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $5020068.00        | $5179721.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $1059.00           | $993.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-10-01      | 3.5000%  | 0.0000% | $274000.00         | $73157.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-11-01      | 4.5000%  | 0.0000% | $1210.00           | $144.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-06-01      | 6.0000%  | 0.0000% | $1000.00           | $235.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-08-01      | 5.5000%  | 0.0000% | $54700.00          | $5076.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2046-11-01      | 4.0000%  | 0.0000% | $49120.00          | $11173.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $67.25             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-01-01      | 2.5000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-12-01      | 2.5000%  | 0.0000% | $1000.00           | $24.57             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $64895.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-04-01      | 2.5000%  | 0.0000% | $1200000.00        | $120732.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-04-01      | 3.0000%  | 0.0000% | $7000.00           | $692.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-06-01      | 3.5000%  | 0.0000% | $122000.00         | $12506.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-07-01      | 2.0000%  | 0.0000% | $1526.00           | $60.58             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-07-01      | 2.5000%  | 0.0000% | $1612.00           | $174.93            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-12-01      | 3.5000%  | 0.0000% | $495301.00         | $42690.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-02-01      | 2.5000%  | 0.0000% | $1200.00           | $60.90             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2045-09-01      | 4.0000%  | 0.0000% | $1008.00           | $106.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-10-01      | 4.0000%  | 0.0000% | $6900.00           | $519.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-10-01      | 4.5000%  | 0.0000% | $4663000.00        | $366004.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-02-01      | 4.0000%  | 0.0000% | $1700.00           | $127.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-01-01      | 3.0000%  | 0.0000% | $2600.00           | $257.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-03-01      | 3.0000%  | 0.0000% | $709000.00         | $151010.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-02-01      | 3.5000%  | 0.0000% | $1999.00           | $269.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $184.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-07-01      | 4.0000%  | 0.0000% | $2100.00           | $197.86            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1434.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $241.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-11-01      | 3.0000%  | 0.0000% | $1000.00           | $30.50             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-01-01      | 3.0000%  | 0.0000% | $13000.00          | $435.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-03-01      | 4.5000%  | 0.0000% | $4060.00           | $472.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-06-01      | 4.0000%  | 0.0000% | $1662.00           | $133.21            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-06-01      | 4.5000%  | 0.0000% | $1120.00           | $99.51             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-06-01      | 4.0000%  | 0.0000% | $68020.00          | $6836.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-07-01      | 3.0000%  | 0.0000% | $8000.00           | $827.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-07-01      | 4.5000%  | 0.0000% | $8800.00           | $655.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-06-01      | 2.0000%  | 0.0000% | $52500000.00       | $31416253.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 1.5000%  | 0.0000% | $1082750.00        | $587467.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-10-01      | 2.5000%  | 0.0000% | $4030.00           | $2399.68           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 6.0000%  | 0.0000% | $14349000.00       | $8370244.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $869.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-05-01      | 5.0000%  | 0.0000% | $2910.00           | $2429.05           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2048-02-01      | 3.5000%  | 0.0000% | $1020.00           | $802.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $48366.22          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.0000%  | 0.0000% | $5000.00           | $3962.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-06-01      | 5.5000%  | 0.0000% | $1055.00           | $968.51            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-08-01      | 3.5000%  | 0.0000% | $2370.00           | $1951.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.0000%  | 0.0000% | $5980.00           | $4939.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $10000000.00       | $7407448.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.0000%  | 0.0000% | $113360.00         | $98439.45          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $119.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $405.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-08-01      | 2.5000%  | 0.0000% | $1984.00           | $731.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-07-01      | 2.5000%  | 0.0000% | $10590.00          | $3643.58           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-10-01      | 2.0000%  | 0.0000% | $2060.00           | $1022.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.5000%  | 0.0000% | $1080.00           | $982.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 4.5000%  | 0.0000% | $1010.00           | $917.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 5.0000%  | 0.0000% | $130773194.00      | $121430262.54      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-04-01      | 3.5000%  | 0.0000% | $393470.00         | $132939.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $354.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.5000%  | 0.0000% | $202000.00         | $166487.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-11-01      | 3.0000%  | 0.0000% | $17020.00          | $5876.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-12-01      | 2.0000%  | 0.0000% | $1010.00           | $528.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-12-01      | 2.0000%  | 0.0000% | $81050.00          | $42810.78          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $579.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-05-01      | 1.5000%  | 0.0000% | $2158.00           | $1222.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-06-01      | 2.5000%  | 0.0000% | $1050.00           | $588.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-07-01      | 2.0000%  | 0.0000% | $1030.00           | $611.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-09-01      | 2.0000%  | 0.0000% | $1031.00           | $623.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $144531871.00      | $104736880.77      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $693.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-12-01      | 4.0000%  | 0.0000% | $2000.00           | $260.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-03-01      | 4.0000%  | 0.0000% | $180660.00         | $58067.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-01-01      | 4.0000%  | 0.0000% | $19740.00          | $3658.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 2.0000%  | 0.0000% | $497010.00         | $231752.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-07-01      | 2.5000%  | 0.0000% | $18075000.00       | $10931361.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $1020.00           | $579.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-11-01      | 2.0000%  | 0.0000% | $1040.00           | $533.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-08-01      | 2.0000%  | 0.0000% | $1720.00           | $1063.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 2.0000%  | 0.0000% | $403623.00         | $281865.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $2014.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $1066.00           | $671.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $2750.00           | $1435.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-02-01      | 2.0000%  | 0.0000% | $3029.00           | $2058.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-09-01      | 2.0000%  | 0.0000% | $1969.00           | $1099.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 2.0000%  | 0.0000% | $3020.00           | $1376.50           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $2012.00           | $1854.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-10-01      | 3.0000%  | 0.0000% | $34000.00          | $22339.96          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-10-01      | 3.0000%  | 0.0000% | $540000.00         | $395992.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $935.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 7.5000%  | 0.0000% | $3010.00           | $1925.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 4.0000%  | 0.0000% | $1001.00           | $848.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 2.0000%  | 0.0000% | $400000.00         | $192991.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.0000%  | 0.0000% | $1500.00           | $933.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $2060.00           | $1511.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $697.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $871041.00         | $515431.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.0000%  | 0.0000% | $2009.00           | $1285.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $31173.00          | $21794.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $1010.00           | $659.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 4.0000%  | 0.0000% | $2060.00           | $1916.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 4.5000%  | 0.0000% | $76000.00          | $70403.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $4705803.00        | $4253715.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.0000%  | 0.0000% | $2004.00           | $1792.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-10-01      | 4.0000%  | 0.0000% | $21146360.00       | $18690833.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-05-01      | 4.0000%  | 0.0000% | $80069186.00       | $70876239.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-04-01      | 6.0000%  | 0.0000% | $3110.00           | $2159.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $797.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 4.0000%  | 0.0000% | $270000.00         | $240263.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $965.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $66524890.00       | $57335283.22       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $3580000.00        | $3306551.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $891.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-02-01      | 4.5000%  | 0.0000% | $4898792.00        | $4543622.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-02-01      | 7.0000%  | 0.0000% | $1010.00           | $717.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-11-01      | 4.5000%  | 0.0000% | $12844494.00       | $11780641.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $2066.00           | $1757.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $1100.00           | $910.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 6.0000%  | 0.0000% | $17438167.00       | $15192165.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1.27              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-02-01      | 6.0000%  | 0.0000% | $2000.00           | $4.38              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-04-01      | 6.5000%  | 0.0000% | $2000.00           | $9.42              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-12-01      | 4.0000%  | 0.0000% | $5070709.00        | $149446.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-03-01      | 4.0000%  | 0.0000% | $25000.00          | $1220.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-05-01      | 4.0000%  | 0.0000% | $10000.00          | $5.38              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-10-01      | 3.5000%  | 0.0000% | $1000.00           | $2.16              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-11-01      | 4.0000%  | 0.0000% | $169409.00         | $20388.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-11-01      | 3.0000%  | 0.0000% | $2132.00           | $5.84              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-01-01      | 4.0000%  | 0.0000% | $9300.00           | $993.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-01-01      | 6.5000%  | 0.0000% | $1800.00           | $40.39             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-02-01      | 4.0000%  | 0.0000% | $11000.00          | $804.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-09-01      | 3.5000%  | 0.0000% | $10000.00          | $7.57              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-04-01      | 4.0000%  | 0.0000% | $1103790.00        | $4358.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-12-01      | 3.5000%  | 0.0000% | $160000.00         | $32.94             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-06-01      | 3.5000%  | 0.0000% | $2500.00           | $235.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-03-01      | 4.0000%  | 0.0000% | $3913.00           | $377.33            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-04-01      | 3.5000%  | 0.0000% | $245000.00         | $775.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-03-01      | 2.5000%  | 0.0000% | $2020.00           | $203.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-09-01      | 4.0000%  | 0.0000% | $2440.00           | $22.86             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2026-11-01      | 4.0000%  | 0.0000% | $2200001.00        | $1850.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-10-01      | 4.0000%  | 0.0000% | $1000.00           | $27.82             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-10-01      | 4.0000%  | 0.0000% | $2300.00           | $24.79             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-02-01      | 4.0000%  | 0.0000% | $3000.00           | $5.91              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-07-01      | 4.0000%  | 0.0000% | $28000.00          | $3477.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-06-01      | 3.5000%  | 0.0000% | $1000.00           | $4.73              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $93.82             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-12-01      | 4.5000%  | 0.0000% | $2000.00           | $119.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-10-01      | 3.5000%  | 0.0000% | $85000.00          | $1611.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4105.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-07-01      | 5.0000%  | 0.0000% | $1870.00           | $248.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-02-01      | 4.0000%  | 0.0000% | $1000.00           | $0.95              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 7.0000%  | 0.0000% | $6698590.00        | $7023496.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 7.0000%  | 0.0000% | $87193365.00       | $83260418.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $2104.00           | $2082.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $1019.00           | $1053.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 1.5000%  | 0.0000% | $27630368.00       | $20911145.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $13035790.00       | $12447257.94       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $760374.00         | $606158.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $2129.00           | $2137.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-01-01      | 4.0000%  | 0.0000% | $17826057.00       | $16601497.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $74467167.00       | $73938888.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-01-01      | 3.5000%  | 0.0000% | $1020.00           | $940.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-03-01      | 2.0000%  | 0.0000% | $2020.00           | $1816.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2038-03-01      | 2.0000%  | 0.0000% | $41517493.00       | $37330854.85       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $40413933.00       | $39919098.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 2.0000%  | 0.0000% | $1068.00           | $963.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-03-01      | 2.0000%  | 0.0000% | $18118286.00       | $16223928.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 2.0000%  | 0.0000% | $31058990.00       | $27931128.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-11-01      | 2.0000%  | 0.0000% | $13656750.00       | $12276266.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-04-01      | 2.0000%  | 0.0000% | $2959.00           | $2662.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 4.0000%  | 0.0000% | $117321542.00      | $109389721.03      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-04-01      | 5.0000%  | 0.0000% | $2477.00           | $2507.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $81589170.00       | $81377990.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $16489890.00       | $16700933.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $27086557.00       | $27765084.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $9976351.00        | $10219677.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-08-01      | 5.0000%  | 0.0000% | $1010.00           | $212.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-05-01      | 4.0000%  | 0.0000% | $5260.00           | $879.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $259.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-12-01      | 3.5000%  | 0.0000% | $1030.00           | $275.93            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2028-12-01      | 4.5000%  | 0.0000% | $1000.00           | $1.73              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-09-01      | 4.0000%  | 0.0000% | $30330.00          | $8351.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-02-01      | 3.5000%  | 0.0000% | $2014.00           | $696.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $2017.00           | $2055.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $1102.00           | $1118.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 4.0000%  | 0.0000% | $1054.00           | $986.55            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $847.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $768648.00         | $791610.08         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.14           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 4.0000%  | 0.0000% | $3024.00           | $2832.07           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2089.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1897.00           | $1950.36           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $1122.00           | $1171.51           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $10301938.00       | $10226778.04       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $10176053.00       | $10278442.33       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $13523407.00       | $13762278.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $6495.00           | $6822.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $4496884.00        | $4702447.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 4.0000%  | 0.0000% | $4031.00           | $3780.51           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $379398.00         | $382275.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $2004.00           | $2028.76           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-10-01      | 4.5000%  | 0.0000% | $2049.00           | $1846.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-11-01      | 4.5000%  | 0.0000% | $2335178.00        | $2070709.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 4.0000%  | 0.0000% | $3972746.00        | $3528923.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 4.0000%  | 0.0000% | $2066.00           | $1822.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 4.5000%  | 0.0000% | $1036.00           | $924.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-02-01      | 4.0000%  | 0.0000% | $11119282.00       | $9924456.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2694.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 4.0000%  | 0.0000% | $2034.00           | $1835.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 5.5000%  | 0.0000% | $1590.00           | $1343.86           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 5.5000%  | 0.0000% | $5010.00           | $4421.72           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.5000%  | 0.0000% | $1231.00           | $976.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-08-01      | 5.5000%  | 0.0000% | $200000.00         | $149333.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.5000%  | 0.0000% | $720000.00         | $476240.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $162822.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 5.0000%  | 0.0000% | $1038.00           | $730.86            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.5000%  | 0.0000% | $2066.00           | $1344.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $34.39             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2042-12-01      | 3.0000%  | 0.0000% | $432231.00         | $88054.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2028-08-01      | 2.5000%  | 0.0000% | $3200.00           | $130.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2043-12-01      | 4.0000%  | 0.0000% | $50000.00          | $5226.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2048-01-01      | 4.0000%  | 0.0000% | $35000.00          | $3280.83           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $66.73             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2046-07-01      | 3.0000%  | 0.0000% | $196535.00         | $34296.29          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2044-12-01      | 4.5000%  | 0.0000% | $1000.00           | $75.28             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL                 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $227.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-09-01      | 3.5000%  | 0.0000% | $45000.00          | $16572.86          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2050-02-01      | 3.5000%  | 0.0000% | $98000.00          | $26048.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-12-01      | 4.0000%  | 0.0000% | $1033.00           | $971.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 4.0000%  | 0.0000% | $4201.00           | $3899.78           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 7.5000%  | 0.0000% | $1000.00           | $775.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $1045.00           | $346.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1030.00           | $739.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 4.0000%  | 0.0000% | $722552.00         | $666339.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1951.00           | $2008.61           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $860.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 4.0000%  | 0.0000% | $2025.00           | $1876.01           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 4.0000%  | 0.0000% | $2062.00           | $1918.50           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 4.0000%  | 0.0000% | $7727256.00        | $7111693.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 5.0000%  | 0.0000% | $3043.00           | $2949.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $861.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $1008.00           | $937.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $308166.00         | $287132.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $932.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 7.0000%  | 0.0000% | $2001.00           | $1619.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-12-01      | 3.0000%  | 0.0000% | $1470.00           | $281.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2049-12-01      | 3.0000%  | 0.0000% | $4160.00           | $1576.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-07-01      | 6.5000%  | 0.0000% | $1000.00           | $6.08              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-12-01      | 7.0000%  | 0.0000% | $10000.00          | $4.61              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-01-01      | 6.5000%  | 0.0000% | $1003.00           | $1.47              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1.63              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1.30              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-12-01      | 6.5000%  | 0.0000% | $2000.00           | $2.88              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1.48              | Agency Mortgage-Backed Securities |

### Security 226: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.66_0401
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $859593200.00      | $878929238.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $962548900.00      | $969693070.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $1029329400.00     | $1030605165.64     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $1000000000.00     | $990335391.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $963956300.00      | $980336062.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $768742100.00      | $760101149.99      | U.S. Treasuries (including strips) |

### Security 227: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0401
- **C.18 - Value (incl. sponsor support):** $5840000000.00
- **C.18.a - Value (excl. sponsor support):** $5840000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $26810500.00       | $26785596.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $800000000.00      | $792709239.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $1400000000.00     | $1406585462.70     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $475000000.00      | $482171950.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $350000000.00      | $307323959.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $500000000.00      | $434448808.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $652986300.00      | $648657911.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $450000000.00      | $472063169.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $475000000.00      | $485863820.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $275000000.00      | $272437754.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $620056400.00      | $631632418.61      | U.S. Treasuries (including strips) |

### Security 228: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 956ZCJ003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - CITI

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2027-03-18      | NA       | 0.0000% | $1000.00           | $965.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $1640200.00        | $1628201.51        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $300.00            | $290.51            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $1400.00           | $1388.44           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-17      | NA       | 0.0000% | $200.00            | $196.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $369000.00         | $385441.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $217000.00         | $233384.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $2687000.00        | $2696602.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $777906.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $1381000.00        | $1363908.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $1683000.00        | $1644968.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $299200.00         | $284182.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $5199000.00        | $4942110.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $3999900.00        | $3979746.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $700.00            | $663.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $3675900.00        | $3411237.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $31815000.00       | $31549071.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $3365800.00        | $3410672.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $2530100.00        | $2441342.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $28301000.00       | $28700603.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $10322000.00       | $10396774.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $2112400.00        | $2146532.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $400.00            | $402.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $10000.00          | $10001.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $2000000.00        | $1989208.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $1000.00           | $990.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $1200.00           | $1191.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-28      | 3.7500%  | 0.0000% | $1200.00           | $1176.24           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $400.00            | $392.71            | U.S. Treasuries (including strips) |

### Security 229: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965FJZ003, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 965FJZ003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $11379800.00       | $11550954.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $690100.00         | $683611.66         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $6741000.00        | $7089830.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $1968700.00        | $1971227.81        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $2171300.00        | $2149405.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $12401900.00       | $12449115.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $15235300.00       | $15123849.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $45456000.00       | $45521274.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $15047900.00       | $15212995.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $98.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $1379000.00        | $787793.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $713.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $8472300.00        | $7402524.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-02-15      | 4.7500%  | 0.0000% | $16183400.00       | $15869126.15       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $261.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $1000.00           | $989.31            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $637800.00         | $731069.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $5790400.00        | $5476074.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $292900.00         | $291507.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $600.00            | $556.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $650700.00         | $486779.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $142.04            | U.S. Treasuries (including strips) |

### Security 230: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.669900%
- **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: 976GZG002, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZG002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8771%  | 0.0000% | $110913710.00      | $3078173.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.5271%  | 0.0000% | $30000000.00       | $3232899.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.8071%  | 0.0000% | $67342036.00       | $3099898.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 2.2771%  | 0.0000% | $10733589.00       | $1064319.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.2871%  | 0.0000% | $40532251.00       | $2968143.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 3.0271%  | 0.0000% | $37500000.00       | $3233620.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.1271%  | 0.0000% | $90769393.00       | $3334096.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.2271%  | 0.0000% | $43246524.00       | $3224561.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.0271%  | 0.0000% | $96274296.00       | $3262361.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.5771%  | 0.0000% | $42086484.00       | $2991800.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.9771%  | 0.0000% | $30100000.00       | $2910126.87        | Agency Mortgage-Backed Securities |

### Security 231: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.66_0508
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-09-03      | NA       | 0.0000% | $6100.00           | $6005.78           | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-09-17      | NA       | 0.0000% | $15815600.00       | $15548695.93       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-09-10      | NA       | 0.0000% | $309900.00         | $304886.75         | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-08-27      | NA       | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-08-20      | NA       | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-09-24      | NA       | 0.0000% | $399122900.00      | $392140244.86      | U.S. Treasuries (including strips) |

### Security 232: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL               | 2052-08-20      | 6.0000%  | 0.0000% | $41000.00          | $20901.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-09-20      | 4.0000%  | 0.0000% | $70000.00          | $50541.82          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-09-20      | 6.0000%  | 0.0000% | $100000.00         | $47497.41          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-11-20      | 5.0000%  | 0.0000% | $51038.00          | $37532.15          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $489.36            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-11-20      | 6.5000%  | 0.0000% | $460000.00         | $163391.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-20      | 7.0000%  | 0.0000% | $201003.00         | $62474.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-01-20      | 7.0000%  | 0.0000% | $101010.00         | $26292.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-04-20      | 2.0000%  | 0.0000% | $3023.00           | $1838.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-01-20      | 2.5000%  | 0.0000% | $1000.00           | $628.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 3.0000%  | 0.0000% | $2010.00           | $1304.52           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-03-20      | 5.0000%  | 0.0000% | $774657.00         | $574420.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-09-20      | 5.5000%  | 0.0000% | $76263.00          | $9248.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-10-20      | 7.0000%  | 0.0000% | $104067.00         | $19516.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-08-20      | 7.5000%  | 0.0000% | $53018.00          | $20165.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-09-20      | 5.5000%  | 0.0000% | $55000.00          | $8918.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-10-20      | 7.0000%  | 0.0000% | $5000.00           | $769.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 3.0000%  | 0.0000% | $130000.00         | $24213.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-11-20      | 8.0000%  | 0.0000% | $37491.00          | $1300.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-02-20      | 8.5000%  | 0.0000% | $7419.00           | $1621.21           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-05-20      | 3.0000%  | 0.0000% | $190472.00         | $20381.06          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-05-20      | 4.0000%  | 0.0000% | $399000.00         | $35896.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-05-20      | 5.0000%  | 0.0000% | $15142.00          | $1285.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-06-20      | 4.0000%  | 0.0000% | $140551.00         | $4808.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-04-20      | 5.0000%  | 0.0000% | $9000.00           | $808.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-05-20      | 3.5000%  | 0.0000% | $107454.00         | $10941.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-07-20      | 4.0000%  | 0.0000% | $76220.00          | $2019.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-08-20      | 3.5000%  | 0.0000% | $242022.00         | $22005.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-08-20      | 3.0000%  | 0.0000% | $200000.00         | $23473.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-11-20      | 3.5000%  | 0.0000% | $400200.00         | $27149.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 4.5000%  | 0.0000% | $332774.00         | $30061.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-12-20      | 3.5000%  | 0.0000% | $210652.00         | $28382.46          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-12-20      | 6.0000%  | 0.0000% | $39832.00          | $5035.28           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-11-20      | 6.5000%  | 0.0000% | $63000.00          | $6972.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-02-20      | 4.0000%  | 0.0000% | $30147.00          | $748.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-02-20      | 2.5000%  | 0.0000% | $120000.00         | $25096.07          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $87940.00          | $92872.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-05-20      | 2.0000%  | 0.0000% | $94220.00          | $2888.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-11-20      | 3.0000%  | 0.0000% | $25000.00          | $2399.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 7.5000%  | 0.0000% | $119524.00         | $9061.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-20      | 6.0000%  | 0.0000% | $39103.00          | $20803.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $883.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $20950.00          | $21070.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 6.0000%  | 0.0000% | $27320.00          | $15586.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $18885.00          | $10845.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 7.0000%  | 0.0000% | $12127.00          | $12424.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 7.5000%  | 0.0000% | $1026.00           | $758.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 6.0000%  | 0.0000% | $3472.00           | $2648.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1656.00           | $1564.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $52270.00          | $15850.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1390.00           | $900.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $6231.00           | $4875.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-09-15      | 5.6300%  | 0.0000% | $2274035.00        | $2394260.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $36479.00          | $11628.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1072.00           | $982.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $18345.00          | $15287.36          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-08-20      | 6.0000%  | 0.0000% | $41953.00          | $30738.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $33472.00          | $27600.76          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $75341.00          | $78017.32          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 6.0000%  | 0.0000% | $1359.00           | $1143.47           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 6.0000%  | 0.0000% | $2121.00           | $1772.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-10-20      | 7.0000%  | 0.0000% | $4714811.00        | $8015.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-10-20      | 7.5000%  | 0.0000% | $1179724.00        | $1243.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-10-20      | 8.0000%  | 0.0000% | $112000.00         | $18.06             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-11-20      | 5.5000%  | 0.0000% | $5767077.00        | $21763.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-11-20      | 6.5000%  | 0.0000% | $486000.00         | $841.00            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-11-20      | 7.0000%  | 0.0000% | $1048000.00        | $2005.84           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-01-20      | 6.0000%  | 0.0000% | $95687.00          | $235.52            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-01-20      | 6.5000%  | 0.0000% | $495000.00         | $977.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-01-20      | 7.0000%  | 0.0000% | $6262468.00        | $11212.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 1.5000%  | 0.0000% | $31986.00          | $18448.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | 4.0000%  | 0.0000% | $3000.00           | $1818.68           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-01-20      | 5.0000%  | 0.0000% | $1986.00           | $888.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-01-20      | 7.5000%  | 0.0000% | $27213.00          | $10716.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $16288.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-08-20      | 7.5000%  | 0.0000% | $370000.00         | $103.10            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-08-20      | 8.5000%  | 0.0000% | $818000.00         | $1135.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-09-20      | 6.5000%  | 0.0000% | $49590000.00       | $26565.79          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-09-20      | 7.0000%  | 0.0000% | $1003701.00        | $626.64            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-09-20      | 7.5000%  | 0.0000% | $466188.00         | $162.20            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-10-20      | 6.0000%  | 0.0000% | $176000.00         | $115.74            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-10-20      | 6.5000%  | 0.0000% | $19601384.00       | $12098.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-10-20      | 7.5000%  | 0.0000% | $3318000.00        | $156.29            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-11-20      | 6.0000%  | 0.0000% | $50000.00          | $46.26             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-11-20      | 6.5000%  | 0.0000% | $3218000.00        | $2113.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-11-20      | 7.0000%  | 0.0000% | $533000.00         | $377.55            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-12-20      | 6.5000%  | 0.0000% | $11378585.00       | $9194.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-12-20      | 7.0000%  | 0.0000% | $9761533.00        | $2152.35           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-12-20      | 7.5000%  | 0.0000% | $534000.00         | $203.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-04-20      | 6.5000%  | 0.0000% | $686198.00         | $1.78              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 7.0000%  | 0.0000% | $117500.00         | $2.29              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 7.5000%  | 0.0000% | $4390992.00        | $36.22             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-05-20      | 7.0000%  | 0.0000% | $1585356.00        | $5.45              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-05-20      | 7.5000%  | 0.0000% | $226000.00         | $1.11              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-05-20      | 8.0000%  | 0.0000% | $160000.00         | $3.77              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-06-20      | 7.0000%  | 0.0000% | $175000.00         | $1.59              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-06-20      | 7.5000%  | 0.0000% | $4036009.00        | $49.37             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-06-20      | 8.0000%  | 0.0000% | $990693.00         | $13.08             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-08-20      | 7.0000%  | 0.0000% | $371200.00         | $14.81             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-08-20      | 7.5000%  | 0.0000% | $539536.00         | $3.96              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-08-20      | 8.0000%  | 0.0000% | $1008000.00        | $20.03             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-10-20      | 8.0000%  | 0.0000% | $194000.00         | $12.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-10-20      | 8.5000%  | 0.0000% | $115000.00         | $4.08              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 7.0000%  | 0.0000% | $711969.00         | $16.30             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 7.5000%  | 0.0000% | $380000.00         | $16.20             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 8.0000%  | 0.0000% | $310168.00         | $5.95              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-10-20      | 7.0000%  | 0.0000% | $443417.00         | $69.49             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-02-20      | 4.0000%  | 0.0000% | $76000.00          | $48389.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 4.0000%  | 0.0000% | $35000.00          | $27587.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-06-20      | 5.0000%  | 0.0000% | $31000.00          | $21292.75          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-06-20      | 5.5000%  | 0.0000% | $289162.00         | $168328.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-07-20      | 6.0000%  | 0.0000% | $45000.00          | $25708.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1241.59           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $711.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-08-20      | 5.5000%  | 0.0000% | $900000.00         | $546510.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-12-20      | 7.0000%  | 0.0000% | $96850.00          | $34746.18          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-04-20      | 6.0000%  | 0.0000% | $47000.00          | $24340.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 7.0000%  | 0.0000% | $50000.00          | $15541.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $666.61            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $921.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 2.0000%  | 0.0000% | $1000.00           | $548.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 2.5000%  | 0.0000% | $180166.00         | $113692.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-05-20      | 3.0000%  | 0.0000% | $193403.00         | $128943.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-07-20      | 4.0000%  | 0.0000% | $20000.00          | $15451.47          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-07-20      | 5.0000%  | 0.0000% | $2000.00           | $1611.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-05-20      | 2.0000%  | 0.0000% | $1000.00           | $591.48            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-10-20      | 7.5000%  | 0.0000% | $620000.00         | $12.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-06-20      | 2.5000%  | 0.0000% | $700000.00         | $17595.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-07-20      | 3.5000%  | 0.0000% | $120000.00         | $11539.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2043-07-20      | 4.0000%  | 0.0000% | $228916.00         | $19068.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-08-20      | 4.0000%  | 0.0000% | $281662.00         | $3973.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-08-20      | 2.5000%  | 0.0000% | $285082.00         | $44829.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-06-20      | 4.5000%  | 0.0000% | $230000.00         | $10453.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-09-20      | 2.5000%  | 0.0000% | $311842.00         | $8138.85           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2043-09-20      | 5.5000%  | 0.0000% | $177929.00         | $8671.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-11-20      | 6.5000%  | 0.0000% | $41294.00          | $1918.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-09-20      | 2.5000%  | 0.0000% | $190000.00         | $32453.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-06-20      | 6.0000%  | 0.0000% | $2214.00           | $121.70            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2061-04-15      | 4.2500%  | 0.0000% | $23659550.00       | $22533678.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-07-20      | 6.5000%  | 0.0000% | $58975.00          | $4370.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 5.5000%  | 0.0000% | $40986.00          | $3860.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-07-20      | 3.0000%  | 0.0000% | $100000.00         | $13976.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-12-20      | 7.0000%  | 0.0000% | $186263.00         | $33997.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-11-20      | 4.5000%  | 0.0000% | $514016.00         | $10803.82          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-01-20      | 6.0000%  | 0.0000% | $495004.00         | $32572.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-01-20      | 3.5000%  | 0.0000% | $18000.00          | $2289.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 3.0000%  | 0.0000% | $292000.00         | $35010.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-03-20      | 3.5000%  | 0.0000% | $360880.00         | $31206.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-04-20      | 4.0000%  | 0.0000% | $274589.00         | $36152.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-10-20      | 8.0000%  | 0.0000% | $73412.00          | $9661.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-07-20      | 3.5000%  | 0.0000% | $115000.00         | $47926.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $7965.48           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-10-20      | 7.0000%  | 0.0000% | $55082500.00       | $18348.63          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-01-20      | 6.5000%  | 0.0000% | $198307.00         | $93.95             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-01-20      | 7.0000%  | 0.0000% | $5706011.00        | $1846.54           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-01-20      | 7.5000%  | 0.0000% | $3252134.00        | $649.54            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-11-20      | 6.5000%  | 0.0000% | $182000.00         | $62.24             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-11-20      | 7.0000%  | 0.0000% | $1033013.00        | $348.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-11-20      | 7.5000%  | 0.0000% | $1176064.00        | $326.57            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-11-20      | 8.0000%  | 0.0000% | $947570.00         | $209.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-12-20      | 6.5000%  | 0.0000% | $30000.00          | $7.54              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-12-20      | 7.0000%  | 0.0000% | $134000.00         | $33.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-12-20      | 7.5000%  | 0.0000% | $2000000.00        | $574.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-12-20      | 8.0000%  | 0.0000% | $5135000.00        | $1291.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-03-20      | 7.0000%  | 0.0000% | $505000.00         | $180.21            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-03-20      | 7.5000%  | 0.0000% | $75000.00          | $15.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-03-20      | 8.0000%  | 0.0000% | $224500.00         | $11.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-01-20      | 8.0000%  | 0.0000% | $1000000.00        | $140.49            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-02-20      | 6.5000%  | 0.0000% | $1490024.00        | $601.71            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-02-20      | 7.0000%  | 0.0000% | $500150.00         | $162.17            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-02-20      | 7.5000%  | 0.0000% | $1203000.00        | $132.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-02-20      | 8.0000%  | 0.0000% | $36000.00          | $1.82              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-11-20      | 4.5000%  | 0.0000% | $105000.00         | $1627.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-09-20      | 4.7500%  | 0.0000% | $41100.00          | $802.19            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-11-20      | 6.0000%  | 0.0000% | $25000.00          | $204.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-11-20      | 7.0000%  | 0.0000% | $36988.00          | $217.13            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-01-20      | 6.0000%  | 0.0000% | $70000.00          | $770.35            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-02-20      | 4.5000%  | 0.0000% | $263000.00         | $3647.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-02-20      | 5.2500%  | 0.0000% | $100000.00         | $3522.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-01-20      | 7.0000%  | 0.0000% | $117000.00         | $430.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-03-20      | 4.5000%  | 0.0000% | $25000.00          | $525.37            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-04-20      | 5.5000%  | 0.0000% | $160239.00         | $1955.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-04-20      | 6.5000%  | 0.0000% | $225000.00         | $1861.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-08-20      | 3.5000%  | 0.0000% | $30000.00          | $6447.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $34660.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 3.5000%  | 0.0000% | $9000.00           | $3018.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 3.5000%  | 0.0000% | $100000.00         | $18084.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $8491.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9562.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $36863.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $458.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $50090.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-04-20      | 4.0000%  | 0.0000% | $123802.00         | $21132.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-05-20      | 4.5000%  | 0.0000% | $397221.00         | $24230.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $32374.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-11-20      | 4.0000%  | 0.0000% | $250000.00         | $36205.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 5.5000%  | 0.0000% | $2128500.00        | $34349.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-10-20      | 4.5000%  | 0.0000% | $8797376.00        | $48370.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 4.5000%  | 0.0000% | $65000.00          | $11863.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $13723.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $6942.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 4.5000%  | 0.0000% | $165000.00         | $38425.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 4.5000%  | 0.0000% | $153000.00         | $19079.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 4.5000%  | 0.0000% | $116000.00         | $18211.87          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-05-20      | 4.0000%  | 0.0000% | $192000.00         | $46260.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-09-20      | 4.5000%  | 0.0000% | $292000.00         | $7890.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 5.0000%  | 0.0000% | $78000.00          | $21286.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-06-20      | 5.0000%  | 0.0000% | $32000.00          | $4604.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-07-20      | 5.0000%  | 0.0000% | $40000.00          | $2245.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-11-20      | 2.5000%  | 0.0000% | $25000.00          | $2177.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-12-20      | 2.5000%  | 0.0000% | $25000.00          | $4115.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-12-20      | 2.5000%  | 0.0000% | $25000.00          | $2619.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-05-20      | 4.5000%  | 0.0000% | $422000.00         | $5946.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-05-20      | 5.0000%  | 0.0000% | $30000.00          | $423.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-06-20      | 4.5000%  | 0.0000% | $125000.00         | $1591.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-06-20      | 7.0000%  | 0.0000% | $285000.00         | $812.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-07-20      | 5.5000%  | 0.0000% | $306000.00         | $3413.03           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-07-20      | 6.5000%  | 0.0000% | $940000.00         | $8732.16           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-08-20      | 5.5000%  | 0.0000% | $77000.00          | $815.56            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-08-20      | 6.5000%  | 0.0000% | $320000.00         | $3520.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-03-20      | 5.5000%  | 0.0000% | $46000.00          | $102.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-03-20      | 6.0000%  | 0.0000% | $970000.00         | $956.58            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-03-20      | 6.5000%  | 0.0000% | $14090327.00       | $10785.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-03-20      | 7.0000%  | 0.0000% | $73214.00          | $55.69             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-01-20      | 6.5000%  | 0.0000% | $18235038.00       | $16641.46          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-01-20      | 7.0000%  | 0.0000% | $227000.00         | $178.28            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-01-20      | 7.5000%  | 0.0000% | $217810.00         | $205.68            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-02-20      | 6.0000%  | 0.0000% | $50000.00          | $51.33             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-02-20      | 6.5000%  | 0.0000% | $4012165.00        | $3302.32           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-02-20      | 7.0000%  | 0.0000% | $320523.00         | $158.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-04-20      | 6.5000%  | 0.0000% | $5130630.00        | $3985.50           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-04-20      | 7.0000%  | 0.0000% | $355000.00         | $289.56            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-04-20      | 7.5000%  | 0.0000% | $80545.00          | $26.14             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-04-20      | 8.0000%  | 0.0000% | $505000.00         | $235.02            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-05-20      | 6.5000%  | 0.0000% | $65000.00          | $56.79             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-05-20      | 7.0000%  | 0.0000% | $2137171.00        | $1825.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-08-20      | 6.5000%  | 0.0000% | $10931147.00       | $11136.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-07-20      | 7.0000%  | 0.0000% | $362516.00         | $170260.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-10-20      | 2.0000%  | 0.0000% | $218066.00         | $172068.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-12-20      | 2.0000%  | 0.0000% | $268640.00         | $212557.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-12-20      | 7.0000%  | 0.0000% | $3776.00           | $1713.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-10-20      | 2.0000%  | 0.0000% | $337650.00         | $216695.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-11-20      | 2.5000%  | 0.0000% | $768057.00         | $613735.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-01-20      | 7.5000%  | 0.0000% | $600000.00         | $22204.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-02-20      | 4.0000%  | 0.0000% | $609933.00         | $29919.93          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2041-02-20      | 4.5000%  | 0.0000% | $593333.00         | $22396.21          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2041-01-20      | 4.5000%  | 0.0000% | $20888.00          | $979.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-12-20      | 6.0000%  | 0.0000% | $1505794.00        | $24113.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-02-20      | 6.5000%  | 0.0000% | $555492.00         | $16339.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-03-20      | 4.0000%  | 0.0000% | $329968.00         | $16955.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-03-20      | 4.5000%  | 0.0000% | $3840.00           | $144.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-10-20      | 6.0000%  | 0.0000% | $1359187.00        | $41598.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-12-20      | 6.0000%  | 0.0000% | $710652.00         | $23658.45          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2041-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1205.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-11-20      | 6.0000%  | 0.0000% | $720319.00         | $15513.18          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-11-20      | 6.5000%  | 0.0000% | $70873.00          | $2137.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-05-20      | 4.0000%  | 0.0000% | $900000.00         | $228.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-05-20      | 4.0000%  | 0.0000% | $670317.00         | $27157.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-07-20      | 4.5000%  | 0.0000% | $550000.00         | $353.49            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-06-20      | 4.0000%  | 0.0000% | $50000.00          | $23.10             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-06-20      | 5.5000%  | 0.0000% | $503502.00         | $17364.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-08-20      | 7.0000%  | 0.0000% | $10000.00          | $82.15             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-10-20      | 4.0000%  | 0.0000% | $135000.00         | $227.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-09-20      | 5.5000%  | 0.0000% | $1042425.00        | $43274.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-09-20      | 3.0000%  | 0.0000% | $50000.00          | $4207.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-11-20      | 4.5000%  | 0.0000% | $14195.00          | $622.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-10-20      | 5.5000%  | 0.0000% | $175000.00         | $5892.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-11-20      | 5.5000%  | 0.0000% | $348592.00         | $11278.56          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-05-20      | 5.6250%  | 0.0000% | $1500000.00        | $12.04             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 5.3750%  | 0.0000% | $802198.00         | $25.78             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 5.3750%  | 0.0000% | $7964250.00        | $151.04            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 5.3750%  | 0.0000% | $549628.00         | $10.40             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-08-20      | 5.3750%  | 0.0000% | $1815199.00        | $77.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-01-20      | 2.0000%  | 0.0000% | $193654.00         | $140971.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.5000%  | 0.0000% | $372363.00         | $293476.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-12-20      | 3.0000%  | 0.0000% | $148667.00         | $124169.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-04-20      | 6.0000%  | 0.0000% | $30000.00          | $20360.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-04-20      | 2.0000%  | 0.0000% | $212334.00         | $158835.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-01-20      | 2.5000%  | 0.0000% | $652499.00         | $530999.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 3.0000%  | 0.0000% | $167353.00         | $140940.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 5.5000%  | 0.0000% | $135786.00         | $111372.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $672.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 2.5000%  | 0.0000% | $272520.00         | $227449.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 5.5000%  | 0.0000% | $1797.00           | $1554.72           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $736.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 4.0000%  | 0.0000% | $18016.00          | $16628.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 4.5000%  | 0.0000% | $16000.00          | $15186.85          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $47782.00          | $34804.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 7.0000%  | 0.0000% | $67000.00          | $43271.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-04-20      | 2.5000%  | 0.0000% | $807428.00         | $649472.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.0000%  | 0.0000% | $18677.00          | $17305.46          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-09-20      | 5.0000%  | 0.0000% | $44000.00          | $43165.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $33802.00          | $34214.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-09-20      | 2.5000%  | 0.0000% | $59297.00          | $50133.12          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 5.5000%  | 0.0000% | $7051.00           | $7051.74           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 6.5000%  | 0.0000% | $329668.00         | $340370.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 4.5000%  | 0.0000% | $1599.00           | $1543.47           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 5.0000%  | 0.0000% | $257064.00         | $254926.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 4.5000%  | 0.0000% | $85953921.00       | $86095889.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 2.5000%  | 0.0000% | $437988.00         | $376727.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 4.0000%  | 0.0000% | $46000.00          | $43120.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-08-20      | 5.0000%  | 0.0000% | $38747.00          | $7823.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-10-20      | 6.5000%  | 0.0000% | $295924.00         | $26330.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-02-20      | 7.5000%  | 0.0000% | $69029.00          | $743.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-08-20      | 3.5000%  | 0.0000% | $2000.00           | $220.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-12-20      | 5.5000%  | 0.0000% | $130942.00         | $41438.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-04-20      | 6.5000%  | 0.0000% | $57479.00          | $3368.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-07-20      | 8.0000%  | 0.0000% | $50355.00          | $9546.10           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-07-20      | 4.5000%  | 0.0000% | $445744.00         | $38156.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-04-20      | 6.5000%  | 0.0000% | $55451.00          | $831.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-09-20      | 7.0000%  | 0.0000% | $41764.00          | $2687.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-09-20      | 5.0000%  | 0.0000% | $120000.00         | $10200.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-07-20      | 7.0000%  | 0.0000% | $261915.00         | $6218.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-10-20      | 5.5000%  | 0.0000% | $275135.00         | $25725.68          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-10-20      | 3.5000%  | 0.0000% | $1007.00           | $116.63            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-10-20      | 4.0000%  | 0.0000% | $124091.00         | $12926.65          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-12-20      | 3.5000%  | 0.0000% | $1024.00           | $122.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-01-20      | 6.0000%  | 0.0000% | $193127.00         | $24259.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-01-20      | 5.5000%  | 0.0000% | $254213.00         | $38092.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-12-20      | 2.5000%  | 0.0000% | $151177.00         | $43777.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2048-04-20      | 5.5000%  | 0.0000% | $292000.00         | $29522.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-08-20      | 8.0000%  | 0.0000% | $72997.00          | $3261.43           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2048-05-20      | 6.0000%  | 0.0000% | $26000.00          | $3314.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 8.0000%  | 0.0000% | $54409.00          | $26946.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-10-20      | 4.0000%  | 0.0000% | $114391.00         | $13034.48          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-06-20      | 8.0000%  | 0.0000% | $1501977.00        | $914.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-06-20      | 8.5000%  | 0.0000% | $3050000.00        | $447.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-07-20      | 7.0000%  | 0.0000% | $81420.00          | $28.97             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-07-20      | 7.5000%  | 0.0000% | $1403000.00        | $177.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-07-20      | 8.0000%  | 0.0000% | $165206.00         | $78.23             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-07-20      | 8.5000%  | 0.0000% | $1538297.00        | $376.21            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-10-20      | 7.0000%  | 0.0000% | $2346091.00        | $1553.28           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-10-20      | 7.5000%  | 0.0000% | $375000.00         | $191.26            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-10-20      | 8.0000%  | 0.0000% | $355368.00         | $147.16            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-08-20      | 8.5000%  | 0.0000% | $5645618.00        | $1399.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 7.0000%  | 0.0000% | $281000.00         | $313.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 3.5000%  | 0.0000% | $64769.00          | $16733.94          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2041-02-20      | 5.0000%  | 0.0000% | $542327.00         | $547274.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 3.0000%  | 0.0000% | $304384.00         | $290515.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 4.5000%  | 0.0000% | $15578688.00       | $15622619.90       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 5.3750%  | 0.0000% | $500000.00         | $34.76             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 5.3750%  | 0.0000% | $300000.00         | $7.37              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-05-20      | 5.6250%  | 0.0000% | $6300000.00        | $54.86             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-07-20      | 7.0000%  | 0.0000% | $65000.00          | $26.42             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-02-20      | 7.2100%  | 0.0000% | $2079096.00        | $135.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-05-20      | 6.5000%  | 0.0000% | $87806.00          | $98.11             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-04-20      | 6.7500%  | 0.0000% | $25000.00          | $6.86              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-11-20      | 6.5000%  | 0.0000% | $15000.00          | $484.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-10-20      | 6.5000%  | 0.0000% | $96000.00          | $994.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-07-20      | 6.5000%  | 0.0000% | $100000.00         | $2133.97           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-12-20      | 4.0000%  | 0.0000% | $256000.00         | $26174.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-05-20      | 6.5000%  | 0.0000% | $38000.00          | $1386.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-01-20      | 6.5000%  | 0.0000% | $25000.00          | $4086.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-02-20      | 4.5000%  | 0.0000% | $4500000.00        | $49299.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-08-20      | 4.0000%  | 0.0000% | $1035000.00        | $8410.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-04-20      | 6.4500%  | 0.0000% | $537904.00         | $17094.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-02-20      | 6.5000%  | 0.0000% | $50000.00          | $67.13             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-12-20      | 5.1250%  | 0.0000% | $2180165.00        | $150.47            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 5.1250%  | 0.0000% | $300000.00         | $21.85             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 5.1250%  | 0.0000% | $1000000.00        | $81.08             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $224.74            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 5.1250%  | 0.0000% | $859542.00         | $68.73             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-12-20      | 5.1250%  | 0.0000% | $9220478.00        | $615.31            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-12-20      | 5.1250%  | 0.0000% | $3000000.00        | $350.98            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-04-20      | 5.6250%  | 0.0000% | $642135.00         | $99.27             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-02-20      | 5.6250%  | 0.0000% | $1000000.00        | $213.01            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-07-20      | 5.3750%  | 0.0000% | $22965982.00       | $4493.61           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-05-20      | 5.6250%  | 0.0000% | $6943636.00        | $1049.19           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-06-20      | 5.6250%  | 0.0000% | $1340522.00        | $312.82            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-10-20      | 5.1250%  | 0.0000% | $14000000.00       | $3348.15           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-12-20      | 5.1250%  | 0.0000% | $890900.00         | $289.58            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-03-20      | 5.6250%  | 0.0000% | $1700000.00        | $476.92            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 4.5000%  | 0.0000% | $1621159.00        | $1627150.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 5.0000%  | 0.0000% | $1174335.00        | $1187431.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 6.5000%  | 0.0000% | $245535.00         | $184861.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 7.5000%  | 0.0000% | $1174334.00        | $718553.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 6.0000%  | 0.0000% | $19169.00          | $18480.12          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $1171818.00        | $768629.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $885476.00         | $563566.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $108901.00         | $103501.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 7.0000%  | 0.0000% | $564833.00         | $588961.27         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $653954.00         | $683000.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $604561.00         | $356539.39         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $124459.00         | $129829.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $194470.00         | $167466.87         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.2500%  | 0.0000% | $296324.00         | $304806.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.0000%  | 0.0000% | $611359.00         | $644689.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $38663.00          | $37484.44          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $330954.00         | $182988.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $109182.00         | $94553.05          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $33104.00          | $29941.80          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $182748.00         | $164663.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 6.5000%  | 0.0000% | $286791.00         | $235643.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $295478.00         | $274131.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 6.5000%  | 0.0000% | $373357.00         | $259367.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $450774.00         | $302725.51         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $138836.00         | $112715.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $170288.00         | $142270.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $857776.00         | $858454.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $94592.00          | $99080.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $103423.00         | $95390.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $42699.00          | $37180.99          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.0000%  | 0.0000% | $1356318.00        | $705586.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $179322.00         | $142357.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-01-20      | 5.6250%  | 0.0000% | $6400000.00        | $4797.95           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 5.6250%  | 0.0000% | $700000.00         | $780.34            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 5.6250%  | 0.0000% | $8209787.00        | $9914.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 5.6250%  | 0.0000% | $2903165.00        | $2725.32           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 5.6250%  | 0.0000% | $390971.00         | $394.48            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 5.6250%  | 0.0000% | $4150305.00        | $2627.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 5.6250%  | 0.0000% | $2000500.00        | $4239.67           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 5.6250%  | 0.0000% | $1610161.00        | $2202.29           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-06-20      | 5.6250%  | 0.0000% | $2500000.00        | $3465.58           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-11-20      | 5.1250%  | 0.0000% | $6300000.00        | $2762.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-04-20      | 5.6250%  | 0.0000% | $500000.00         | $4257.69           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-08-20      | 5.3750%  | 0.0000% | $725906.00         | $1323.54           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-09-20      | 7.5000%  | 0.0000% | $1060000.00        | $494.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 8.0000%  | 0.0000% | $292979.00         | $101.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 8.5000%  | 0.0000% | $49000.00          | $7.62              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-09-20      | 9.0000%  | 0.0000% | $702000.00         | $182.28            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-10-20      | 8.5000%  | 0.0000% | $75340.00          | $16.44             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-10-20      | 9.0000%  | 0.0000% | $237000.00         | $175.13            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-11-20      | 7.0000%  | 0.0000% | $75000.00          | $42.53             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-11-20      | 7.5000%  | 0.0000% | $6010183.00        | $2593.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-11-20      | 8.5000%  | 0.0000% | $10692589.00       | $4488.26           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-12-20      | 7.0000%  | 0.0000% | $361500.00         | $252.20            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-12-20      | 7.5000%  | 0.0000% | $420423.00         | $222.95            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-12-20      | 8.0000%  | 0.0000% | $825000.00         | $555.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-01-20      | 5.5000%  | 0.0000% | $577990.00         | $6504.98           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-01-20      | 7.0000%  | 0.0000% | $2044062.00        | $1672.15           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-01-20      | 7.5000%  | 0.0000% | $105912.00         | $79.90             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-01-20      | 8.0000%  | 0.0000% | $45000.00          | $19.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-01-20      | 8.5000%  | 0.0000% | $4813176.00        | $3849.84           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-02-20      | 6.0000%  | 0.0000% | $50000.00          | $37.69             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-02-20      | 3.7500%  | 0.0000% | $32000.00          | $8334.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-04-20      | 3.7500%  | 0.0000% | $25000.00          | $7310.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-05-20      | 3.7500%  | 0.0000% | $25000.00          | $10185.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2804.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-08-20      | 3.5000%  | 0.0000% | $20000.00          | $1753.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6797.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-10-20      | 3.5000%  | 0.0000% | $25000.00          | $9010.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-03-20      | 3.5000%  | 0.0000% | $55000.00          | $7500.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-12-20      | 7.0000%  | 0.0000% | $136000.00         | $6438.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-10-20      | 3.5000%  | 0.0000% | $50000.00          | $9347.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-10-20      | 4.0000%  | 0.0000% | $75000.00          | $8141.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 7.5000%  | 0.0000% | $192358.00         | $202129.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-07-15      | 6.1400%  | 0.0000% | $6528690.00        | $6956055.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2054-11-15      | 6.3800%  | 0.0000% | $7556474.00        | $8052705.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-10-15      | 5.6000%  | 0.0000% | $5099449.00        | $5345230.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $731.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 8.0000%  | 0.0000% | $1458580.00        | $226450.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 4.5000%  | 0.0000% | $2000.00           | $1629.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-08-15      | 6.1000%  | 0.0000% | $4115470.00        | $4387763.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 6.5000%  | 0.0000% | $4015268.00        | $718366.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 7.5000%  | 0.0000% | $1000.00           | $237.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 5.0000%  | 0.0000% | $5443.00           | $4752.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-02-15      | 5.5000%  | 0.0000% | $625000.00         | $646812.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2065-08-15      | 5.0000%  | 0.0000% | $14247499.00       | $14317289.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $3693.00           | $2993.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-01-15      | 5.9600%  | 0.0000% | $4182817.00        | $4339951.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-02-15      | 5.7400%  | 0.0000% | $546953.00         | $566462.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-12-15      | 5.7200%  | 0.0000% | $5220788.00        | $5518867.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 5.0000%  | 0.0000% | $679567.00         | $514740.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 3.5000%  | 0.0000% | $187809.00         | $41781.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 3.5000%  | 0.0000% | $160012.00         | $26093.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-01-20      | 4.2500%  | 0.0000% | $25000.00          | $10507.09          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $4920.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-11-20      | 5.5000%  | 0.0000% | $24904052.00       | $45004.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-04-20      | 6.5000%  | 0.0000% | $5640328.00        | $2352.93           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-04-20      | 7.0000%  | 0.0000% | $387000.00         | $215.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-04-20      | 7.5000%  | 0.0000% | $300000.00         | $139.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-05-20      | 6.5000%  | 0.0000% | $200000.00         | $93.96             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-05-20      | 7.0000%  | 0.0000% | $1829000.00        | $683.84            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-05-20      | 7.5000%  | 0.0000% | $2086966.00        | $830.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-06-20      | 6.0000%  | 0.0000% | $25000.00          | $21.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-06-20      | 6.5000%  | 0.0000% | $12300000.00       | $6012.37           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-06-20      | 7.0000%  | 0.0000% | $192345.00         | $67.77             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-06-20      | 7.5000%  | 0.0000% | $3663646.00        | $418.96            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-07-20      | 7.0000%  | 0.0000% | $1695000.00        | $726.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-08-20      | 6.5000%  | 0.0000% | $16408327.00       | $8582.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-08-20      | 2.5000%  | 0.0000% | $60660.00          | $20291.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 4.0000%  | 0.0000% | $12496.00          | $2938.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-08-20      | 6.0000%  | 0.0000% | $30000.00          | $4201.22           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-09-20      | 5.0000%  | 0.0000% | $123000.00         | $27239.39          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-09-20      | 2.0000%  | 0.0000% | $2048.00           | $897.50            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-10-20      | 3.5000%  | 0.0000% | $160000.00         | $48965.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-10-20      | 5.0000%  | 0.0000% | $25000.00          | $6499.16           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-02-20      | 5.5000%  | 0.0000% | $50000.00          | $14099.10          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-11-20      | 2.0000%  | 0.0000% | $4000.00           | $1838.11           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-11-20      | 3.0000%  | 0.0000% | $1001.00           | $317.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-04-20      | 6.0000%  | 0.0000% | $60660.00          | $33157.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-05-20      | 2.5000%  | 0.0000% | $440757.00         | $275924.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-05-20      | 4.5000%  | 0.0000% | $1999.00           | $1402.15           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-05-20      | 5.0000%  | 0.0000% | $50000.00          | $31323.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-06-20      | 3.0000%  | 0.0000% | $3890.00           | $2527.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-10-20      | 7.0000%  | 0.0000% | $66977.00          | $36049.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-03-20      | 5.0000%  | 0.0000% | $30000.00          | $10162.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-04-20      | 3.0000%  | 0.0000% | $2169.00           | $937.43            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-03-20      | 3.5000%  | 0.0000% | $123458.00         | $49691.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-01-20      | 5.0000%  | 0.0000% | $129000.00         | $41278.68          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-06-20      | 5.0000%  | 0.0000% | $27000.00          | $8784.59           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-07-20      | 2.5000%  | 0.0000% | $348607.00         | $190848.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-08-20      | 2.5000%  | 0.0000% | $1478920.00        | $825929.37         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-09-20      | 2.0000%  | 0.0000% | $3076.00           | $1719.70           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-11-20      | 3.5000%  | 0.0000% | $1278682.00        | $802201.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-11-20      | 5.0000%  | 0.0000% | $55000.00          | $23499.73          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $395315.00         | $349331.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $677051.00         | $706646.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $80298.00          | $64973.39          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $89908.00          | $79579.01          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $1467728.00        | $769038.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $1307745.00        | $590038.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $507846.00         | $528734.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $1561984.00        | $755582.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $1185970.00        | $876448.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $90178.00          | $76242.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $180091.00         | $160370.27         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $169930.00         | $153940.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $179459.00         | $154971.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $78886.00          | $83723.90          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $68348.00          | $72500.15          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $254920.00         | $235175.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $167185.00         | $174810.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-12-20      | 7.5000%  | 0.0000% | $100000.00         | $180.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-04-20      | 4.5000%  | 0.0000% | $35000.00          | $798.48            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-02-20      | 6.0000%  | 0.0000% | $273018.00         | $2994.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-02-20      | 6.5000%  | 0.0000% | $310000.00         | $3333.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-03-20      | 6.0000%  | 0.0000% | $450000.00         | $4850.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-03-20      | 7.0000%  | 0.0000% | $125000.00         | $3305.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-06-20      | 7.0000%  | 0.0000% | $45000.00          | $451.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-05-20      | 6.0000%  | 0.0000% | $538664.00         | $6874.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-05-20      | 7.0000%  | 0.0000% | $60000.00          | $575.52            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-07-20      | 6.0000%  | 0.0000% | $2706917.00        | $29485.97          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-08-20      | 5.5000%  | 0.0000% | $963719.00         | $10718.34          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-08-20      | 7.0000%  | 0.0000% | $675000.00         | $4310.67           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-10-20      | 5.5000%  | 0.0000% | $29000.00          | $302.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-10-20      | 6.0000%  | 0.0000% | $4320000.00        | $39618.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-10-20      | 7.0000%  | 0.0000% | $525000.00         | $6009.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-09-20      | 7.0000%  | 0.0000% | $174000.00         | $1668.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-09-20      | 7.5000%  | 0.0000% | $80000.00          | $1953.12           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-11-20      | 7.0000%  | 0.0000% | $520000.00         | $8703.08           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-12-20      | 6.5000%  | 0.0000% | $106000.00         | $1534.00           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-12-20      | 7.0000%  | 0.0000% | $905000.00         | $15689.54          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-01-20      | 4.5000%  | 0.0000% | $123000.00         | $1691.29           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-01-20      | 6.5000%  | 0.0000% | $125000.00         | $1625.48           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-01-20      | 7.0000%  | 0.0000% | $310000.00         | $4899.35           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-10-20      | 6.0000%  | 0.0000% | $657645.00         | $15635.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-01-20      | 3.0000%  | 0.0000% | $160440.00         | $14471.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-01-20      | 3.5000%  | 0.0000% | $139591.00         | $9428.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-02-20      | 6.0000%  | 0.0000% | $738436.00         | $21711.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-03-20      | 4.0000%  | 0.0000% | $50000.00          | $2463.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-02-20      | 5.0000%  | 0.0000% | $393000.00         | $17426.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-08-20      | 4.5000%  | 0.0000% | $71000.00          | $2422.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-08-20      | 6.5000%  | 0.0000% | $25000.00          | $451.99            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $82648.00          | $86540.34          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $100233.00         | $105261.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 7.0000%  | 0.0000% | $1412009.00        | $750135.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $540891.00         | $567224.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 5.5000%  | 0.0000% | $10018.00          | $10132.04          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $269065.00         | $278848.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $72375.00          | $75413.77          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $78342.00          | $81397.97          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $110902.00         | $115088.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $83098.00          | $87086.49          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 5.0000%  | 0.0000% | $140207.00         | $138859.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 6.5000%  | 0.0000% | $119894.00         | $106926.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $146967.00         | $125963.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2068-07-15      | 5.3400%  | 0.0000% | $5778154.00        | $5841170.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $839314.00         | $870521.36         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $70909.00          | $74348.79          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $88336.00          | $92608.26          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $139213.00         | $138213.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $174628.00         | $167972.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $95066.00          | $78358.42          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-08-20      | 7.0000%  | 0.0000% | $4454109.00        | $3449.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-06-20      | 6.5000%  | 0.0000% | $679715.00         | $605.27            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-06-20      | 7.0000%  | 0.0000% | $6515206.00        | $5352.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-07-20      | 6.5000%  | 0.0000% | $3515306.00        | $2798.17           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-07-20      | 7.0000%  | 0.0000% | $2272370.00        | $1185.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-07-20      | 8.0000%  | 0.0000% | $1270000.00        | $305.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-01-20      | 4.0000%  | 0.0000% | $1008.00           | $914.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-08-20      | 7.0000%  | 0.0000% | $2147962.00        | $1104.98           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-07-20      | 8.5000%  | 0.0000% | $175000.00         | $5.18              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-02-20      | 5.7500%  | 0.0000% | $75000.00          | $6703.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-06-20      | 7.5000%  | 0.0000% | $65599.00          | $19.99             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 8.0000%  | 0.0000% | $717426.00         | $259.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-07-20      | 7.5000%  | 0.0000% | $60000.00          | $73.15             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-05-20      | 4.5000%  | 0.0000% | $75000.00          | $1821.26           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-09-20      | 5.3750%  | 0.0000% | $1980000.00        | $98.52             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-02-20      | 5.6250%  | 0.0000% | $4000000.00        | $1078.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-05-20      | 3.0000%  | 0.0000% | $33000.00          | $11739.97          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-11-20      | 2.5000%  | 0.0000% | $1075000.00        | $30726.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-11-20      | 5.5000%  | 0.0000% | $50000.00          | $1855.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-12-20      | 4.0000%  | 0.0000% | $159936.00         | $4385.01           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2043-08-20      | 3.0000%  | 0.0000% | $50000.00          | $5492.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-01-20      | 3.0000%  | 0.0000% | $270756.00         | $30064.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-01-20      | 4.5000%  | 0.0000% | $663000.00         | $47072.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-01-20      | 4.0000%  | 0.0000% | $1294315.00        | $43974.70          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-02-20      | 3.0000%  | 0.0000% | $70000.00          | $5765.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-02-20      | 4.5000%  | 0.0000% | $1167.00           | $69.94             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-03-20      | 3.0000%  | 0.0000% | $290489.00         | $22576.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-04-20      | 4.5000%  | 0.0000% | $482936.00         | $31710.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-06-20      | 8.0000%  | 0.0000% | $202317.00         | $12953.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-05-20      | 3.0000%  | 0.0000% | $400000.00         | $48208.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-11-20      | 8.5000%  | 0.0000% | $141397.00         | $14644.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-06-20      | 5.5000%  | 0.0000% | $435000.00         | $28214.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-07-20      | 5.0000%  | 0.0000% | $32976.00          | $1548.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-06-20      | 7.0000%  | 0.0000% | $109701.00         | $4106.83           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-10-20      | 4.0000%  | 0.0000% | $520099.00         | $32356.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-09-20      | 2.5000%  | 0.0000% | $74017.00          | $12153.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-12-20      | 3.0000%  | 0.0000% | $150000.00         | $11490.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-02-20      | 6.0000%  | 0.0000% | $50000.00          | $3997.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-01-20      | 8.0000%  | 0.0000% | $104525.00         | $2316.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-10-20      | 9.0000%  | 0.0000% | $54429.00          | $2630.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-03-20      | 7.0000%  | 0.0000% | $48574.00          | $2606.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-07-20      | 8.0000%  | 0.0000% | $45869.00          | $367.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-04-20      | 4.0000%  | 0.0000% | $1112.00           | $9.67              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-03-20      | 4.5000%  | 0.0000% | $119686.00         | $5079.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-04-20      | 2.5000%  | 0.0000% | $25000.00          | $3850.25           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-04-20      | 3.5000%  | 0.0000% | $374628.00         | $26520.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-05-20      | 3.5000%  | 0.0000% | $547495.00         | $41713.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-03-20      | 4.0000%  | 0.0000% | $414602.00         | $11788.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-05-20      | 5.5000%  | 0.0000% | $125000.00         | $10792.79          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-06-20      | 3.0000%  | 0.0000% | $143000.00         | $7042.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-06-20      | 5.0000%  | 0.0000% | $12000.00          | $949.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-05-20      | 2.0000%  | 0.0000% | $165169.00         | $11508.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-06-20      | 4.0000%  | 0.0000% | $202994.00         | $1348.02           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-07-20      | 5.5000%  | 0.0000% | $29000.00          | $2389.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-11-20      | 7.0000%  | 0.0000% | $76249.00          | $9952.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-06-20      | 2.5000%  | 0.0000% | $30000.00          | $5542.97           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-08-20      | 3.0000%  | 0.0000% | $395000.00         | $48009.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-05-20      | 7.0000%  | 0.0000% | $200881.00         | $20278.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-09-20      | 4.0000%  | 0.0000% | $462643.00         | $13236.23          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-09-20      | 5.5000%  | 0.0000% | $336592.00         | $31072.41          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-11-20      | 4.0000%  | 0.0000% | $50000.00          | $3785.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-12-20      | 8.0000%  | 0.0000% | $26155.00          | $538.94            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-12-20      | 5.5000%  | 0.0000% | $6000.00           | $546.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-01-20      | 2.0000%  | 0.0000% | $262303.00         | $34198.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-01-20      | 4.0000%  | 0.0000% | $35954.00          | $2390.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-08-20      | 8.0000%  | 0.0000% | $128337.00         | $17594.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-11-20      | 8.0000%  | 0.0000% | $115702.00         | $11203.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-03-20      | 2.5000%  | 0.0000% | $25000.00          | $6102.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-04-20      | 7.0000%  | 0.0000% | $178095.00         | $25840.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-25      | 1.7381%  | 0.0000% | $100000000.00      | $2716995.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-25      | 5.5000%  | 0.0000% | $91248.00          | $103181.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-12-20      | 3.5000%  | 0.0000% | $810000.00         | $3231.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-12-20      | 3.5000%  | 0.0000% | $202561.00         | $28715.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-08-20      | 4.0000%  | 0.0000% | $635000.00         | $49647.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-11-20      | 3.0000%  | 0.0000% | $50000.00          | $4092.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-05-20      | 6.5000%  | 0.0000% | $3601884.00        | $24586.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-03-20      | 3.0000%  | 0.0000% | $120000.00         | $12504.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-11-20      | 7.0000%  | 0.0000% | $40000.00          | $1587.08           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-04-20      | 2.5000%  | 0.0000% | $4050000.00        | $30784.62          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-05-20      | 2.5000%  | 0.0000% | $68000.00          | $596.58            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2042-05-20      | 5.6250%  | 0.0000% | $1340.00           | $27.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-06-20      | 3.0000%  | 0.0000% | $80006.00          | $7651.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-06-20      | 5.5000%  | 0.0000% | $60648.00          | $1738.27           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-06-20      | 2.5000%  | 0.0000% | $525000.00         | $5812.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-07-20      | 5.0000%  | 0.0000% | $374966.00         | $17917.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-09-20      | 3.5000%  | 0.0000% | $325002.00         | $26949.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-10-20      | 5.5000%  | 0.0000% | $111073.00         | $4416.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-11-20      | 5.5000%  | 0.0000% | $593869.00         | $17414.96          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2042-11-20      | 2.5000%  | 0.0000% | $33000.00          | $4126.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-12-20      | 3.0000%  | 0.0000% | $33162.00          | $3406.30           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2042-12-20      | 3.5000%  | 0.0000% | $366664.00         | $33888.98          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2028-01-20      | 2.5000%  | 0.0000% | $1007119.00        | $18992.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-09-20      | 4.0000%  | 0.0000% | $275504.00         | $3534.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-02-20      | 4.0000%  | 0.0000% | $175000.00         | $5897.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2028-05-20      | 3.5000%  | 0.0000% | $760191.00         | $12796.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-06-20      | 4.0000%  | 0.0000% | $487000.00         | $47130.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-06-20      | 4.5000%  | 0.0000% | $360000.00         | $24601.70          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2047-02-20      | 4.5000%  | 0.0000% | $2000.00           | $182.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-03-20      | 4.0000%  | 0.0000% | $207504.00         | $30815.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-04-20      | 6.0000%  | 0.0000% | $28224.00          | $31.05             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-06-20      | 4.0000%  | 0.0000% | $97067.00          | $21846.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 4.5000%  | 0.0000% | $47771.00          | $25628.82          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-01-20      | 4.0000%  | 0.0000% | $700000.00         | $169259.35         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-12-15      | 5.7400%  | 0.0000% | $3775489.00        | $3970509.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $2346.00           | $1664.83           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 7.5000%  | 0.0000% | $2043.00           | $1856.04           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $88572.00          | $92935.32          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $89550.00          | $93839.41          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $66896.00          | $66343.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-10-20      | 6.5000%  | 0.0000% | $6543638.00        | $2764.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-10-20      | 7.0000%  | 0.0000% | $2685118.00        | $1575.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-10-20      | 8.0000%  | 0.0000% | $144852.00         | $52.20             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-08-20      | 7.5000%  | 0.0000% | $640870.00         | $535.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-08-20      | 8.0000%  | 0.0000% | $573272.00         | $57.54             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-09-20      | 6.5000%  | 0.0000% | $200000.00         | $162.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-09-20      | 7.0000%  | 0.0000% | $265051.00         | $187.45            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-09-20      | 7.5000%  | 0.0000% | $899211.00         | $753.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-09-20      | 8.0000%  | 0.0000% | $303396.00         | $92.89             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-12-20      | 7.5000%  | 0.0000% | $1743843.00        | $884.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-12-20      | 8.0000%  | 0.0000% | $215625.00         | $106.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-12-20      | 8.5000%  | 0.0000% | $504971.00         | $2.71              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-11-20      | 7.0000%  | 0.0000% | $3678623.00        | $1832.85           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2029-11-20      | 7.5000%  | 0.0000% | $130318.00         | $67.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-11-20      | 8.0000%  | 0.0000% | $60000.00          | $26.95             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-12-20      | 7.0000%  | 0.0000% | $75585.00          | $38.47             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-02-20      | 8.5000%  | 0.0000% | $61587.00          | $31.38             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-01-20      | 6.0000%  | 0.0000% | $25000.00          | $32.98             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-01-20      | 7.0000%  | 0.0000% | $3177525.00        | $1119.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-01-20      | 7.5000%  | 0.0000% | $315170.00         | $156.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-01-20      | 8.0000%  | 0.0000% | $1149716.00        | $506.74            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-02-20      | 7.0000%  | 0.0000% | $1065000.00        | $660.03            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-02-20      | 7.5000%  | 0.0000% | $190100.00         | $107.66            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-02-20      | 8.0000%  | 0.0000% | $50000.00          | $31.91             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-05-20      | 7.5000%  | 0.0000% | $2268115.00        | $1066.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-05-20      | 8.5000%  | 0.0000% | $445323.00         | $78.78             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-03-20      | 7.0000%  | 0.0000% | $99000.00          | $209.38            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-03-20      | 7.5000%  | 0.0000% | $148000.00         | $54.75             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-03-20      | 8.0000%  | 0.0000% | $1025065.00        | $498.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-03-20      | 8.5000%  | 0.0000% | $85630.00          | $26.68             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 7.5000%  | 0.0000% | $1298112.00        | $523.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26582.28          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-04-20      | 4.0000%  | 0.0000% | $674668.00         | $402663.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-12-20      | 2.5000%  | 0.0000% | $1999.00           | $974.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 4.0000%  | 0.0000% | $1000.00           | $586.50            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-10-15      | 5.5300%  | 0.0000% | $1972651.00        | $1986925.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 2.5000%  | 0.0000% | $26000.00          | $10936.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 2.5000%  | 0.0000% | $11226.00          | $6617.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 3.0000%  | 0.0000% | $78580.00          | $28309.36          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2062-01-15      | 6.2000%  | 0.0000% | $632454.00         | $675726.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $46718.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-01-20      | 2.5000%  | 0.0000% | $16844.00          | $8647.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $377.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-03-20      | 2.5000%  | 0.0000% | $19000.00          | $11622.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-05-20      | 2.5000%  | 0.0000% | $5129.00           | $2739.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 3.5000%  | 0.0000% | $1069957.00        | $736188.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 3.5000%  | 0.0000% | $1035.00           | $581.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 3.5000%  | 0.0000% | $85148.00          | $25993.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 3.5000%  | 0.0000% | $1000.00           | $759.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-10-20      | 3.0000%  | 0.0000% | $2001.00           | $1184.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $761.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | 4.0000%  | 0.0000% | $554681.00         | $398765.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-12-20      | 4.0000%  | 0.0000% | $2051.00           | $1810.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $325.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | 3.5000%  | 0.0000% | $357030.00         | $226768.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-04-20      | 3.0000%  | 0.0000% | $300000.00         | $155240.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-05-20      | 3.5000%  | 0.0000% | $2363564.00        | $600744.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-04-20      | 4.0000%  | 0.0000% | $4116.00           | $2164.67           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-09-20      | 5.5000%  | 0.0000% | $2000.00           | $1512.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1778.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-07-20      | 4.0000%  | 0.0000% | $1000.00           | $111.75            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 8.0000%  | 0.0000% | $2127706.00        | $1156.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-04-20      | 8.5000%  | 0.0000% | $1965564.00        | $233.47            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2030-08-20      | 7.0000%  | 0.0000% | $2910802.00        | $1994.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2026-12-20      | 7.0000%  | 0.0000% | $135303.00         | $6.09              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-12-20      | 8.0000%  | 0.0000% | $29100.00          | $0.37              | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 7.5000%  | 0.0000% | $270355.00         | $20.10             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2026-11-20      | 8.0000%  | 0.0000% | $1022250.00        | $16.44             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-02-20      | 7.0000%  | 0.0000% | $349538.00         | $40.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-01-20      | 6.5000%  | 0.0000% | $215000.00         | $21.21             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-01-20      | 7.0000%  | 0.0000% | $839799.00         | $116.98            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-02-20      | 7.5000%  | 0.0000% | $1034000.00        | $51.61             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-02-20      | 8.0000%  | 0.0000% | $5895210.00        | $561.87            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-03-20      | 7.0000%  | 0.0000% | $445000.00         | $77.18             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-03-20      | 7.5000%  | 0.0000% | $548000.00         | $75.82             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-03-20      | 8.0000%  | 0.0000% | $5180156.00        | $461.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-05-20      | 8.0000%  | 0.0000% | $2188147.00        | $236.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-04-20      | 6.5000%  | 0.0000% | $50000.00          | $37.60             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4039.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-01-20      | 2.5000%  | 0.0000% | $104384.00         | $44450.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-01-20      | 5.0000%  | 0.0000% | $130000.00         | $39477.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-01-20      | 5.5000%  | 0.0000% | $320000.00         | $70945.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-02-20      | 5.5000%  | 0.0000% | $40000.00          | $13281.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-12-20      | 2.5000%  | 0.0000% | $100000.00         | $17981.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-12-20      | 4.0000%  | 0.0000% | $50980.00          | $6877.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-12-20      | 5.0000%  | 0.0000% | $100000.00         | $12371.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $125.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2030-01-20      | 2.0000%  | 0.0000% | $198400.00         | $37491.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-02-20      | 3.0000%  | 0.0000% | $8998.00           | $1367.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-03-20      | 4.0000%  | 0.0000% | $122461.00         | $16994.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-02-20      | 6.0000%  | 0.0000% | $66007.00          | $12961.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-08-20      | 5.5000%  | 0.0000% | $27000.00          | $3673.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-05-20      | 4.0000%  | 0.0000% | $249529.00         | $43632.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2029-06-20      | 7.5000%  | 0.0000% | $129209.00         | $4476.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-05-20      | 5.0000%  | 0.0000% | $75000.00          | $12879.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-01-20      | 7.0000%  | 0.0000% | $156940.00         | $33495.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-06-20      | 5.0000%  | 0.0000% | $276000.00         | $42614.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-09-20      | 7.5000%  | 0.0000% | $65593.00          | $20220.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-07-20      | 5.5000%  | 0.0000% | $1341.00           | $480.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-09-20      | 4.0000%  | 0.0000% | $107141.00         | $12029.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $415319.00         | $315228.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-12-20      | 6.5000%  | 0.0000% | $452464.00         | $476150.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 5.0000%  | 0.0000% | $780253.00         | $764898.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 5.0000%  | 0.0000% | $492727.00         | $482797.87         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 6.0000%  | 0.0000% | $327946.00         | $331356.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-09-15      | 6.0000%  | 0.0000% | $2919240.00        | $3053110.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-03-20      | 4.0000%  | 0.0000% | $198162.00         | $27109.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-10-20      | 6.5000%  | 0.0000% | $65000.00          | $7472.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-07-20      | 3.5000%  | 0.0000% | $250000.00         | $27358.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-09-20      | 3.0000%  | 0.0000% | $490000.00         | $138609.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-12-20      | 3.5000%  | 0.0000% | $8000.00           | $2347.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 3.5000%  | 0.0000% | $73762.00          | $21264.71          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-04-20      | 7.0000%  | 0.0000% | $3300094.00        | $377.26            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-04-20      | 7.5000%  | 0.0000% | $207400.00         | $20.43             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-04-20      | 8.0000%  | 0.0000% | $2525000.00        | $194.03            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-05-20      | 7.0000%  | 0.0000% | $539166.00         | $135.19            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-05-20      | 7.5000%  | 0.0000% | $850075.00         | $80.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-08-20      | 7.0000%  | 0.0000% | $4706846.00        | $1565.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-06-20      | 7.0000%  | 0.0000% | $850000.00         | $198.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-06-20      | 7.5000%  | 0.0000% | $2540000.00        | $254.43            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-06-20      | 8.0000%  | 0.0000% | $1589086.00        | $185.67            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-06-20      | 8.5000%  | 0.0000% | $323804.00         | $17.81             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-07-20      | 7.5000%  | 0.0000% | $538932.00         | $117.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-07-20      | 8.0000%  | 0.0000% | $12433222.00       | $1349.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-08-20      | 7.5000%  | 0.0000% | $50000.00          | $5.75              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2027-08-20      | 8.0000%  | 0.0000% | $1141400.00        | $247.91            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-09-20      | 6.5000%  | 0.0000% | $1446548.00        | $354.04            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-09-20      | 7.0000%  | 0.0000% | $50495176.00       | $8764.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2027-09-20      | 8.0000%  | 0.0000% | $914966.00         | $68.32             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 2.5000%  | 0.0000% | $357611.00         | $232582.16         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $830.15            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-06-20      | 5.5000%  | 0.0000% | $12000.00          | $8544.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-20      | 7.5000%  | 0.0000% | $112031.00         | $24532.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | 3.0000%  | 0.0000% | $45000.00          | $30710.31          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1698.38           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-09-20      | 5.5000%  | 0.0000% | $2001.00           | $1389.64           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-09-20      | 7.5000%  | 0.0000% | $5000.00           | $1016.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | 2.0000%  | 0.0000% | $2000.00           | $1261.14           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-10-20      | 6.0000%  | 0.0000% | $2000.00           | $1128.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.0000%  | 0.0000% | $1113.00           | $546.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-11-20      | 6.0000%  | 0.0000% | $150000.00         | $77972.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 6.5000%  | 0.0000% | $1000.00           | $372.91            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-12-20      | 7.5000%  | 0.0000% | $181205.00         | $34026.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 2.0000%  | 0.0000% | $234350.00         | $158756.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-01-20      | 5.5000%  | 0.0000% | $2000.00           | $1489.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 7.0000%  | 0.0000% | $2000.00           | $604.18            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-01-20      | 4.5000%  | 0.0000% | $2000.00           | $1753.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 5.0000%  | 0.0000% | $50000.00          | $41159.56          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $728.48            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-02-20      | 6.5000%  | 0.0000% | $2001.00           | $817.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 4.0000%  | 0.0000% | $2000.00           | $1745.38           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-03-20      | 5.0000%  | 0.0000% | $51000.00          | $42601.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-02-20      | 6.5000%  | 0.0000% | $48256.00          | $22506.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 7.5000%  | 0.0000% | $100000.00         | $35900.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 3.0000%  | 0.0000% | $40000.00          | $29092.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 4.0000%  | 0.0000% | $27339.00          | $23486.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-09-20      | 3.5000%  | 0.0000% | $14000.00          | $2977.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-09-20      | 3.5000%  | 0.0000% | $36000.00          | $5885.98           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2065-02-15      | 6.2900%  | 0.0000% | $332912.00         | $362283.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2065-09-15      | 6.2900%  | 0.0000% | $528913.00         | $556875.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-12-20      | 6.5000%  | 0.0000% | $1093303.00        | $832503.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-01-20      | 7.5000%  | 0.0000% | $1796748.00        | $392606.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $626247.00         | $329450.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $1175141.00        | $603104.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $73696.00          | $63901.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $107443.00         | $91430.55          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-01-20      | 7.0000%  | 0.0000% | $554656.00         | $167009.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-01-20      | 7.0000%  | 0.0000% | $815391.00         | $857603.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $660955.00         | $695569.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-10-20      | 7.0000%  | 0.0000% | $72305.00          | $317.32            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2034-10-20      | 5.5000%  | 0.0000% | $25000.00          | $308.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-01-20      | 4.5000%  | 0.0000% | $40000.00          | $804.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-11-20      | 7.0000%  | 0.0000% | $150364.00         | $669.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-01-20      | 6.0000%  | 0.0000% | $44000.00          | $620.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-01-20      | 6.5000%  | 0.0000% | $56195.00          | $768.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-04-20      | 4.5000%  | 0.0000% | $65000.00          | $887.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-04-20      | 5.5000%  | 0.0000% | $50000.00          | $835.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-05-20      | 5.5000%  | 0.0000% | $26113.00          | $342.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-05-20      | 6.0000%  | 0.0000% | $2865100.00        | $41040.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-09-20      | 5.5000%  | 0.0000% | $115000.00         | $1995.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-08-20      | 4.5000%  | 0.0000% | $150000.00         | $1315.43           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2035-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1150.38           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2035-11-20      | 5.5000%  | 0.0000% | $39000.00          | $548.20            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2035-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1684.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-11-20      | 5.4500%  | 0.0000% | $258831.00         | $35587.21          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-02-20      | 5.5000%  | 0.0000% | $53000.00          | $639.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-10-20      | 5.2500%  | 0.0000% | $40000.00          | $1083.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-05-20      | 5.5000%  | 0.0000% | $53000.00          | $552.85            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-05-20      | 6.0000%  | 0.0000% | $30000.00          | $349.54            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-03-20      | 5.5000%  | 0.0000% | $400001.00         | $4681.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-03-20      | 7.0000%  | 0.0000% | $50000.00          | $537.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-04-20      | 4.5000%  | 0.0000% | $35000.00          | $889.04            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-04-20      | 5.0000%  | 0.0000% | $40000.00          | $482.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-07-20      | 7.0000%  | 0.0000% | $152000.00         | $1936.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-06-20      | 5.5000%  | 0.0000% | $75000.00          | $721.38            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-07-20      | 6.0000%  | 0.0000% | $51670.00          | $423.61            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-07-20      | 6.5000%  | 0.0000% | $61000.00          | $683.77            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-08-20      | 6.5000%  | 0.0000% | $95000.00          | $832.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-08-20      | 7.0000%  | 0.0000% | $359000.00         | $4174.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-09-20      | 6.0000%  | 0.0000% | $30000.00          | $235.12            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $1159050.00        | $601233.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-03-20      | 6.5000%  | 0.0000% | $319046.00         | $246947.52         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $59247.00          | $61948.16          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.0000%  | 0.0000% | $1159824.00        | $584854.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-12-15      | 4.9000%  | 0.0000% | $1585653.00        | $1410032.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $81638.00          | $75594.67          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $54874.00          | $49126.93          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.0000%  | 0.0000% | $1541180.00        | $873652.12         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 7.5000%  | 0.0000% | $1177616.00        | $736427.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 7.0000%  | 0.0000% | $1494624.00        | $355847.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $615055.00         | $643480.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.5000%  | 0.0000% | $99039.00          | $104110.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $501165.00         | $520239.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $833383.00         | $860608.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $63775.00          | $66864.56          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $97623.00          | $85886.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $822380.00         | $795779.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 7.0000%  | 0.0000% | $1027897.00        | $735761.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $82345.00          | $64625.39          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-11-15      | 5.8000%  | 0.0000% | $9055422.00        | $9460691.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $773362.00         | $701065.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 5.0000%  | 0.0000% | $729721.00         | $706050.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-03-15      | 6.3000%  | 0.0000% | $7211799.00        | $7798536.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1069.42           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 7.0000%  | 0.0000% | $1091930.00        | $784163.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $552342.00         | $394231.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $85418.00          | $89699.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $78900.00          | $82811.34          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $104883.00         | $110103.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $74252.00          | $66458.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $68891.00          | $72115.47          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $1173804.00        | $727671.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-02-20      | 6.5000%  | 0.0000% | $15675349.00       | $27679.67          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-02-20      | 7.0000%  | 0.0000% | $372748.00         | $677.67            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-05-20      | 5.5000%  | 0.0000% | $30000.00          | $125.94            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-05-20      | 6.0000%  | 0.0000% | $56000.00          | $137.57            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-05-20      | 6.5000%  | 0.0000% | $80000.00          | $163.46            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-05-20      | 7.0000%  | 0.0000% | $1435000.00        | $2238.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-03-20      | 5.5000%  | 0.0000% | $11942684.00       | $27378.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-03-20      | 6.5000%  | 0.0000% | $17553252.00       | $29238.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-03-20      | 7.0000%  | 0.0000% | $2452873.00        | $4498.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-04-20      | 5.5000%  | 0.0000% | $4008121.00        | $31936.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-04-20      | 7.0000%  | 0.0000% | $420000.00         | $634.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-08-20      | 6.5000%  | 0.0000% | $118665.00         | $279.43            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-06-20      | 6.0000%  | 0.0000% | $75000.00          | $219.68            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-06-20      | 7.0000%  | 0.0000% | $273000.00         | $458.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-06-20      | 7.5000%  | 0.0000% | $900000.00         | $1026.83           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-07-20      | 6.5000%  | 0.0000% | $90000.00          | $244.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-07-20      | 7.0000%  | 0.0000% | $350000.00         | $467.69            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-11-20      | 5.5000%  | 0.0000% | $25000.00          | $109.58            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-09-20      | 5.5000%  | 0.0000% | $75269.00          | $253.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-09-20      | 7.0000%  | 0.0000% | $1240000.00        | $1704.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-07-20      | 4.5000%  | 0.0000% | $50000.00          | $359.90            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-10-20      | 5.5000%  | 0.0000% | $30000.00          | $139.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1031.00           | $471.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $1201.00           | $1026.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $4263.00           | $3204.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $3012.00           | $2164.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $4150.00           | $3343.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $21076.00          | $17876.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $30481.00          | $21731.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $17385.00          | $9150.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $17945.00          | $8443.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $1175.00           | $790.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $39486.00          | $23468.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1296.00           | $1123.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $1189.00           | $893.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $49315.00          | $46806.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $3835.00           | $3308.78           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-04-20      | 6.0000%  | 0.0000% | $3057.00           | $2288.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 6.0000%  | 0.0000% | $20760.00          | $18069.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $21182.00          | $17571.91          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 6.0000%  | 0.0000% | $29743.00          | $16835.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 6.0000%  | 0.0000% | $36693.00          | $21790.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 8.0000%  | 0.0000% | $402000.00         | $424799.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 7.0000%  | 0.0000% | $2666.00           | $1102.53           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-08-15      | 6.1500%  | 0.0000% | $935683.00         | $1005207.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-04-20      | 7.0000%  | 0.0000% | $1477.00           | $717.13            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 6.0000%  | 0.0000% | $20211.00          | $17170.72          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-04-20      | 8.0000%  | 0.0000% | $1091862.00        | $243157.19         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 6.0000%  | 0.0000% | $1090.00           | $815.46            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-09-20      | 7.0000%  | 0.0000% | $2002.00           | $248.66            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 7.0000%  | 0.0000% | $118153.00         | $80105.72          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $118395.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 7.5000%  | 0.0000% | $1413818.00        | $308817.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-10-20      | 7.0000%  | 0.0000% | $50000.00          | $58.12             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-01-20      | 5.5000%  | 0.0000% | $50000.00          | $309.12            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-01-20      | 6.0000%  | 0.0000% | $262784.00         | $1471.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-01-20      | 6.5000%  | 0.0000% | $2025000.00        | $8433.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2032-11-20      | 7.0000%  | 0.0000% | $835442.00         | $639.92            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2032-12-20      | 7.0000%  | 0.0000% | $155000.00         | $681.99            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-02-20      | 5.5000%  | 0.0000% | $50000.00          | $273.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-02-20      | 6.5000%  | 0.0000% | $35000.00          | $140.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-03-20      | 4.5000%  | 0.0000% | $170019.00         | $2293.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-03-20      | 7.0000%  | 0.0000% | $220000.00         | $1028.88           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-06-20      | 4.5000%  | 0.0000% | $63073.00          | $475.91            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-05-20      | 4.5000%  | 0.0000% | $73068.00          | $820.42            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-08-20      | 6.5000%  | 0.0000% | $31000.00          | $375.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-08-20      | 7.0000%  | 0.0000% | $25000.00          | $43.50             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-07-20      | 4.5000%  | 0.0000% | $174000.00         | $1365.45           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2033-07-20      | 5.5000%  | 0.0000% | $95000.00          | $865.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-08-20      | 5.0000%  | 0.0000% | $30000.00          | $340.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-10-20      | 4.5000%  | 0.0000% | $25000.00          | $303.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-10-20      | 5.0000%  | 0.0000% | $40000.00          | $456.32            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-02-20      | 5.0000%  | 0.0000% | $170000.00         | $2400.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-02-20      | 5.5000%  | 0.0000% | $58000.00          | $826.40            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-02-20      | 6.0000%  | 0.0000% | $615141.00         | $9907.04           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-02-20      | 6.5000%  | 0.0000% | $40000.00          | $582.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-02-20      | 7.0000%  | 0.0000% | $25000.00          | $672.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-04-20      | 4.0000%  | 0.0000% | $227000.00         | $6763.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-04-20      | 6.5000%  | 0.0000% | $140000.00         | $3011.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-06-20      | 5.5000%  | 0.0000% | $894008.00         | $39529.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-11-20      | 7.0000%  | 0.0000% | $25000.00          | $2158.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-07-20      | 4.0000%  | 0.0000% | $905478.00         | $33393.17          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-07-20      | 4.5000%  | 0.0000% | $32050.00          | $1006.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-07-20      | 6.5000%  | 0.0000% | $82000.00          | $3299.80           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 7.5000%  | 0.0000% | $1024.00           | $888.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-09-20      | 6.5000%  | 0.0000% | $70000.00          | $563.23            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-09-20      | 7.0000%  | 0.0000% | $235000.00         | $1814.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-09-20      | 7.5000%  | 0.0000% | $29000.00          | $1404.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-10-20      | 6.0000%  | 0.0000% | $45000.00          | $397.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-10-20      | 7.0000%  | 0.0000% | $150000.00         | $1454.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-02-20      | 5.0000%  | 0.0000% | $1100000.00        | $10339.02          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2036-11-20      | 6.5000%  | 0.0000% | $60000.00          | $671.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-11-20      | 7.0000%  | 0.0000% | $29125.00          | $487.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-12-20      | 6.5000%  | 0.0000% | $60000.00          | $784.88            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-01-20      | 6.0000%  | 0.0000% | $2013751.00        | $20712.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-01-20      | 6.5000%  | 0.0000% | $50000.00          | $550.11            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-01-20      | 7.0000%  | 0.0000% | $199125.00         | $2213.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-02-20      | 7.0000%  | 0.0000% | $328000.00         | $2733.22           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-03-20      | 5.5000%  | 0.0000% | $100000.00         | $945.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-03-20      | 7.0000%  | 0.0000% | $122000.00         | $1067.66           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $20546.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-06-20      | 7.0000%  | 0.0000% | $87000.00          | $1297.46           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-07-20      | 5.5000%  | 0.0000% | $125000.00         | $1177.08           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-07-20      | 6.0000%  | 0.0000% | $1227877.00        | $11970.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-07-20      | 7.0000%  | 0.0000% | $151000.00         | $1631.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-10-20      | 7.0000%  | 0.0000% | $310000.00         | $2882.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-08-20      | 6.0000%  | 0.0000% | $522375.00         | $5205.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-08-20      | 7.0000%  | 0.0000% | $245000.00         | $2239.88           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-09-20      | 5.5000%  | 0.0000% | $306000.00         | $2337.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-10-20      | 6.0000%  | 0.0000% | $412572.00         | $3530.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-01-20      | 6.0000%  | 0.0000% | $2744396.00        | $25174.26          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-01-20      | 7.0000%  | 0.0000% | $44000.00          | $265.39            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-11-20      | 6.5000%  | 0.0000% | $1134000.00        | $10086.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-11-20      | 7.0000%  | 0.0000% | $2575000.00        | $25763.37          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2037-12-20      | 5.0000%  | 0.0000% | $206411.00         | $1711.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-12-20      | 7.0000%  | 0.0000% | $50000.00          | $581.28            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $119074.00         | $97284.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $73970.00          | $77591.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $75084.00          | $78654.62          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $76602.00          | $69693.02          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $59568.00          | $56426.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $95701.00          | $87653.75          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $56863.00          | $56437.96          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $93944.00          | $92493.57          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $957335.00         | $806546.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $220986.00         | $173497.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $97839.00          | $102635.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $93781.00          | $73018.68          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 6.5000%  | 0.0000% | $169607.00         | $142350.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 7.0000%  | 0.0000% | $1389699.00        | $659417.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 7.5000%  | 0.0000% | $1906620.00        | $662088.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $90295.00          | $94730.97          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $97815.00          | $102721.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 7.0000%  | 0.0000% | $1077036.00        | $839895.30         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 7.0000%  | 0.0000% | $1103175.00        | $841921.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $66925.00          | $70220.47          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2068-01-15      | 5.2900%  | 0.0000% | $3067585.00        | $3120940.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $127473.00         | $134004.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $104242.00         | $108911.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $119965.00         | $126706.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $162329.00         | $171455.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $143291.00         | $151526.54         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $828167.00         | $859104.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-09-20      | 4.0000%  | 0.0000% | $50000.00          | $2411.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-09-20      | 6.0000%  | 0.0000% | $213509.00         | $6027.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-11-20      | 4.5000%  | 0.0000% | $150000.00         | $5071.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-11-20      | 5.5000%  | 0.0000% | $50000.00          | $1821.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-11-20      | 7.0000%  | 0.0000% | $25000.00          | $799.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-12-20      | 5.0000%  | 0.0000% | $25000.00          | $779.75            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-01-20      | 4.5000%  | 0.0000% | $372770.00         | $13261.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-01-20      | 6.0000%  | 0.0000% | $364196.00         | $12676.76          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-03-20      | 4.0000%  | 0.0000% | $95000.00          | $3976.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-03-20      | 4.5000%  | 0.0000% | $40000.00          | $1297.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-02-20      | 5.5000%  | 0.0000% | $458214.00         | $16875.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-04-20      | 4.5000%  | 0.0000% | $87000.00          | $2870.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-06-20      | 6.0000%  | 0.0000% | $244033.00         | $5224.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-05-20      | 4.0000%  | 0.0000% | $175449.00         | $7396.15           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-05-20      | 4.5000%  | 0.0000% | $302878.00         | $9957.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-06-20      | 4.5000%  | 0.0000% | $112209.00         | $3850.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-06-20      | 5.5000%  | 0.0000% | $37768.00          | $1261.16           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-12-20      | 7.0000%  | 0.0000% | $79504.00          | $1559.03           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-07-20      | 4.0000%  | 0.0000% | $384700.00         | $14895.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-07-20      | 5.5000%  | 0.0000% | $139733.00         | $5979.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-08-20      | 4.5000%  | 0.0000% | $279000.00         | $9170.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-09-20      | 5.5000%  | 0.0000% | $90000.00          | $2865.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-01-20      | 7.0000%  | 0.0000% | $60325.00          | $1906.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-10-20      | 6.0000%  | 0.0000% | $2185399.00        | $39037.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-10-20      | 6.5000%  | 0.0000% | $1251433.00        | $29037.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $1241.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2037-09-20      | 7.5000%  | 0.0000% | $225000.00         | $3267.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-08-20      | 8.0000%  | 0.0000% | $17000.00          | $190.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-12-20      | 4.5000%  | 0.0000% | $92000.00          | $4627.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-08-20      | 6.5000%  | 0.0000% | $183102.00         | $6254.64           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-09-20      | 5.0000%  | 0.0000% | $514749.00         | $504211.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 6.5000%  | 0.0000% | $1010924.00        | $848997.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-09-20      | 5.0000%  | 0.0000% | $633570.00         | $620792.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-08-15      | 5.6400%  | 0.0000% | $25000.00          | $26087.90          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2068-05-15      | 4.9400%  | 0.0000% | $3753277.00        | $3643642.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 6.5000%  | 0.0000% | $601405.00         | $640118.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 7.0000%  | 0.0000% | $91931.00          | $97214.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-03-15      | 5.5300%  | 0.0000% | $1380615.00        | $1316528.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-12-20      | 6.5000%  | 0.0000% | $746454.00         | $794848.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2061-02-15      | 4.9900%  | 0.0000% | $19801000.00       | $19722066.58       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 5.0000%  | 0.0000% | $586195.00         | $575360.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-08-20      | 7.0000%  | 0.0000% | $517834.00         | $558455.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 6.5000%  | 0.0000% | $833128.00         | $746838.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 5.0000%  | 0.0000% | $140907.00         | $141691.81         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 5.5000%  | 0.0000% | $571964.00         | $583230.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 7.0000%  | 0.0000% | $196091.00         | $205674.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-11-20      | 7.5000%  | 0.0000% | $146883.00         | $154627.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 7.0000%  | 0.0000% | $103513.00         | $108572.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 7.5000%  | 0.0000% | $323516.00         | $342795.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 5.0000%  | 0.0000% | $697031.00         | $693981.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 5.0000%  | 0.0000% | $163849.00         | $163131.51         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 5.0000%  | 0.0000% | $256467.00         | $254746.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-10-20      | 7.5000%  | 0.0000% | $2529320.00        | $746688.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-09-20      | 6.0000%  | 0.0000% | $1258.00           | $785.50            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-07-20      | 7.5000%  | 0.0000% | $1042427.00        | $853508.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-02-20      | 6.5000%  | 0.0000% | $9188759.00        | $5170.57           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-02-20      | 7.0000%  | 0.0000% | $830563.00         | $624.69            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-02-20      | 7.5000%  | 0.0000% | $400000.00         | $198.39            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-02-20      | 8.0000%  | 0.0000% | $730556.00         | $547.09            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-05-20      | 6.5000%  | 0.0000% | $5068862.00        | $7803.78           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-05-20      | 7.0000%  | 0.0000% | $919467.00         | $1244.86           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-05-20      | 7.5000%  | 0.0000% | $835743.00         | $618.39            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-05-20      | 8.0000%  | 0.0000% | $105031.00         | $18.18             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $860.46            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-03-20      | 7.0000%  | 0.0000% | $6026015.00        | $5844.75           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-03-20      | 7.5000%  | 0.0000% | $366236.00         | $241.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-03-20      | 8.0000%  | 0.0000% | $146163.00         | $48.07             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-04-20      | 6.0000%  | 0.0000% | $324000.00         | $404.29            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-04-20      | 6.5000%  | 0.0000% | $75000.00          | $68.29             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-04-20      | 7.0000%  | 0.0000% | $4283510.00        | $4188.97           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-04-20      | 7.5000%  | 0.0000% | $422993.00         | $546.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-04-20      | 8.5000%  | 0.0000% | $496000.00         | $383.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-07-20      | 7.5000%  | 0.0000% | $190836.00         | $115.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-07-20      | 8.0000%  | 0.0000% | $50000.00          | $39.27             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-06-20      | 6.5000%  | 0.0000% | $940263.00         | $1099.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-06-20      | 7.0000%  | 0.0000% | $1118900.00        | $1550.49           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-06-20      | 7.5000%  | 0.0000% | $90000.00          | $65.21             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-07-20      | 6.0000%  | 0.0000% | $135000.00         | $222.72            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-07-20      | 6.5000%  | 0.0000% | $27566291.00       | $37512.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-07-20      | 7.0000%  | 0.0000% | $1095000.00        | $1955.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-08-20      | 6.5000%  | 0.0000% | $12762563.00       | $15073.88          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-08-20      | 7.0000%  | 0.0000% | $814000.00         | $1390.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-08-20      | 7.5000%  | 0.0000% | $289490.00         | $293.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-08-20      | 8.0000%  | 0.0000% | $206615.00         | $100.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2031-09-20      | 7.5000%  | 0.0000% | $75000.00          | $46.29             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-12-20      | 6.5000%  | 0.0000% | $27919379.00       | $49002.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2031-12-20      | 7.0000%  | 0.0000% | $577000.00         | $1063.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $552.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $21295.00          | $15385.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2068-01-15      | 5.5300%  | 0.0000% | $3740474.00        | $3855203.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $799.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 5.5000%  | 0.0000% | $15805.00          | $15488.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 7.5000%  | 0.0000% | $1154207.00        | $608971.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-20      | 7.5000%  | 0.0000% | $1163535.00        | $300211.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $18262.00          | $6027.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $24235.00          | $21286.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $83256.00          | $46440.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-10-20      | 5.1250%  | 0.0000% | $3072568.00        | $15692.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-11-20      | 5.1250%  | 0.0000% | $7292376.00        | $20092.94          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-12-20      | 5.1250%  | 0.0000% | $9750000.00        | $41465.29          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-09-20      | 5.3750%  | 0.0000% | $3541593.00        | $43622.55          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2040-06-20      | 5.6250%  | 0.0000% | $500000.00         | $11317.48          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2041-01-20      | 5.6250%  | 0.0000% | $827228.00         | $19824.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-01-20      | 4.0000%  | 0.0000% | $42000.00          | $3561.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-08-20      | 6.5000%  | 0.0000% | $140000.00         | $1715.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-09-20      | 6.5000%  | 0.0000% | $81000.00          | $1606.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-05-20      | 5.5000%  | 0.0000% | $39923.00          | $319.08            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-03-20      | 4.0000%  | 0.0000% | $1991.00           | $156.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-04-20      | 4.5000%  | 0.0000% | $230223.00         | $33314.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 3.5000%  | 0.0000% | $1000.00           | $94.05             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-01-20      | 2.5000%  | 0.0000% | $100000.00         | $25645.68          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-06-20      | 3.5000%  | 0.0000% | $25000.00          | $2457.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-06-20      | 6.5000%  | 0.0000% | $87598.00          | $12190.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-07-20      | 4.0000%  | 0.0000% | $55000.00          | $4985.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-01-20      | 4.5000%  | 0.0000% | $74696.00          | $16515.57          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-09-15      | 5.8700%  | 0.0000% | $2626489.00        | $2707712.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 7.0000%  | 0.0000% | $151194.00         | $87954.84          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-07-20      | 6.0000%  | 0.0000% | $27756.00          | $18637.42          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-07-20      | 6.0000%  | 0.0000% | $25309.00          | $19720.27          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-02-15      | 5.3500%  | 0.0000% | $3347104.00        | $3362896.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-03-15      | 5.4800%  | 0.0000% | $6473695.00        | $6497341.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-08-15      | 5.7900%  | 0.0000% | $15211036.00       | $16057712.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-09-20      | 6.0000%  | 0.0000% | $2013.00           | $1603.95           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-12-15      | 5.8000%  | 0.0000% | $1255679.00        | $1290270.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-08-20      | 6.5000%  | 0.0000% | $6214.00           | $6137.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2064-10-15      | 5.7800%  | 0.0000% | $1564490.00        | $1624384.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2064-10-15      | 5.7800%  | 0.0000% | $1634732.00        | $1697315.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-09-20      | 8.0000%  | 0.0000% | $1549.00           | $1340.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 7.5000%  | 0.0000% | $1288.00           | $1355.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-12-20      | 6.5000%  | 0.0000% | $1367006.00        | $684620.09         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2068-02-15      | 5.9400%  | 0.0000% | $7245268.00        | $7593961.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-06-15      | 6.1900%  | 0.0000% | $1228588.00        | $1309397.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2067-10-15      | 6.0000%  | 0.0000% | $49903.00          | $52923.83          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-02-20      | 7.0000%  | 0.0000% | $1141850.00        | $723302.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2065-02-15      | 6.2600%  | 0.0000% | $577042.00         | $616351.64         | Agency Mortgage-Backed Securities |

### Security 233: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2056-03-25      | 4.7000%  | 0.0000% | $50000000.00       | $50842716.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-25      | 9.0864%  | 0.0000% | $11636363.00       | $12526223.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-25      | 1.4381%  | 0.0000% | $311000000.00      | $10058574.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 3.3381%  | 0.0000% | $200933609.00      | $16572873.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-25      | 4.9619%  | 0.0000% | $7830000.00        | $6557294.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.4381%  | 0.0000% | $285643653.00      | $8298291.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 4.6619%  | 0.0000% | $22900000.00       | $18613684.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-25      | 4.6619%  | 0.0000% | $52800000.00       | $47298151.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 1.3381%  | 0.0000% | $504098090.00      | $10930930.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 4.8619%  | 0.0000% | $19400000.00       | $13923493.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 4.5619%  | 0.0000% | $60150000.00       | $42235578.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 4.6119%  | 0.0000% | $28000000.00       | $20260162.83       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-03-25      | 1.4881%  | 0.0000% | $209999994.00      | $6548261.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 7.6119%  | 0.0000% | $14575456.00       | $10462057.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 5.0619%  | 0.0000% | $20185000.00       | $14382538.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 5.1119%  | 0.0000% | $50000000.00       | $17898720.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 2.1881%  | 0.0000% | $293750000.00      | $11421620.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 4.8619%  | 0.0000% | $15000000.00       | $10688731.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 4.7619%  | 0.0000% | $81900000.00       | $57068359.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.7381%  | 0.0000% | $300000000.00      | $6253123.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 3.4300%  | 0.0000% | $96875000.00       | $5881269.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-04-25      | 3.5381%  | 0.0000% | $153250000.00      | $8705005.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | 4.9119%  | 0.0000% | $75000000.00       | $41420420.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 2.2881%  | 0.0000% | $300000000.00      | $6606062.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-25      | 0.7381%  | 0.0000% | $306000000.00      | $8000263.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $12758750.00       | $8398087.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-25      | 2.5000%  | 0.0000% | $32570597.00       | $23806015.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-25      | 2.0000%  | 0.0000% | $15942362.00       | $8821976.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.0000%  | 0.0000% | $14155463.00       | $7481392.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.0000%  | 0.0000% | $5499840.00        | $3038119.16        | Agency Mortgage-Backed Securities |

### Security 234: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL                    | 2075-12-20      | 4.5530%  | 0.0000% | $278827.00         | $265556.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-12-20      | 6.9160%  | 0.0000% | $400471.00         | $419051.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 6.8900%  | 0.0000% | $3112464.00        | $3247100.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.4870%  | 0.0000% | $1021951.00        | $1102916.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 6.1680%  | 0.0000% | $278000.00         | $27030.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 6.6300%  | 0.0000% | $24701402.00       | $25842.97          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2036-05-01      | 6.2590%  | 0.0000% | $702920.00         | $7283.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 6.5200%  | 0.0000% | $726000.00         | $7271.39           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-04-01      | 6.7610%  | 0.0000% | $3691.00           | $43.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 6.0800%  | 0.0000% | $4561729.00        | $28724.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2036-03-01      | 5.5100%  | 0.0000% | $2829453.00        | $50256.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 6.7450%  | 0.0000% | $1000000.00        | $7426.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.3130%  | 0.0000% | $490000.00         | $5834.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 6.6800%  | 0.0000% | $1287464.00        | $135054.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-10-01      | 6.0200%  | 0.0000% | $4996034.00        | $25932.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-01      | 6.5000%  | 0.0000% | $3100000.00        | $8702.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 6.3200%  | 0.0000% | $3864.00           | $0.72              | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-06-01      | 6.2890%  | 0.0000% | $2444940.00        | $18822.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 7.1800%  | 0.0000% | $4197519.00        | $14018.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 6.0870%  | 0.0000% | $5200000.00        | $15557.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5350%  | 0.0000% | $5049942.00        | $11292.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.4180%  | 0.0000% | $820000.00         | $12822.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 6.4160%  | 0.0000% | $865000.00         | $10172.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 5.9500%  | 0.0000% | $903290.00         | $38012.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 6.1050%  | 0.0000% | $1238578.00        | $21621.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 5.8690%  | 0.0000% | $169848.00         | $74.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.7640%  | 0.0000% | $3200000.00        | $36166.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 6.2500%  | 0.0000% | $1271886.00        | $13689.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-01      | 6.0740%  | 0.0000% | $505000.00         | $15267.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 6.3770%  | 0.0000% | $589000.00         | $15955.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 6.3540%  | 0.0000% | $407000.00         | $10244.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 6.5230%  | 0.0000% | $600000.00         | $25091.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-11-01      | 6.2100%  | 0.0000% | $263000.00         | $10251.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-01      | 6.4240%  | 0.0000% | $744000.00         | $15030.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 6.3630%  | 0.0000% | $259000.00         | $13370.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-03-01      | 6.3950%  | 0.0000% | $481000.00         | $12720.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 6.4000%  | 0.0000% | $152010.00         | $4752.66           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2043-07-01      | 6.3850%  | 0.0000% | $170000.00         | $7239.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 5.9070%  | 0.0000% | $60000.00          | $5254.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 5.7980%  | 0.0000% | $197000.00         | $5698.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 5.0830%  | 0.0000% | $50000.00          | $5077.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.0820%  | 0.0000% | $139424.00         | $16932.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 6.3800%  | 0.0000% | $320000.00         | $19920.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 6.3580%  | 0.0000% | $190000.00         | $5809.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 6.3900%  | 0.0000% | $320000.00         | $19736.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 6.1400%  | 0.0000% | $335000.00         | $16728.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 4.1000%  | 0.0000% | $69957184.00       | $68525991.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 6.2340%  | 0.0000% | $56510.00          | $428.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 6.3270%  | 0.0000% | $420000.00         | $21288.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-07-01      | 6.3570%  | 0.0000% | $56560.00          | $3.21              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 6.1430%  | 0.0000% | $1100000.00        | $9334.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-01-01      | 5.8750%  | 0.0000% | $2425000.00        | $22265.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-02-01      | 5.8750%  | 0.0000% | $1640000.00        | $12973.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-06-01      | 6.3380%  | 0.0000% | $2835051.00        | $9720.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 6.3200%  | 0.0000% | $1000000.00        | $19767.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 6.2320%  | 0.0000% | $194000.00         | $6883.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 5.8820%  | 0.0000% | $350000.00         | $7897.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-07-01      | 5.7690%  | 0.0000% | $1000000.00        | $28681.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 5.1140%  | 0.0000% | $4000000.00        | $5788.61           | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST               | 2032-07-25      | 4.0130%  | 0.0000% | $62048852.00       | $84373.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.1480%  | 0.0000% | $1000000.00        | $25019.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 5.6710%  | 0.0000% | $3600000.00        | $7248.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.4650%  | 0.0000% | $12000000.00       | $12778.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 6.2730%  | 0.0000% | $2880000.00        | $6934.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 6.2990%  | 0.0000% | $2000000.00        | $5612.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 6.3450%  | 0.0000% | $2000000.00        | $8388.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-06-01      | 5.1130%  | 0.0000% | $7602949.00        | $36633.19          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.1950%  | 0.0000% | $7479327.00        | $8138094.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-08-20      | 4.4440%  | 0.0000% | $251199.00         | $201885.10         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-07-20      | 4.5430%  | 0.0000% | $273628.00         | $196192.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-09-20      | 5.8720%  | 0.0000% | $3782548.00        | $3057002.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-09-20      | 4.6540%  | 0.0000% | $296276.00         | $262279.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-12-20      | 5.2450%  | 0.0000% | $24520742.00       | $26596015.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-11-20      | 5.1680%  | 0.0000% | $21177381.00       | $23022490.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2076-01-20      | 5.2210%  | 0.0000% | $9000000.00        | $9799524.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-09-20      | 5.9770%  | 0.0000% | $1050723.00        | $845084.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-10-20      | 5.2920%  | 0.0000% | $11793786.00       | $12823756.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-11-20      | 5.2340%  | 0.0000% | $21928754.00       | $24010698.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-11-20      | 5.1800%  | 0.0000% | $12000000.00       | $13085738.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-12-20      | 5.1820%  | 0.0000% | $26237331.00       | $28594576.95       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-10-20      | 5.9030%  | 0.0000% | $837658.00         | $748105.27         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-11-20      | 5.9680%  | 0.0000% | $807394.00         | $799344.55         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 6.5350%  | 0.0000% | $774304.00         | $803387.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 6.0570%  | 0.0000% | $482000.00         | $16687.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 5.4910%  | 0.0000% | $300000.00         | $5443.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 6.2490%  | 0.0000% | $2370000.00        | $7321.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.1140%  | 0.0000% | $650000.00         | $4997.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.9430%  | 0.0000% | $8600000.00        | $12521.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.1250%  | 0.0000% | $2000000.00        | $7967.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.2560%  | 0.0000% | $1100000.00        | $6359.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.0650%  | 0.0000% | $1742020.00        | $6644.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.1430%  | 0.0000% | $1410995.00        | $10715.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 6.0500%  | 0.0000% | $1200000.00        | $13698.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.2010%  | 0.0000% | $1200000.00        | $8713.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-09-01      | 6.4140%  | 0.0000% | $4000000.00        | $12284.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 6.0150%  | 0.0000% | $7000000.00        | $47631.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.1550%  | 0.0000% | $5000000.00        | $17128.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.2700%  | 0.0000% | $1030000.00        | $12012.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.1800%  | 0.0000% | $3484255.00        | $17073.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 6.9140%  | 0.0000% | $1395653.00        | $12468.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 5.1140%  | 0.0000% | $1000000.00        | $7690.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 6.2650%  | 0.0000% | $1242494.00        | $15645.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 5.9780%  | 0.0000% | $3007674.00        | $7659.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.0450%  | 0.0000% | $1000000.00        | $5702.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $17731.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.1650%  | 0.0000% | $2380000.00        | $16833.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.3960%  | 0.0000% | $2300000.00        | $11933.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-02-01      | 5.4940%  | 0.0000% | $48951000.00       | $36153.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-03-01      | 4.1450%  | 0.0000% | $5615752.00        | $11463.51          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-08-01      | 6.4770%  | 0.0000% | $702920.00         | $9431.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 4.4360%  | 0.0000% | $5110057.00        | $4832.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-05-01      | 4.3420%  | 0.0000% | $6558645.00        | $11348.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 6.5500%  | 0.0000% | $8000000.00        | $5313.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-15      | 6.2800%  | 0.0000% | $11000000.00       | $32031.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 5.7730%  | 0.0000% | $3500000.00        | $11571.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 4.4800%  | 0.0000% | $4492553.00        | $6937.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 6.5800%  | 0.0000% | $1000000.00        | $7593.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 6.4650%  | 0.0000% | $1235737.00        | $9159.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 6.3520%  | 0.0000% | $810000.00         | $9386.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 6.1620%  | 0.0000% | $500000.00         | $23094.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.5000%  | 0.0000% | $3619490.00        | $34381.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 5.9570%  | 0.0000% | $900585.00         | $10900.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.5680%  | 0.0000% | $1100000.00        | $33034.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 6.1320%  | 0.0000% | $1500000.00        | $20702.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 6.0280%  | 0.0000% | $405515.00         | $5553.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.3000%  | 0.0000% | $155000.00         | $6190.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.6640%  | 0.0000% | $520000.00         | $10516.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.9310%  | 0.0000% | $1050000.00        | $9743.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.0760%  | 0.0000% | $304806.00         | $23691.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 6.3790%  | 0.0000% | $600000.00         | $5912.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 6.1840%  | 0.0000% | $1800000.00        | $19985.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 6.1950%  | 0.0000% | $713000.00         | $28441.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.3830%  | 0.0000% | $300000.00         | $18778.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 6.3460%  | 0.0000% | $775000.00         | $48475.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 6.3280%  | 0.0000% | $1200000.00        | $40760.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.1950%  | 0.0000% | $400000.00         | $8615.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 6.4040%  | 0.0000% | $145000.00         | $6307.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 6.0830%  | 0.0000% | $1000000.00        | $46788.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 5.7410%  | 0.0000% | $800000.00         | $16801.10          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-07-01      | 5.1140%  | 0.0000% | $6399000.00        | $29331.88          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-12-01      | 5.7530%  | 0.0000% | $890000.00         | $9075.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 5.8230%  | 0.0000% | $1975000.00        | $31745.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.8490%  | 0.0000% | $1300000.00        | $20943.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.8680%  | 0.0000% | $1240000.00        | $12361.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.0380%  | 0.0000% | $1049287.00        | $23360.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.8100%  | 0.0000% | $1315000.00        | $35488.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.7400%  | 0.0000% | $1595000.00        | $13749.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.1340%  | 0.0000% | $920000.00         | $5961.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.2230%  | 0.0000% | $3300000.00        | $7399.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.5290%  | 0.0000% | $1400000.00        | $7763.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.3800%  | 0.0000% | $4800000.00        | $15907.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.3280%  | 0.0000% | $1375000.00        | $13724.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.8470%  | 0.0000% | $4900000.00        | $27725.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.3480%  | 0.0000% | $1325000.00        | $7941.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.2870%  | 0.0000% | $800000.00         | $10948.60          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-11-01      | 6.2320%  | 0.0000% | $3001.00           | $23.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.2750%  | 0.0000% | $1700000.00        | $13173.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.4790%  | 0.0000% | $2000000.00        | $16730.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.6590%  | 0.0000% | $1000000.00        | $5872.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-11-01      | 5.8220%  | 0.0000% | $3200000.00        | $24686.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.7520%  | 0.0000% | $2300000.00        | $17528.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.9270%  | 0.0000% | $1300000.00        | $10041.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.6470%  | 0.0000% | $2323000.00        | $21193.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.9830%  | 0.0000% | $620000.00         | $15231.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.9550%  | 0.0000% | $1500000.00        | $33236.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.3350%  | 0.0000% | $8715512.00        | $17529.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 6.7110%  | 0.0000% | $3700000.00        | $31371.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.8930%  | 0.0000% | $780000.00         | $13350.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.8050%  | 0.0000% | $3550000.00        | $4986.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-03-01      | 5.9670%  | 0.0000% | $2500000.00        | $22130.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 6.2890%  | 0.0000% | $1000000.00        | $43437.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 6.3600%  | 0.0000% | $1000000.00        | $14394.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 6.2880%  | 0.0000% | $350000.00         | $17011.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 6.3500%  | 0.0000% | $320000.00         | $19586.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 6.5790%  | 0.0000% | $400000.00         | $37473.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 6.0780%  | 0.0000% | $223000.00         | $11620.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 6.4510%  | 0.0000% | $250000.00         | $17593.46          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-09-01      | 5.1820%  | 0.0000% | $25079.00          | $5387.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.8300%  | 0.0000% | $147000.00         | $19789.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.0950%  | 0.0000% | $105000.00         | $8530.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 6.2960%  | 0.0000% | $251000.00         | $14221.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 6.3860%  | 0.0000% | $163000.00         | $38590.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 6.4200%  | 0.0000% | $500000.00         | $24762.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 6.1780%  | 0.0000% | $286000.00         | $40195.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 6.3520%  | 0.0000% | $1055000.00        | $32161.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 2.8980%  | 0.0000% | $160000.00         | $6491.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 6.0740%  | 0.0000% | $60000.00          | $8537.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.2680%  | 0.0000% | $150000.00         | $35358.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.2720%  | 0.0000% | $175000.00         | $43661.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 5.9910%  | 0.0000% | $100000.00         | $44246.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0380%  | 0.0000% | $190000.00         | $33733.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.8400%  | 0.0000% | $60000.00          | $16888.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.8400%  | 0.0000% | $70000.00          | $13372.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.7430%  | 0.0000% | $160000.00         | $39556.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 6.2490%  | 0.0000% | $500000.00         | $25121.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-01-01      | 5.9420%  | 0.0000% | $1000.00           | $573.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.7580%  | 0.0000% | $1014.00           | $1011.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.2500%  | 0.0000% | $8700000.00        | $5211.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.0540%  | 0.0000% | $420000.00         | $6070.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.7570%  | 0.0000% | $850000.00         | $12878.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-05-01      | 6.2920%  | 0.0000% | $799088.00         | $9042.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.9160%  | 0.0000% | $1161754.00        | $13826.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.3640%  | 0.0000% | $1374209.00        | $23454.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.5960%  | 0.0000% | $3697505.00        | $41647.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.3290%  | 0.0000% | $638196.00         | $12547.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.3150%  | 0.0000% | $2000000.00        | $11052.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 5.8490%  | 0.0000% | $3795000.00        | $27286.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5700%  | 0.0000% | $1000000.00        | $5119.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.4500%  | 0.0000% | $1000000.00        | $10434.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 5.7230%  | 0.0000% | $800000.00         | $8136.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.1550%  | 0.0000% | $230000.00         | $5659.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 5.8440%  | 0.0000% | $930000.00         | $9911.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 5.9030%  | 0.0000% | $650000.00         | $6957.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.5860%  | 0.0000% | $290000.00         | $4954.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.5610%  | 0.0000% | $1000000.00        | $5876.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 5.5940%  | 0.0000% | $1500000.00        | $8227.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.2050%  | 0.0000% | $250000.00         | $8287.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 5.8610%  | 0.0000% | $882883.00         | $12147.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.3930%  | 0.0000% | $1100000.00        | $13601.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.4400%  | 0.0000% | $3200000.00        | $10144.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-08-01      | 4.5970%  | 0.0000% | $65505.00          | $2405.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.4030%  | 0.0000% | $9225000.00        | $34842.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5160%  | 0.0000% | $3300000.00        | $45915.43          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2035-01-01      | 6.1780%  | 0.0000% | $220000.00         | $7560.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.1470%  | 0.0000% | $5000000.00        | $43007.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.3080%  | 0.0000% | $1140000.00        | $16566.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.7050%  | 0.0000% | $6000000.00        | $20065.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-02-01      | 6.0590%  | 0.0000% | $2000000.00        | $24511.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.5620%  | 0.0000% | $880000.00         | $14257.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.5620%  | 0.0000% | $1200000.00        | $17694.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.5300%  | 0.0000% | $18258000.00       | $48731.79          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2056-02-01      | 4.9170%  | 0.0000% | $411255.00         | $414741.56         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2056-03-01      | 4.6610%  | 0.0000% | $9021712.00        | $9053659.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2064-02-20      | 6.2350%  | 0.0000% | $300000.00         | $14936.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2071-08-20      | 5.2450%  | 0.0000% | $10000000.00       | $7142575.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-09-20      | 5.1190%  | 0.0000% | $10000000.00       | $10723969.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-09-20      | 6.2180%  | 0.0000% | $20000.00          | $1524.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-20      | 6.1610%  | 0.0000% | $1175000.00        | $31979.16          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2064-08-20      | 4.4900%  | 0.0000% | $1014912.00        | $32608.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-12-20      | 5.2520%  | 0.0000% | $2944030.00        | $3145962.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-07-20      | 0.2605%  | 0.0000% | $61561973.00       | $951604.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-09-20      | 2.8959%  | 0.0000% | $36183479.00       | $696851.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-12-20      | 1.3721%  | 0.0000% | $50209180.00       | $4175709.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-12-20      | 1.5269%  | 0.0000% | $50029030.00       | $3980396.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-12-20      | 1.2664%  | 0.0000% | $50661679.00       | $3869215.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-12-20      | 2.8113%  | 0.0000% | $37012804.00       | $760881.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-02-20      | 1.5388%  | 0.0000% | $54701150.00       | $4339535.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-02-20      | 1.3760%  | 0.0000% | $66923387.00       | $5128954.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-02-20      | 2.3773%  | 0.0000% | $54569049.00       | $952167.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-01-20      | 0.7647%  | 0.0000% | $161049657.00      | $5814590.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-03-20      | 0.0682%  | 0.0000% | $49000000.00       | $1172452.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-04-20      | 0.7727%  | 0.0000% | $254875473.00      | $13895550.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-05-20      | 0.6151%  | 0.0000% | $149144039.00      | $7305568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-06-20      | 2.6863%  | 0.0000% | $87904715.00       | $1922999.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-06-20      | 0.8574%  | 0.0000% | $47790675.00       | $3391918.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2072-07-20      | 0.6665%  | 0.0000% | $62099988.00       | $3598747.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-08-20      | 0.9973%  | 0.0000% | $51417388.00       | $2023675.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-08-20      | 0.7542%  | 0.0000% | $16618855.00       | $630743.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-06-20      | 0.5225%  | 0.0000% | $23158643.00       | $445338.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2072-04-20      | 0.5327%  | 0.0000% | $34452485.00       | $611581.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2071-08-20      | 0.7156%  | 0.0000% | $8468640.00        | $205207.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2071-09-20      | 0.4389%  | 0.0000% | $26800373.00       | $433954.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2071-07-20      | 1.9465%  | 0.0000% | $48327160.00       | $3063992.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2072-03-20      | 0.3218%  | 0.0000% | $44891917.00       | $485933.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-12-20      | 6.0140%  | 0.0000% | $940065.00         | $962868.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 6.8540%  | 0.0000% | $775444.00         | $823363.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2075-12-20      | 5.2640%  | 0.0000% | $21231677.00       | $23129825.05       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.9800%  | 0.0000% | $836433.00         | $868053.16         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.2030%  | 0.0000% | $2480742.00        | $2650786.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.8910%  | 0.0000% | $1397000.00        | $7505.25           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 6.8570%  | 0.0000% | $1823641.00        | $1914418.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-12-20      | 6.7660%  | 0.0000% | $1149324.00        | $1130645.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-02-20      | 6.8170%  | 0.0000% | $1824396.00        | $1911488.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 4.4240%  | 0.0000% | $293099.00         | $296936.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-02-20      | 6.7990%  | 0.0000% | $3004774.00        | $3163924.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-02-20      | 5.8250%  | 0.0000% | $287048.00         | $295019.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-10-20      | 4.4220%  | 0.0000% | $296467.00         | $261108.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-11-20      | 6.8800%  | 0.0000% | $3416065.00        | $3357485.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2075-11-20      | 4.5750%  | 0.0000% | $457904.00         | $324571.55         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-02-20      | 6.8450%  | 0.0000% | $1046101.00        | $1104941.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-20      | 4.4080%  | 0.0000% | $1200000.00        | $15971.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-04-20      | 6.3360%  | 0.0000% | $59834.00          | $94.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-05-20      | 0.6457%  | 0.0000% | $62411219.00       | $2054926.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-06-20      | 0.8115%  | 0.0000% | $45481923.00       | $2356223.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-02-20      | 1.3871%  | 0.0000% | $47142008.00       | $1744821.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-03-20      | 0.4075%  | 0.0000% | $28731101.00       | $709530.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-08-20      | 1.9506%  | 0.0000% | $100000.00         | $4207.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-08-20      | 1.7062%  | 0.0000% | $3809630.00        | $125094.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-03-20      | 0.7173%  | 0.0000% | $80000000.00       | $2643357.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-09-20      | 1.1667%  | 0.0000% | $15076191.00       | $465868.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-10-20      | 1.7419%  | 0.0000% | $88586088.00       | $3347197.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-12-20      | 1.4613%  | 0.0000% | $69071282.00       | $2467382.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-02-20      | 0.5261%  | 0.0000% | $32671236.00       | $845213.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-08-20      | 0.4244%  | 0.0000% | $70902317.00       | $1171882.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-07-20      | NA       | 0.0000% | $74657124.00       | $133586.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-06-20      | 1.9403%  | 0.0000% | $37504519.00       | $619839.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-08-20      | 0.6340%  | 0.0000% | $18994538.00       | $896052.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2071-09-20      | 0.1077%  | 0.0000% | $44748423.00       | $1174710.05        | Agency Mortgage-Backed Securities |

### Security 235: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.720000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.72_0708
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 6.0000%  | 0.0000% | $3843970.00        | $704000.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-12-25      | 5.5000%  | 0.0000% | $14181354.00       | $2476716.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-25      | 5.5000%  | 0.0000% | $10459090.00       | $1937868.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2050-03-25      | 5.0000%  | 0.0000% | $20557680.00       | $20234409.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-06-16      | 0.8294%  | 0.0000% | $75411759.00       | $4567103.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-10-16      | 0.7094%  | 0.0000% | $562430.00         | $34671.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-08-16      | 0.2540%  | 0.0000% | $77781585.00       | $2805003.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-10-16      | 0.7413%  | 0.0000% | $51254412.00       | $2791801.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-10-16      | 0.7415%  | 0.0000% | $52843906.00       | $3040431.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-04-16      | 0.9496%  | 0.0000% | $100000000.00      | $6720975.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-06-16      | 0.7500%  | 0.0000% | $304790581.00      | $14636458.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-07-16      | 0.8800%  | 0.0000% | $25271278.00       | $1729609.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-02-16      | 0.7567%  | 0.0000% | $50349118.00       | $2785830.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-10-16      | 0.7437%  | 0.0000% | $57431784.00       | $3214981.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-05-16      | 0.8725%  | 0.0000% | $85263765.00       | $6340518.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-12-16      | 1.0768%  | 0.0000% | $50455153.00       | $3754828.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-02-16      | 0.7680%  | 0.0000% | $60154175.00       | $4115722.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-12-16      | 0.7950%  | 0.0000% | $75000000.00       | $5226809.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-05-16      | 0.8420%  | 0.0000% | $82470287.00       | $6107586.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-10-25      | NA       | 0.0000% | $4344464.00        | $2514074.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 3.0000%  | 0.0000% | $8075000.00        | $922268.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 3.0000%  | 0.0000% | $24780470.00       | $2922236.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 3.0000%  | 0.0000% | $29316666.00       | $1895310.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 3.0000%  | 0.0000% | $43257083.00       | $3324125.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-25      | 4.5000%  | 0.0000% | $20891110.00       | $2050689.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3645145.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-25      | 3.0000%  | 0.0000% | $900000.00         | $74834.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-25      | 3.0000%  | 0.0000% | $200000.00         | $116562.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-25      | 4.5000%  | 0.0000% | $17179998.00       | $1810850.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 4.5000%  | 0.0000% | $49199111.00       | $4698946.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-25      | 5.0000%  | 0.0000% | $950000.00         | $677394.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 4.0000%  | 0.0000% | $28755679.00       | $1678725.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.0000%  | 0.0000% | $4850000.00        | $492522.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $7523616.00        | $828102.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-25      | NA       | 0.0000% | $60120216.00       | $34350073.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 3.0000%  | 0.0000% | $19000000.00       | $2080585.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | NA       | 0.0000% | $8531436.00        | $4354866.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | NA       | 0.0000% | $19230770.00       | $7579657.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-25      | 5.0000%  | 0.0000% | $1918000.00        | $793430.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | NA       | 0.0000% | $1071429.00        | $394806.76         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2051-11-25      | 5.0000%  | 0.0000% | $18731566.00       | $11891911.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 5.0000%  | 0.0000% | $10608383.00       | $5084245.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-25      | 6.0000%  | 0.0000% | $9719801.00        | $535320.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.0000%  | 0.0000% | $96586653.00       | $13353485.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 6.0000%  | 0.0000% | $8543284.00        | $1348056.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $61038240.00       | $3802079.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-25      | 5.0000%  | 0.0000% | $44052956.00       | $4857238.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 1.4271%  | 0.0000% | $165039690.00      | $5849137.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-05-16      | 0.7587%  | 0.0000% | $100000000.00      | $7230302.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-03-20      | 1.6271%  | 0.0000% | $100352.00         | $2952.68           | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 0.6271%  | 0.0000% | $100000000.00      | $990039.70         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 2.8271%  | 0.0000% | $113144481.00      | $3766455.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 2.2071%  | 0.0000% | $113242857.00      | $9011031.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 2.2271%  | 0.0000% | $105000000.00      | $5167243.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 2.2271%  | 0.0000% | $150000000.00      | $7649080.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 3.4271%  | 0.0000% | $18136909.00       | $1801628.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 3.4271%  | 0.0000% | $17088670.00       | $1905949.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | 1.5421%  | 0.0000% | $200000000.00      | $6691933.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 0.6271%  | 0.0000% | $150000000.00      | $1311674.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | NA       | 0.0000% | $250000.00         | $1.38              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 0.8271%  | 0.0000% | $830000000.00      | $7334286.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2068-01-20      | 4.5605%  | 0.0000% | $100000.00         | $144475.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2068-01-20      | 4.5668%  | 0.0000% | $100000.00         | $121329.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | NA       | 0.0000% | $250000.00         | $2.84              | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 1.5271%  | 0.0000% | $50000000.00       | $2811906.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-11-20      | 1.7771%  | 0.0000% | $100000000.00      | $4853059.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-10-20      | 2.3271%  | 0.0000% | $366112.00         | $19605.08          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | 2.8271%  | 0.0000% | $53219918.00       | $3158214.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 1.7771%  | 0.0000% | $100000000.00      | $1110771.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-16      | 5.0000%  | 0.0000% | $14910.00          | $12992.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-02-16      | 0.1670%  | 0.0000% | $97070000.00       | $15803.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 2.0271%  | 0.0000% | $237020992.00      | $3904845.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-16      | 0.0617%  | 0.0000% | $219029999.00      | $44541.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-05-20      | 3.5000%  | 0.0000% | $1400000.00        | $28809.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-07-20      | 1.7378%  | 0.0000% | $72744349.00       | $200462.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-16      | 0.1071%  | 0.0000% | $56721504.00       | $26229.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-04-16      | 0.4619%  | 0.0000% | $3000000.00        | $8107.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-08-16      | 0.6901%  | 0.0000% | $155038000.00      | $101070.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-01-16      | 3.7821%  | 0.0000% | $507232.00         | $21501.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-09-16      | 0.3169%  | 0.0000% | $154228210.00      | $24958.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-06-20      | 5.3939%  | 0.0000% | $528007.00         | $1796.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 0.9650%  | 0.0000% | $100000000.00      | $766872.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-04-16      | 0.5256%  | 0.0000% | $1765000.00        | $4305.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-12-20      | NA       | 0.0000% | $407300000.00      | $22676.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | NA       | 0.0000% | $150000000.00      | $20527.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 3.0000%  | 0.0000% | $260000.00         | $31984.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2073-02-20      | 0.1304%  | 0.0000% | $6851664.00        | $35384.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2068-06-20      | NA       | 0.0000% | $24794506.00       | $9.88              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | NA       | 0.0000% | $84088575.00       | $49335.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.0000%  | 0.0000% | $460720.00         | $248533.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-03-20      | 3.0000%  | 0.0000% | $44480.00          | $26502.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.5000%  | 0.0000% | $325000.00         | $32294.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | NA       | 0.0000% | $15000000.00       | $7085.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-02-20      | 2.5000%  | 0.0000% | $320000.00         | $34723.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-03-20      | 6.0000%  | 0.0000% | $31874.00          | $33676.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | 2.5000%  | 0.0000% | $285000.00         | $31245.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 0.0500%  | 0.0000% | $8823868.00        | $9044.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 5.5000%  | 0.0000% | $25126.00          | $26137.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-09-20      | 4.5000%  | 0.0000% | $46146.00          | $39642.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-10-20      | NA       | 0.0000% | $102608.00         | $55490.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 0.0500%  | 0.0000% | $24969221.00       | $39454.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 0.0500%  | 0.0000% | $2000000.00        | $2073.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 0.1000%  | 0.0000% | $25576073.00       | $48683.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 2.4271%  | 0.0000% | $18845528.00       | $1480382.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 6.5000%  | 0.0000% | $500102.00         | $2180.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-06-20      | 0.1500%  | 0.0000% | $50000000.00       | $111679.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-06-20      | 0.1500%  | 0.0000% | $20000000.00       | $24233.46          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 1.6771%  | 0.0000% | $92951981.00       | $5057563.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 1.6771%  | 0.0000% | $52703413.00       | $3138741.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 5.0000%  | 0.0000% | $56180.00          | $42919.10          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2064-03-20      | 0.0300%  | 0.0000% | $20321073.00       | $15334.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 0.8271%  | 0.0000% | $500000000.00      | $5923014.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 1.4771%  | 0.0000% | $39000000.00       | $1427491.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 1.5071%  | 0.0000% | $75000000.00       | $3007439.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 2.2271%  | 0.0000% | $50000000.00       | $3066800.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-08-20      | 0.7271%  | 0.0000% | $350000000.00      | $4318066.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 1.4771%  | 0.0000% | $134452243.00      | $5468815.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-10-20      | 5.0000%  | 0.0000% | $22359.00          | $18507.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 2.2271%  | 0.0000% | $20000000.00       | $1042763.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | NA       | 0.0000% | $250000.00         | $1.84              | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | NA       | 0.0000% | $250000.00         | $1.16              | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | 0.9571%  | 0.0000% | $80000000.00       | $2161914.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-06-20      | 6.5000%  | 0.0000% | $4533313.00        | $258432.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-08-20      | 2.2771%  | 0.0000% | $50000000.00       | $4237487.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2068-07-16      | 1.0683%  | 0.0000% | $1149217.00        | $103309.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2068-07-16      | 0.7120%  | 0.0000% | $105414222.00      | $7423950.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-04-20      | NA       | 0.0000% | $20157487.00       | $5468.59           | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-09-20      | 2.9271%  | 0.0000% | $33337894.00       | $1782560.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 3.5771%  | 0.0000% | $34615926.00       | $3663579.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 3.5771%  | 0.0000% | $37256685.00       | $3969058.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 1.6275%  | 0.0000% | $127000000.00      | $3814715.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-09-20      | NA       | 0.0000% | $250000.00         | $10.22             | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-09-20      | 0.1500%  | 0.0000% | $65303762.00       | $346956.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 2.3271%  | 0.0000% | $24204330.00       | $1992995.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-02-16      | 4.5000%  | 0.0000% | $2005888.00        | $31244.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-09-16      | 2.3630%  | 0.0000% | $612000.00         | $17285.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-12-20      | 3.5000%  | 0.0000% | $2715715.00        | $27499.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-11-20      | 2.0000%  | 0.0000% | $580000.00         | $43203.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-11-20      | 2.0000%  | 0.0000% | $200000.00         | $13153.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $15770.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-02-20      | 2.5000%  | 0.0000% | $549984.00         | $42667.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-01-16      | 2.5000%  | 0.0000% | $5212200.00        | $526211.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-05-16      | 2.5000%  | 0.0000% | $326043.00         | $87153.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-06-16      | 0.6999%  | 0.0000% | $100000000.00      | $4872593.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-11-16      | 0.9636%  | 0.0000% | $25223457.00       | $1740005.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-09-16      | 0.7326%  | 0.0000% | $50000000.00       | $2891644.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2059-08-16      | 0.6763%  | 0.0000% | $300000000.00      | $8631165.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.6771%  | 0.0000% | $185000000.00      | $5507369.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $68400.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $68384.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 3.3771%  | 0.0000% | $30000000.00       | $744892.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 1.7271%  | 0.0000% | $100000000.00      | $1371095.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 2.0771%  | 0.0000% | $1587826.00        | $47603.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 2.2271%  | 0.0000% | $75000000.00       | $2406113.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $1250000.00        | $30333.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 2.1771%  | 0.0000% | $31000000.00       | $1159677.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 2.1771%  | 0.0000% | $30000000.00       | $1122268.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-02-20      | NA       | 0.0000% | $8530883.00        | $11429.98          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-02-20      | 1.4771%  | 0.0000% | $150000000.00      | $4857559.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-10-20      | 6.0000%  | 0.0000% | $833333.00         | $26715.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-10-20      | 3.5000%  | 0.0000% | $2385.00           | $1934.16           | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-01-20      | 7.5000%  | 0.0000% | $59657397.00       | $8618796.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-05-20      | 2.0061%  | 0.0000% | $2000.00           | $1182.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 6.5000%  | 0.0000% | $122256.00         | $22414.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-03-20      | NA       | 0.0000% | $3801.00           | $2258.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-03-20      | 4.5000%  | 0.0000% | $1000.00           | $818.23            | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $977.56            | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-03-20      | 3.5271%  | 0.0000% | $75000000.00       | $2502798.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-03-20      | 1.6271%  | 0.0000% | $104000000.00      | $1858858.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-04-20      | 1.8271%  | 0.0000% | $29308925.00       | $581419.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 1.4271%  | 0.0000% | $40000000.00       | $1279022.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-11-20      | 1.8271%  | 0.0000% | $100000000.00      | $1067500.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 7.0000%  | 0.0000% | $4056048.00        | $692066.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 1.5771%  | 0.0000% | $100000000.00      | $1319828.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 2.2671%  | 0.0000% | $150000000.00      | $2386431.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 3.3771%  | 0.0000% | $60000000.00       | $2101893.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.7271%  | 0.0000% | $75000000.00       | $2241619.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.0771%  | 0.0000% | $30000000.00       | $853536.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.1271%  | 0.0000% | $50000000.00       | $1090315.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.1771%  | 0.0000% | $50000000.00       | $1636337.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 1.8271%  | 0.0000% | $45000000.00       | $1597809.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 1.6771%  | 0.0000% | $300000000.00      | $4010441.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 3.2771%  | 0.0000% | $110000000.00      | $3600026.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 1.5000%  | 0.0000% | $10000000.00       | $6598740.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 2.0000%  | 0.0000% | $58300000.00       | $5796341.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $800000.00         | $73652.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $1080000.00        | $133686.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 2.0000%  | 0.0000% | $18525000.00       | $1323065.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-25      | 3.0000%  | 0.0000% | $19000000.00       | $2228489.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.0000%  | 0.0000% | $1500000.00        | $82665.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 2.0000%  | 0.0000% | $12500000.00       | $940172.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 3.0000%  | 0.0000% | $19310978.00       | $2129240.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 1.5000%  | 0.0000% | $19872000.00       | $3036830.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 1.5000%  | 0.0000% | $3333333.00        | $247779.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 3.5000%  | 0.0000% | $4304585.00        | $94534.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-25      | 3.0000%  | 0.0000% | $33319000.00       | $4348998.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-25      | 3.0000%  | 0.0000% | $1815240.00        | $1790748.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-25      | 4.5000%  | 0.0000% | $60000000.00       | $3586266.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-25      | 4.0000%  | 0.0000% | $56250000.00       | $2799414.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-25      | 5.0000%  | 0.0000% | $80851779.00       | $4353120.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3703875.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 4.5000%  | 0.0000% | $13368620.00       | $2525353.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-25      | 3.0000%  | 0.0000% | $25573529.00       | $2034997.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.5000%  | 0.0000% | $707479.00         | $43904.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.0000%  | 0.0000% | $1079309.00        | $92753.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 2.0000%  | 0.0000% | $9375000.00        | $708262.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 2.5000%  | 0.0000% | $40500000.00       | $4119096.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-25      | 2.0000%  | 0.0000% | $500000.00         | $275001.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $23667726.00       | $2275701.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-25      | 2.5000%  | 0.0000% | $4989853.00        | $379277.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 4.5000%  | 0.0000% | $100304477.00      | $10149505.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 3.0000%  | 0.0000% | $20592013.00       | $2684645.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 3.0000%  | 0.0000% | $870000.00         | $56498.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.0000%  | 0.0000% | $900000.00         | $98053.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-06-20      | 1.6792%  | 0.0000% | $85546863.00       | $351961.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-07-20      | 2.2828%  | 0.0000% | $22500000.00       | $91859.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-08-20      | 1.7433%  | 0.0000% | $120096553.00      | $425971.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-02-20      | 1.8286%  | 0.0000% | $36235679.00       | $185143.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-07-16      | 3.0130%  | 0.0000% | $2150000.00        | $587.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-16      | NA       | 0.0000% | $78550000.00       | $9.54              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-11-20      | 2.6105%  | 0.0000% | $14100000.00       | $21639.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2067-04-20      | 4.5969%  | 0.0000% | $100000.00         | $126390.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-04-20      | 2.0000%  | 0.0000% | $113000.00         | $113396.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-05-20      | 2.6108%  | 0.0000% | $43358045.00       | $158676.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-09-20      | 2.4651%  | 0.0000% | $34531002.00       | $276185.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-10-20      | 2.3710%  | 0.0000% | $35385683.00       | $175008.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-11-20      | 2.2550%  | 0.0000% | $61741854.00       | $345371.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-12-20      | 2.1237%  | 0.0000% | $153585747.00      | $998711.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-07-20      | 2.3645%  | 0.0000% | $92398554.00       | $123773.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-04-20      | 2.6905%  | 0.0000% | $2400000.00        | $7178.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-07-20      | 2.3105%  | 0.0000% | $1200000.00        | $4042.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-16      | 0.2359%  | 0.0000% | $49480000.00       | $32733.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-16      | NA       | 0.0000% | $401151813.00      | $170.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-11-20      | 1.7500%  | 0.0000% | $230000.00         | $17314.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-11-16      | 0.2041%  | 0.0000% | $65000000.00       | $23543.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-04-20      | 3.5000%  | 0.0000% | $800000.00         | $4642.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-16      | 0.2415%  | 0.0000% | $103923000.00      | $68766.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-04-16      | 1.2125%  | 0.0000% | $143848293.00      | $1705201.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-07-16      | 0.9057%  | 0.0000% | $179111909.00      | $3606908.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-06-16      | 1.0066%  | 0.0000% | $37500000.00       | $554205.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-08-16      | 0.8263%  | 0.0000% | $123770784.00      | $4510679.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-02-16      | 2.3130%  | 0.0000% | $571000.00         | $13278.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-01-20      | 5.0000%  | 0.0000% | $1500000.00        | $3825.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-10-16      | 0.9492%  | 0.0000% | $52000000.00       | $3172399.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-16      | 0.2500%  | 0.0000% | $104436563.00      | $972058.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.5000%  | 0.0000% | $18558244.00       | $2218244.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-01-25      | 6.0000%  | 0.0000% | $5246197.00        | $182908.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 4.5000%  | 0.0000% | $28100667.00       | $12144252.44       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 5.5000%  | 0.0000% | $27933334.00       | $11620013.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $9330000.00        | $8413776.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-25      | 6.0000%  | 0.0000% | $8307078.00        | $172331.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-25      | 2.0000%  | 0.0000% | $26483077.00       | $3127867.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 2.5000%  | 0.0000% | $17818571.00       | $2478388.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-25      | 3.0000%  | 0.0000% | $22829084.00       | $3309782.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2044-05-25      | 5.5000%  | 0.0000% | $16492411.00       | $2457499.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 5.0000%  | 0.0000% | $1695301.00        | $1664535.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 6.0000%  | 0.0000% | $6214820.00        | $835375.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 6.0000%  | 0.0000% | $5610083.00        | $189533.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-25      | 6.0000%  | 0.0000% | $10623920.00       | $205845.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-25      | 6.0000%  | 0.0000% | $4692010.00        | $106324.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 6.0000%  | 0.0000% | $5402375.00        | $142106.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-03-25      | 4.5000%  | 0.0000% | $1369888.00        | $1317119.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 4.6019%  | 0.0000% | $281676766.00      | $204260806.60      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2051-06-25      | 6.0000%  | 0.0000% | $26213708.00       | $1149570.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 6.0000%  | 0.0000% | $9714500.00        | $642824.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.0000%  | 0.0000% | $2755304.00        | $2703825.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-05-25      | 5.0000%  | 0.0000% | $1964642.00        | $1910908.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-25      | 6.0000%  | 0.0000% | $187500.00         | $18409.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-25      | 6.0000%  | 0.0000% | $1041667.00        | $86654.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-06-25      | 5.0000%  | 0.0000% | $854435.00         | $822542.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $26147553.00       | $2996893.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2051-07-25      | 5.0000%  | 0.0000% | $33755467.00       | $28693199.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-25      | 6.0000%  | 0.0000% | $4166667.00        | $772501.65         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-07-25      | 4.0000%  | 0.0000% | $809435.00         | $704377.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2052-06-25      | 5.5000%  | 0.0000% | $35980271.00       | $2612159.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-25      | 5.0000%  | 0.0000% | $4182208.00        | $3734601.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5000%  | 0.0000% | $12204271.00       | $2287132.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 0.0500%  | 0.0000% | $50000000.00       | $40365.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 2.0271%  | 0.0000% | $150000000.00      | $1648701.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-09-20      | 2.0771%  | 0.0000% | $50000000.00       | $571690.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 2.0771%  | 0.0000% | $84660210.00       | $4388230.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 0.1500%  | 0.0000% | $74660210.00       | $260023.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 0.2000%  | 0.0000% | $84660210.00       | $324621.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 17.9859% | 0.0000% | $2973965.00        | $1451446.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 6.0000%  | 0.0000% | $2499998.00        | $42908.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 3.3771%  | 0.0000% | $50114968.00       | $1658910.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-06-20      | 2.0000%  | 0.0000% | $1000.00           | $451.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 3.0000%  | 0.0000% | $4405.00           | $2542.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2071-04-20      | 0.0071%  | 0.0000% | $50000000.00       | $1286.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-09-20      | 2.3271%  | 0.0000% | $65000000.00       | $3715826.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-09-20      | 1.6771%  | 0.0000% | $18100000.00       | $627869.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-10-20      | 1.0771%  | 0.0000% | $170888622.00      | $5555497.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-05-16      | 0.7630%  | 0.0000% | $765965.00         | $39573.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-10-20      | NA       | 0.0000% | $53855000.00       | $15152.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | NA       | 0.0000% | $30654000.00       | $52692.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-11-20      | NA       | 0.0000% | $300000000.00      | $21831.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-11-20      | NA       | 0.0000% | $250000.00         | $0.25              | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-11-20      | NA       | 0.0000% | $250000.00         | $81.61             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-11-20      | 4.5000%  | 0.0000% | $40000.00          | $29162.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-12-20      | 1.1271%  | 0.0000% | $81900000.00       | $2448351.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-12-20      | 1.8271%  | 0.0000% | $70798064.00       | $2597948.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2066-01-20      | 1.1771%  | 0.0000% | $39260551.00       | $2116090.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2066-02-20      | 1.3771%  | 0.0000% | $148356.00         | $3651.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-01-20      | 2.0271%  | 0.0000% | $405653.00         | $26501.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-03-20      | 4.5000%  | 0.0000% | $212626.00         | $175428.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-03-20      | 1.8778%  | 0.0000% | $61725670.00       | $4571882.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | NA       | 0.0000% | $250000.00         | $249.75            | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 2.6288%  | 0.0000% | $43353192.00       | $3929326.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 2.6358%  | 0.0000% | $38997923.00       | $3527337.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 0.0300%  | 0.0000% | $116227782.00      | $117060.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 3.1858%  | 0.0000% | $122186675.00      | $12294232.14       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 1.1449%  | 0.0000% | $78947368.00       | $1992696.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 5.5000%  | 0.0000% | $12455443.00       | $2785464.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 1.3358%  | 0.0000% | $60000000.00       | $3308829.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 0.6781%  | 0.0000% | $40000000.00       | $1004447.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 0.5278%  | 0.0000% | $100000000.00      | $1513426.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 7.0000%  | 0.0000% | $24336223.00       | $1032755.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-20      | 0.0700%  | 0.0000% | $75000000.00       | $112216.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-20      | 0.1000%  | 0.0000% | $9000000.00        | $5046.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-20      | 0.0500%  | 0.0000% | $19000000.00       | $3565.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-20      | 0.1000%  | 0.0000% | $19000000.00       | $10653.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-03-20      | 1.5771%  | 0.0000% | $140000000.00      | $2108861.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2064-03-20      | 2.1271%  | 0.0000% | $70000000.00       | $2191733.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2074-11-20      | 0.7614%  | 0.0000% | $8070550.00        | $42659.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 1.6771%  | 0.0000% | $100000.00         | $2737.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-09-20      | 6.5000%  | 0.0000% | $384615.00         | $819.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 0.0500%  | 0.0000% | $29000000.00       | $11978.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 0.0500%  | 0.0000% | $60000000.00       | $50505.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-04-20      | 0.0300%  | 0.0000% | $50000000.00       | $18540.64          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $47875.09          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2064-05-20      | 1.4771%  | 0.0000% | $106613707.00      | $1127221.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-05-16      | 0.9755%  | 0.0000% | $34540071.00       | $2991124.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2061-06-16      | 0.0500%  | 0.0000% | $5270563.00        | $13501.91          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-07-16      | 0.8763%  | 0.0000% | $23131130.00       | $839251.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-08-20      | 6.5000%  | 0.0000% | $10010.00          | $11185.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 2.0771%  | 0.0000% | $107227777.00      | $1749011.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2037-01-25      | 5.0000%  | 0.0000% | $5808970.00        | $5733170.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-03-25      | 4.0000%  | 0.0000% | $4576567.00        | $3804442.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-03-25      | 4.0000%  | 0.0000% | $11014988.00       | $10470430.39       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-07-25      | 5.0000%  | 0.0000% | $1000000.00        | $994153.67         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-04-25      | 5.5000%  | 0.0000% | $4615193.00        | $828770.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-01-16      | 0.7365%  | 0.0000% | $252825.00         | $0.91              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-05-16      | 2.7889%  | 0.0000% | $16334189.00       | $140.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-03-20      | 3.1105%  | 0.0000% | $92412000.00       | $13839.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-03-20      | NA       | 0.0000% | $200000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2035-01-16      | 5.0000%  | 0.0000% | $113000.00         | $10231.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-06-20      | 37.8362% | 0.0000% | $1265154.00        | $43964.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-07-20      | 1.6765%  | 0.0000% | $73907696.00       | $39148.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-20      | 1.5726%  | 0.0000% | $76308109.00       | $87757.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-20      | 1.6476%  | 0.0000% | $26444871.00       | $15371.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-07-20      | 1.3064%  | 0.0000% | $26625157.00       | $17600.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-20      | 1.9507%  | 0.0000% | $26066838.00       | $8445.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-07-20      | 2.0986%  | 0.0000% | $19015723.00       | $6395.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-09-20      | 0.9607%  | 0.0000% | $100063974.00      | $23204.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-09-20      | 1.4088%  | 0.0000% | $104376410.00      | $56392.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-03-20      | 2.5975%  | 0.0000% | $46313230.00       | $166856.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-04-20      | 2.1549%  | 0.0000% | $90682680.00       | $208603.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-04-20      | 1.7620%  | 0.0000% | $20020231.00       | $18593.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-10-20      | 1.4412%  | 0.0000% | $20786617.00       | $15538.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-12-20      | 3.0105%  | 0.0000% | $83333333.00       | $7310.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-01-20      | NA       | 0.0000% | $250000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-02-20      | NA       | 0.0000% | $30000.00          | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2038-05-20      | NA       | 0.0000% | $50078.00          | $0.01              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2068-01-20      | 4.6130%  | 0.0000% | $100000.00         | $141094.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-12-16      | 0.5031%  | 0.0000% | $94209686.00       | $780283.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-12-16      | 0.8365%  | 0.0000% | $51789407.00       | $338518.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-02-20      | 5.5000%  | 0.0000% | $2896118.00        | $33415.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-11-20      | 4.0000%  | 0.0000% | $2754000.00        | $49152.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-08-16      | 0.8306%  | 0.0000% | $100000000.00      | $913339.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-01-16      | 0.5570%  | 0.0000% | $132392642.00      | $759968.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-03-16      | 0.5919%  | 0.0000% | $94000000.00       | $395429.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-09-16      | 0.8199%  | 0.0000% | $190823480.00      | $991962.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-06-16      | 0.8811%  | 0.0000% | $391916445.00      | $5063504.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-08-16      | 0.6013%  | 0.0000% | $130000000.00      | $1001233.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 0.7605%  | 0.0000% | $190495167.00      | $1354238.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-11-20      | NA       | 0.0000% | $453085.00         | $8.26              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-11-20      | 3.5000%  | 0.0000% | $9000000.00        | $20662.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 4.0000%  | 0.0000% | $17500000.00       | $28225.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-06-16      | 0.5527%  | 0.0000% | $100000000.00      | $1178760.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-01-16      | 0.4438%  | 0.0000% | $100000000.00      | $1423705.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-02-16      | 0.4697%  | 0.0000% | $150000000.00      | $2140802.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-02-16      | 0.5966%  | 0.0000% | $72336024.00       | $343521.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2068-04-20      | 4.6201%  | 0.0000% | $100000.00         | $138459.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-08-16      | 0.9366%  | 0.0000% | $21491991.00       | $340593.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $6250000.00        | $804911.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.5000%  | 0.0000% | $9230769.00        | $554658.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-11-20      | 6.0000%  | 0.0000% | $2247430.00        | $189020.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 3.3271%  | 0.0000% | $50000000.00       | $4045344.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-02-20      | 2.7771%  | 0.0000% | $50000000.00       | $608740.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-03-20      | 6.5000%  | 0.0000% | $1538461.00        | $13286.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 6.0000%  | 0.0000% | $11095387.00       | $1783320.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 2.2271%  | 0.0000% | $50000000.00       | $884960.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 0.1000%  | 0.0000% | $25000000.00       | $22432.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.8571%  | 0.0000% | $50000000.00       | $561618.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $42693.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $42709.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-06-20      | 7.0000%  | 0.0000% | $428571.00         | $2460.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 1.8271%  | 0.0000% | $100000000.00      | $1035309.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.6724%  | 0.0000% | $162000000.00      | $1573196.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 2.6771%  | 0.0000% | $161538459.00      | $6736768.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.9771%  | 0.0000% | $100000000.00      | $1063521.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.7771%  | 0.0000% | $80000000.00       | $1522263.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-10-20      | NA       | 0.0000% | $3251039.00        | $597663.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 23.2894% | 0.0000% | $9653232.00        | $10528584.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.8771%  | 0.0000% | $100000000.00      | $1619459.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-10-20      | 1.7771%  | 0.0000% | $55000000.00       | $612689.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-10-20      | 1.6771%  | 0.0000% | $25000000.00       | $264411.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 1.7771%  | 0.0000% | $85714288.00       | $936912.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 2.5271%  | 0.0000% | $100000000.00      | $1343446.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-11-20      | 1.4271%  | 0.0000% | $200000000.00      | $1842684.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 1.9271%  | 0.0000% | $100000000.00      | $1137774.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-10-20      | 1.8271%  | 0.0000% | $50000000.00       | $529513.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 1.9771%  | 0.0000% | $95000000.00       | $1553215.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 2.8771%  | 0.0000% | $65000000.00       | $1045662.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 2.0271%  | 0.0000% | $45906430.00       | $638190.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 12.2506% | 0.0000% | $3698076.00        | $1604000.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-09-20      | 2.8771%  | 0.0000% | $50000000.00       | $806802.39         | Agency Mortgage-Backed Securities |

### Security 236: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.739900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0717
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible 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 A | 2069-12-20      | 1.5454%  | 0.0000% | $78800583.00       | $2890512.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 2.5887%  | 0.0000% | $39264290.00       | $452790.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 1.1305%  | 0.0000% | $25495276.00       | $788835.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.7281%  | 0.0000% | $86681134.00       | $2485768.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.7361%  | 0.0000% | $41456342.00       | $1268243.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-05-20      | 1.8619%  | 0.0000% | $48110000.00       | $1528217.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 1.6775%  | 0.0000% | $45898210.00       | $1400055.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.9506%  | 0.0000% | $47300000.00       | $1990248.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.7062%  | 0.0000% | $198150186.00      | $6506538.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 2.1804%  | 0.0000% | $29000000.00       | $1219518.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.7967%  | 0.0000% | $232125070.00      | $7794260.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-03-20      | 2.7856%  | 0.0000% | $40521385.00       | $608055.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-03-20      | 1.8416%  | 0.0000% | $73688000.00       | $703472.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 1.9213%  | 0.0000% | $44633918.00       | $351287.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 1.9513%  | 0.0000% | $55970020.00       | $715965.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8408%  | 0.0000% | $98564000.00       | $5911521.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.7342%  | 0.0000% | $35112034.00       | $2134845.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7486%  | 0.0000% | $107001558.00      | $7247139.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6768%  | 0.0000% | $55425770.00       | $3329666.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 1.0454%  | 0.0000% | $30515462.00       | $2560360.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.9210%  | 0.0000% | $122318296.00      | $8527105.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6332%  | 0.0000% | $130000000.00      | $7203796.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.6527%  | 0.0000% | $100375221.00      | $6407397.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7908%  | 0.0000% | $50000000.00       | $3573694.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8885%  | 0.0000% | $51858754.00       | $3506445.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6801%  | 0.0000% | $128321316.00      | $8318521.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8120%  | 0.0000% | $171736842.00      | $11902703.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-16      | 0.7115%  | 0.0000% | $50000000.00       | $3400542.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-20      | 2.2486%  | 0.0000% | $56469109.00       | $236467.35         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | NA       | 0.0000% | $225285175.00      | $17458024.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8299%  | 0.0000% | $200000000.00      | $13956907.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8591%  | 0.0000% | $171000000.00      | $12978237.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-16      | 0.5000%  | 0.0000% | $7500000.00        | $190025.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.6023%  | 0.0000% | $75000000.00       | $4378753.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE 2025-106            | 2067-07-16      | 0.7358%  | 0.0000% | $125089269.00      | $8414077.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7518%  | 0.0000% | $75000000.00       | $5237827.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7674%  | 0.0000% | $150000000.00      | $10530496.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-11-20      | 2.5607%  | 0.0000% | $75297944.00       | $786782.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-11-16      | 0.8900%  | 0.0000% | $225000000.00      | $17951564.78       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0398%  | 0.0000% | $9767006.00        | $862050.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 0.7838%  | 0.0000% | $90239194.00       | $6705560.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0136%  | 0.0000% | $11531028.00       | $956794.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0384%  | 0.0000% | $41666955.00       | $3573914.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7139%  | 0.0000% | $100000000.00      | $7078301.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-01-20      | 1.1504%  | 0.0000% | $97675293.00       | $2151538.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-01-20      | 0.7743%  | 0.0000% | $139681000.00      | $988603.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-12-20      | 1.3270%  | 0.0000% | $101821732.00      | $1972674.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.8015%  | 0.0000% | $280738923.00      | $6652328.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 0.1105%  | 0.0000% | $345317551.00      | $699037.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-09-16      | 0.2500%  | 0.0000% | $25000000.00       | $278623.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8536%  | 0.0000% | $120000000.00      | $9129892.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 2.1459%  | 0.0000% | $92415946.00       | $2144719.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.2027%  | 0.0000% | $125129269.00      | $2567857.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9534%  | 0.0000% | $70144550.00       | $5781370.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7614%  | 0.0000% | $302258735.00      | $22447385.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-16      | 0.8012%  | 0.0000% | $247536343.00      | $19008759.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-16      | 0.8148%  | 0.0000% | $230772956.00      | $17957871.31       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.1271%  | 0.0000% | $100000.00         | $2989.44           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.8271%  | 0.0000% | $100000.00         | $3669.52           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-01-20      | 1.1771%  | 0.0000% | $63841991.00       | $3440997.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-02-20      | 1.3771%  | 0.0000% | $35101342.00       | $863946.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.3857%  | 0.0000% | $43573800.00       | $403789.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-06-20      | 1.6724%  | 0.0000% | $45839205.00       | $337165.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 1.5245%  | 0.0000% | $61800000.00       | $426086.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 2.2142%  | 0.0000% | $46445192.00       | $767218.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 2.7277%  | 0.0000% | $62741000.00       | $181386.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 2.7293%  | 0.0000% | $25864000.00       | $185096.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.4506%  | 0.0000% | $70668862.00       | $518465.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.7627%  | 0.0000% | $30000000.00       | $293560.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.5758%  | 0.0000% | $52734805.00       | $452037.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 2.4018%  | 0.0000% | $49580631.00       | $211107.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.8402%  | 0.0000% | $37000000.00       | $214075.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 2.6883%  | 0.0000% | $31712373.00       | $326917.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 2.2732%  | 0.0000% | $164959989.00      | $1065779.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-12-20      | 2.1237%  | 0.0000% | $15412727.00       | $100223.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 2.4554%  | 0.0000% | $84223548.00       | $475898.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-20      | 2.3677%  | 0.0000% | $30750871.00       | $344761.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-20      | 1.5351%  | 0.0000% | $95993262.00       | $304022.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 1.3181%  | 0.0000% | $49769600.00       | $451032.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-20      | 2.0996%  | 0.0000% | $105662843.00      | $462850.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 1.8616%  | 0.0000% | $31547250.00       | $246419.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 1.7646%  | 0.0000% | $55385800.00       | $341139.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-20      | 2.1724%  | 0.0000% | $50224650.00       | $245146.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-20      | 1.9328%  | 0.0000% | $86468985.00       | $339525.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-20      | 2.6776%  | 0.0000% | $50801857.00       | $541388.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-08-20      | 2.7375%  | 0.0000% | $114670847.00      | $732929.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-02-20      | 1.6093%  | 0.0000% | $52840000.00       | $1601757.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-03-20      | 1.4028%  | 0.0000% | $32018609.00       | $551783.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.7482%  | 0.0000% | $27361184.00       | $879676.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.5037%  | 0.0000% | $40349673.00       | $1308091.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.9028%  | 0.0000% | $22582626.00       | $653939.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 1.7494%  | 0.0000% | $146045000.00      | $1902033.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-03-20      | 1.9012%  | 0.0000% | $49447817.00       | $566953.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.6515%  | 0.0000% | $50427236.00       | $1254861.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.8730%  | 0.0000% | $52421984.00       | $1579469.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.9586%  | 0.0000% | $60523175.00       | $556555.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.2335%  | 0.0000% | $75000000.00       | $1278433.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 1.7493%  | 0.0000% | $50000000.00       | $961924.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 2.1671%  | 0.0000% | $37392196.00       | $333735.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 1.9016%  | 0.0000% | $53620824.00       | $1026708.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 2.2445%  | 0.0000% | $37361377.00       | $290666.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.8322%  | 0.0000% | $27600000.00       | $856938.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-20      | 2.0567%  | 0.0000% | $79853362.00       | $645595.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.4794%  | 0.0000% | $49903469.00       | $1085387.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.4661%  | 0.0000% | $57500000.00       | $589020.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 1.6623%  | 0.0000% | $76072526.00       | $1622411.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.8555%  | 0.0000% | $26224679.00       | $244011.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.5634%  | 0.0000% | $51151433.00       | $1384295.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.3683%  | 0.0000% | $50000000.00       | $1210087.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.2158%  | 0.0000% | $49857711.00       | $2323113.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.5510%  | 0.0000% | $36796905.00       | $303924.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.3036%  | 0.0000% | $59276595.00       | $1723449.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 1.5238%  | 0.0000% | $137890203.00      | $351952.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-04-20      | 2.5429%  | 0.0000% | $40368984.00       | $416430.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 2.2536%  | 0.0000% | $34503909.00       | $330654.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-03-20      | 2.5826%  | 0.0000% | $48209126.00       | $405130.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.3113%  | 0.0000% | $98902101.00       | $2612883.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-05-20      | 2.4876%  | 0.0000% | $56595666.00       | $555367.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 1.5055%  | 0.0000% | $33500000.00       | $1115224.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-06-20      | 1.7142%  | 0.0000% | $18056987.00       | $128929.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-01-20      | 1.7887%  | 0.0000% | $70138490.00       | $1087363.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-01-20      | 2.8222%  | 0.0000% | $24837594.00       | $316231.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-12-20      | 2.4787%  | 0.0000% | $66186619.00       | $881993.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.5215%  | 0.0000% | $33908000.00       | $739244.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.0210%  | 0.0000% | $84305309.00       | $555783.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-06-20      | 2.2700%  | 0.0000% | $136346184.00      | $1043393.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-07-20      | 1.6622%  | 0.0000% | $43404196.00       | $248975.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.0519%  | 0.0000% | $18988000.00       | $145497.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 1.9104%  | 0.0000% | $122489829.00      | $911735.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.3537%  | 0.0000% | $115090218.00      | $1297227.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.2892%  | 0.0000% | $61491000.00       | $989225.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.2693%  | 0.0000% | $40710074.00       | $258849.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-08-20      | 1.7018%  | 0.0000% | $160176830.00      | $644642.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-11-20      | 1.6070%  | 0.0000% | $102665687.00      | $1025105.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-11-20      | 2.5221%  | 0.0000% | $82368698.00       | $1001662.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 2.6818%  | 0.0000% | $120644359.00      | $651174.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 2.1097%  | 0.0000% | $50498516.00       | $228651.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-12-20      | 2.3236%  | 0.0000% | $45000000.00       | $857146.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-09-20      | 2.5113%  | 0.0000% | $122402019.00      | $2068275.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-09-20      | 1.8606%  | 0.0000% | $58621766.00       | $142977.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 2.5148%  | 0.0000% | $28716935.00       | $309201.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 2.2509%  | 0.0000% | $27618610.00       | $261142.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-11-20      | 2.6167%  | 0.0000% | $38589715.00       | $399516.28         | Agency Mortgage-Backed Securities |

### Security 237: Banco Bilbao Vizcaya Argentaria SA Tri Party Repo

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABFFJ8, C.3 - LEI: 213800FKGFR7Q2ACLS83, C.5 - Other ID: 990ABFFJ8_3.66_0401
- **C.18 - Value (incl. sponsor support):** $29000000.00
- **C.18.a - Value (excl. sponsor support):** $29000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $3646600.00        | $3448648.35        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $102900.00         | $108794.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $19032400.00       | $16543374.48       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $5999600.00        | $9479243.42        | U.S. Treasuries (including strips) |

### Security 238: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.66_0401
- **C.18 - Value (incl. sponsor support):** $4600000000.00
- **C.18.a - Value (excl. sponsor support):** $4600000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $1012.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $35999900.00       | $29059397.14       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $1000.00           | $987.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-15      | 3.5000%  | 0.0000% | $25000000.00       | $24967884.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $30511000.00       | $30533086.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $1671860000.00     | $1662839086.81     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $618206000.00      | $623497351.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.64             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $22000000.00       | $15304657.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $30000000.00       | $21449714.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $30246240.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $25000000.00       | $20980580.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $7999700.00        | $6989598.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $228400000.00      | $205627319.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $10780000.00       | $10646581.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $24799900.00       | $24071393.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $3203100.00        | $3193067.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $15000000.00       | $14273230.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $10500000.00       | $10351110.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $2000.00           | $1893.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $672250000.00      | $637353827.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $125000000.00      | $124545875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $268000000.00      | $265549911.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $9999900.00        | $10418607.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $24999900.00       | $25570357.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $89000000.00       | $87108122.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $11000000.00       | $11202643.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $340000000.00      | $349482284.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $28799900.00       | $29697291.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $201245200.00      | $201964651.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $212334000.00      | $215071802.92      | U.S. Treasuries (including strips) |

### Security 239: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $19566812.00       | $14408146.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-01-01      | 4.5000%  | 0.0000% | $10974704.00       | $9597911.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.5000%  | 0.0000% | $15783680.00       | $13763688.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-05-01      | 2.5000%  | 0.0000% | $18791400.00       | $10486198.49       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $4191544.00        | $3871787.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 3.3300%  | 0.0000% | $1000.00           | $826.09            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-03-01      | 2.5000%  | 0.0000% | $297444.00         | $225928.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.0000%  | 0.0000% | $14000000.00       | $9263475.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 5.1619%  | 0.0000% | $1000.00           | $754.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-11-01      | 6.0000%  | 0.0000% | $46830.00          | $34520.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $9526036.00        | $8371865.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2029-12-01      | 4.5600%  | 0.0000% | $253610.00         | $251899.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $19830320.00       | $14596197.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 5.0000%  | 0.0000% | $9387842.00        | $8031224.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $54012232.00       | $49024491.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 5.0000%  | 0.0000% | $1033600.00        | $930246.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 7.0000%  | 0.0000% | $1008.00           | $628.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $905.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $669.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 6.0000%  | 0.0000% | $29653630.00       | $22650731.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $1016.00           | $1044.30           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2047-10-20      | 3.5000%  | 0.0000% | $66701568.00       | $7725064.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $434.45            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2049-12-20      | 3.0000%  | 0.0000% | $1024.00           | $168.65            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2050-10-20      | 2.0000%  | 0.0000% | $23116183.00       | $10358982.08       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2065-04-20      | 6.5000%  | 0.0000% | $1004.00           | $537.17            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2065-03-20      | 7.0000%  | 0.0000% | $1008.00           | $696.11            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.43           | Agency Mortgage-Backed Securities |

### Security 240: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **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: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2054-08-20      | 6.5000%  | 0.0000% | $356298752.00      | $167509622.90      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $21440512.00       | $21189761.62       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 5.1729%  | 0.0000% | $15570424.00       | $15120021.66       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $535.03            | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.43             | U.S. Treasuries (including strips) |

### Security 241: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.66_0401
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $116928000.00      | $118690534.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $79535700.00       | $79793793.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $157170500.00      | $158515754.44      | U.S. Treasuries (including strips) |

### Security 242: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.63_0410
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $753231700.00      | $747721613.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $9900000.00        | $7078405.87        | U.S. Treasuries (including strips) |

### Security 243: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.66_0401
- **C.18 - Value (incl. sponsor support):** $915000000.00
- **C.18.a - Value (excl. sponsor support):** $915000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $26727264.00       | $20078910.53       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $145001600.00      | $146692851.13      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-08-15      | NA       | 0.0000% | $5805800.00        | $1609292.28        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2030-02-15      | NA       | 0.0000% | $537000.00         | $462165.83         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $10800000.00       | $10127885.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $11500000.00       | $8092355.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $287718800.00      | $182381969.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $4580000.00        | $3495910.94        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-11-15      | NA       | 0.0000% | $808500.00         | $760357.87         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-08-15      | NA       | 0.0000% | $850100.00         | $320199.52         | U.S. Treasuries (including strips) |
| STRIPS          | 2031-02-15      | NA       | 0.0000% | $33712128.00       | $27741777.56       | U.S. Treasuries (including strips) |
| STRIPS          | 2036-11-15      | NA       | 0.0000% | $181782118.40      | $112554034.25      | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | NA       | 0.0000% | $177122836.48      | $103582497.51      | U.S. Treasuries (including strips) |
| STRIPS          | 2038-05-15      | NA       | 0.0000% | $249647088.67      | $141653752.46      | U.S. Treasuries (including strips) |
| STRIPS          | 2040-08-15      | NA       | 0.0000% | $349613588.48      | $173021317.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $13000.00          | $12122.74          | U.S. Treasuries (including strips) |
| STRIPS          | 2036-05-15      | NA       | 0.0000% | $1119682.56        | $712599.57         | U.S. Treasuries (including strips) |

### Security 244: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.669900%
- **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: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.67_0401
- **C.18 - Value (incl. sponsor support):** $5735000000.00
- **C.18.a - Value (excl. sponsor support):** $5735000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE I POOL                     | 2061-01-15      | 5.1000%  | 0.0000% | $13500000.00       | $13639441.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-15      | 2.9600%  | 0.0000% | $2049528.00        | $1760009.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | 2.5000%  | 0.0000% | $2900330.00        | $1619789.21        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2064-03-15      | 2.7200%  | 0.0000% | $21604960.00       | $18273659.57       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-11-15      | 3.2500%  | 0.0000% | $3574320.00        | $3131439.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2064-09-15      | 3.5000%  | 0.0000% | $22137472.00       | $19858438.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $23596816.67       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-04-15      | 2.9800%  | 0.0000% | $842472.00         | $728391.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-08-15      | 3.7000%  | 0.0000% | $2560444.00        | $2308712.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 2.5000%  | 0.0000% | $1326952.00        | $935900.61         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2057-08-15      | 3.5000%  | 0.0000% | $9264240.00        | $8242801.68        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2064-08-15      | 2.7100%  | 0.0000% | $21611120.00       | $18293960.14       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2073-11-20      | 6.3020%  | 0.0000% | $3738456.00        | $3457537.19        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-06-15      | 6.2000%  | 0.0000% | $2760664.00        | $2934407.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-09-15      | 4.8200%  | 0.0000% | $1199998.00        | $1178986.85        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-07-20      | 6.5000%  | 0.0000% | $21505344.00       | $11381466.69       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2064-04-20      | 4.0000%  | 0.0000% | $237200.00         | $220285.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 5.0000%  | 0.0000% | $2130056.00        | $2104223.53        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2064-12-20      | 3.5000%  | 0.0000% | $257111.00         | $231400.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-12-20      | 4.5000%  | 0.0000% | $194889.00         | $185707.96         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-01-20      | 6.5000%  | 0.0000% | $2936352.00        | $2085891.10        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-02-20      | 6.5000%  | 0.0000% | $2125856.00        | $1704036.69        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-03-20      | 6.5000%  | 0.0000% | $4508456.00        | $3511527.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1167130.00        | $1209286.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 3.5000%  | 0.0000% | $53414976.00       | $39418283.29       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-09-01      | 5.5000%  | 0.0000% | $196728832.00      | $149506901.78      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $32716096.00       | $31149544.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-10-01      | 3.5000%  | 0.0000% | $300000.00         | $37277.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $348000.00         | $39156.60          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-03-01      | 2.5000%  | 0.0000% | $2300000.00        | $540888.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $6143680.00        | $3810659.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-06-01      | 2.5000%  | 0.0000% | $100000.00         | $58834.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $4369464.00        | $3185792.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $182000.00         | $153135.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-25      | 4.0000%  | 0.0000% | $1475000.00        | $1027013.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $138132736.00      | $137121163.32      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $1020000.00        | $6074.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $7794000.00        | $342419.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 5.0000%  | 0.0000% | $3333750.00        | $40782.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $481116.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-11-01      | 4.0000%  | 0.0000% | $71000.00          | $6601.63           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-10-01      | 4.0000%  | 0.0000% | $109651.00         | $13356.92          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-09-01      | 4.0000%  | 0.0000% | $4840184.00        | $521127.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 3.0000%  | 0.0000% | $3192724.00        | $1270379.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-03-01      | 2.0000%  | 0.0000% | $88000.00          | $48386.73          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-03-01      | 6.5000%  | 0.0000% | $1535864.00        | $119018.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $2280728.00        | $2393930.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $4068064.00        | $4213758.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 6.5000%  | 0.0000% | $74116096.00       | $59522076.01       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 6.0000%  | 0.0000% | $37152960.00       | $38630198.84       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $6973016.00        | $6695534.28        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.5000%  | 0.0000% | $2282324.00        | $2410277.17        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $2588964.00        | $2675655.46        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-09-20      | 6.0000%  | 0.0000% | $492321.00         | $12675.07          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2041-07-20      | 4.0000%  | 0.0000% | $9607360.00        | $159997.04         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2039-09-15      | 5.0000%  | 0.0000% | $378798.00         | $13965.24          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2041-02-15      | 4.0000%  | 0.0000% | $2500000.00        | $110999.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-10-15      | 4.0000%  | 0.0000% | $900000.00         | $84036.78          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-01-15      | 4.0000%  | 0.0000% | $110174.00         | $9017.08           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2035-08-15      | 5.0000%  | 0.0000% | $2310116.00        | $22370.23          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-02-20      | 5.6250%  | 0.0000% | $1520000.00        | $39503.13          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-06-20      | 5.0000%  | 0.0000% | $10173568.00       | $6142972.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | 3.5000%  | 0.0000% | $388695.00         | $301567.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.5000%  | 0.0000% | $1298546.00        | $1134151.69        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2041-01-15      | 4.0000%  | 0.0000% | $1735322.00        | $106811.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-03-15      | 4.0000%  | 0.0000% | $32850560.00       | $1107687.52        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2039-04-15      | 5.5000%  | 0.0000% | $3500000.00        | $76892.57          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2033-07-15      | 5.5000%  | 0.0000% | $6940384.00        | $142632.81         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2035-11-15      | 4.0000%  | 0.0000% | $1137140.00        | $78927.65          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2040-06-15      | 5.0000%  | 0.0000% | $13669696.00       | $233057.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-08-20      | 5.0000%  | 0.0000% | $3874140.00        | $1243862.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-05-20      | 6.0000%  | 0.0000% | $42400000.00       | $2190958.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-11-20      | 5.5000%  | 0.0000% | $4893344.00        | $572969.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-20      | 3.0000%  | 0.0000% | $2353000.00        | $2617156.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-08-16      | 3.5000%  | 0.0000% | $475000.00         | $625666.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-01-20      | 4.0000%  | 0.0000% | $260000.00         | $387498.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-20      | 3.0000%  | 0.0000% | $31000000.00       | $1549438.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-08-20      | 3.5000%  | 0.0000% | $150000.00         | $148843.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-09-20      | 3.0000%  | 0.0000% | $384500.00         | $390127.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-09-20      | 3.0000%  | 0.0000% | $637064.00         | $616668.16         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $2029384.00        | $2071835.33        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1078896.00        | $1114761.74        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.8920%  | 0.0000% | $28872.00          | $25025.05          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $2390628.00        | $2472474.76        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $1783676.00        | $1841218.88        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1807836.00        | $1868975.21        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.5000%  | 0.0000% | $5778760.00        | $5886827.92        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $3121240.00        | $3211479.21        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1529014.00        | $1566357.62        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $2028964.00        | $2068616.72        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1549880.00        | $1576388.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.5000%  | 0.0000% | $1279660.00        | $1351398.59        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $12203872.00       | $12417089.91       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $2269836.00        | $2393938.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $4910632.00        | $5054414.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $6341864.00        | $6466788.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 6.5000%  | 0.0000% | $141693.00         | $234233.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-05-16      | 2.2500%  | 0.0000% | $152959744.00      | $113864830.31      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-02-16      | 2.0000%  | 0.0000% | $200000.00         | $107451.67         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2055-06-20      | 5.0000%  | 0.0000% | $11704112.00       | $11331267.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 2.5000%  | 0.0000% | $1395000.00        | $926915.40         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2055-07-20      | 5.0000%  | 0.0000% | $3256000.00        | $3180203.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-03-20      | 3.0000%  | 0.0000% | $6550000.00        | $6258258.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | 2.5000%  | 0.0000% | $100000.00         | $8694.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5000%  | 0.0000% | $1050000.00        | $623411.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.5000%  | 0.0000% | $14536464.00       | $12094912.69       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 4.6729%  | 0.0000% | $200000000.00      | $75666178.92       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 5.0000%  | 0.0000% | $99000.00          | $107494.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 5.0000%  | 0.0000% | $12000000.00       | $12605345.13       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 4.8629%  | 0.0000% | $25000000.00       | $23441555.65       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2065-10-20      | 2.3271%  | 0.0000% | $70414208.00       | $3262316.39        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2049-02-20      | 3.5000%  | 0.0000% | $5581672.00        | $4413629.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 5.5000%  | 0.0000% | $8938000.00        | $8474674.02        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2053-04-20      | 5.0000%  | 0.0000% | $31000000.00       | $30566051.68       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-01-20      | 5.5000%  | 0.0000% | $612430.00         | $558405.09         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-02-20      | 5.5000%  | 0.0000% | $53571392.00       | $12065220.36       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-02-20      | 4.5729%  | 0.0000% | $65206016.00       | $64490031.01       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-02-20      | 3.6571%  | 0.0000% | $71657088.00       | $9329557.52        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-03-20      | NA       | 0.0000% | $99546240.00       | $746497.25         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-03-20      | 4.6712%  | 0.0000% | $100000000.00      | $99511231.70       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-03-20      | 5.0000%  | 0.0000% | $73166592.00       | $17132664.82       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2055-05-20      | 4.4729%  | 0.0000% | $140188672.00      | $139704002.05      | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-03-20      | 4.5000%  | 0.0000% | $25948600.00       | $25534382.50       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-02-20      | 4.5229%  | 0.0000% | $50000000.00       | $49820532.95       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-08-20      | 6.5000%  | 0.0000% | $30000000.00       | $12639000.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-01-01      | 4.5000%  | 0.0000% | $2103000.00        | $38652.73          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1821434.00        | $1859535.36        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $14828736.00       | $15118538.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $15257.71          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2037-01-01      | 6.0000%  | 0.0000% | $4778344.00        | $11615.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.0000%  | 0.0000% | $155000.00         | $16022.11          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-06-01      | 2.5000%  | 0.0000% | $210000.00         | $21929.48          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2042-10-01      | 3.0000%  | 0.0000% | $500000.00         | $98354.01          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-12-20      | 4.5000%  | 0.0000% | $3453293.00        | $3328165.28        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $216461312.00      | $148483559.76      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-07-20      | 5.5000%  | 0.0000% | $73300000.00       | $71015829.98       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $694033920.00      | $727513193.31      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.5000%  | 0.0000% | $649567232.00      | $681471809.43      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-09-20      | 6.0000%  | 0.0000% | $1316910.00        | $1375640.46        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.5000%  | 0.0000% | $1258340.00        | $1314534.16        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.0000%  | 0.0000% | $16944960.00       | $17568339.12       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1403218.00        | $1519657.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.0000%  | 0.0000% | $96459136.00       | $99454634.46       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 5.0000%  | 0.0000% | $1701600.00        | $1694204.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $3605712.00        | $3671456.15        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $2029596.00        | $2104707.75        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-06-20      | 6.5000%  | 0.0000% | $1176918.00        | $827629.24         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-09-20      | 6.5000%  | 0.0000% | $3279732.00        | $3461655.30        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $345401.10         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1078324.00        | $1167923.80        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $2793584.00        | $3025028.68        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2065-10-20      | 5.0000%  | 0.0000% | $367480.00         | $365186.37         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.0000%  | 0.0000% | $1288770.00        | $1337682.06        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1185910.00        | $1253353.30        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $2805380.00        | $2920051.09        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $28733600.00       | $29299604.02       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $18376384.00       | $18738368.13       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $3048972.00        | $3269004.83        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 6.5000%  | 0.0000% | $1444590.00        | $1547970.73        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $1915644.00        | $2019223.53        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1007908.00        | $1060353.77        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.0000%  | 0.0000% | $14051568.00       | $14635697.87       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $2293952.00        | $2468805.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2045-03-01      | 3.0000%  | 0.0000% | $1023442.00        | $285215.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $718790.00         | $86686.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 5.0000%  | 0.0000% | $1688774.00        | $214059.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-08-01      | 4.0000%  | 0.0000% | $162200000.00      | $19033876.23       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-09-01      | 4.5000%  | 0.0000% | $16398592.00       | $1969491.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $35380160.00       | $35734254.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $3972412.00        | $4034893.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.0000%  | 0.0000% | $2631792.00        | $2733281.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-05-20      | 5.0000%  | 0.0000% | $250000.00         | $33154.64          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2041-08-15      | 4.0000%  | 0.0000% | $760000.00         | $81181.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $342087.00         | $35021.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.5000%  | 0.0000% | $153011.00         | $16702.27          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-02-01      | 4.5000%  | 0.0000% | $876000.00         | $166826.32         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-10-01      | 6.0000%  | 0.0000% | $13500000.00       | $14265.63          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-11-01      | 6.0000%  | 0.0000% | $26775616.00       | $53742.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 6.0000%  | 0.0000% | $48990592.00       | $208658.27         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-02-01      | 3.5000%  | 0.0000% | $185000.00         | $37812.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 6.0000%  | 0.0000% | $6572872.00        | $107901.26         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-05-01      | 3.0000%  | 0.0000% | $530000.00         | $54892.59          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-03-01      | 4.5000%  | 0.0000% | $1222440.00        | $187029.11         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2045-12-01      | 4.5000%  | 0.0000% | $300000.00         | $29545.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 4.0000%  | 0.0000% | $850000.00         | $65922.52          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-12-01      | 5.5000%  | 0.0000% | $1300130.00        | $1007450.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 5.0000%  | 0.0000% | $2670244.00        | $2381178.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1027578.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-12-01      | 6.0000%  | 0.0000% | $3517000.00        | $2096142.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.5000%  | 0.0000% | $1265876.00        | $70308.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $2800000.00        | $714460.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 2.0000%  | 0.0000% | $8429792.00        | $5304512.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 4.0000%  | 0.0000% | $22752288.00       | $13835669.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $851352.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 3.5000%  | 0.0000% | $160000.00         | $14730.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-25      | 2.5000%  | 0.0000% | $100000.00         | $10209.22          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-01-01      | 4.5000%  | 0.0000% | $1041992.00        | $128221.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 5.0000%  | 0.0000% | $175000.00         | $19265.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $7314056.00        | $950900.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-02-01      | 3.5000%  | 0.0000% | $900000.00         | $135914.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 4.5000%  | 0.0000% | $222753.00         | $13441.76          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-03-01      | 2.5000%  | 0.0000% | $44200.00          | $8162.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-10-01      | 6.0000%  | 0.0000% | $4600000.00        | $40668.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $3583760.00        | $53247.75          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-12-01      | 6.0000%  | 0.0000% | $3148136.00        | $63196.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $17887008.00       | $14363115.35       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-08-01      | 3.0000%  | 0.0000% | $562757.00         | $80962.79          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 3.5000%  | 0.0000% | $258000.00         | $25294.82          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-08-01      | 3.5000%  | 0.0000% | $4220864.00        | $1974189.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $11408544.00       | $6476706.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $23575968.00       | $22935278.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.5000%  | 0.0000% | $2559132.00        | $1952153.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $1010172.00        | $254419.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $5573072.00        | $3816647.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 7.0000%  | 0.0000% | $10389000.00       | $7196028.63        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-02-20      | 2.0000%  | 0.0000% | $22829440.00       | $13789918.82       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-05-20      | 7.0000%  | 0.0000% | $140000000.00      | $54325599.66       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-08-20      | 6.5000%  | 0.0000% | $617790.00         | $290446.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-05-20      | 5.0000%  | 0.0000% | $2765364.00        | $299761.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6671.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2057-11-15      | 4.2000%  | 0.0000% | $12573200.00       | $11711315.81       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2057-08-15      | 2.9500%  | 0.0000% | $37060928.00       | $31726004.40       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2064-10-15      | 4.4700%  | 0.0000% | $11481776.00       | $10936035.70       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-09-20      | 5.0000%  | 0.0000% | $26887160.00       | $2651257.69        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2036-04-20      | 5.0000%  | 0.0000% | $1036640.00        | $188975.80         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-12-20      | 4.5000%  | 0.0000% | $17000000.00       | $16353644.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-12-20      | 6.5000%  | 0.0000% | $123364864.00      | $128200303.59      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 7.5000%  | 0.0000% | $4855776.00        | $5242204.99        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1248244.00        | $1339678.54        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1042238.00        | $1122838.28        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $1012560.00        | $1068313.18        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.5000%  | 0.0000% | $1286086.00        | $1358186.13        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1255366.00        | $1319039.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $4954184.00        | $4933122.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1170848.00        | $1271313.62        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 7.5000%  | 0.0000% | $7541304.00        | $8191064.18        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1099748.00        | $1121410.10        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $15035088.00       | $15333088.45       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $30300608.00       | $30897479.47       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $22359008.00       | $22799443.19       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.5000%  | 0.0000% | $1172792.00        | $1238534.81        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1805376.00        | $1960162.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $23113344.00       | $23015081.48       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $3169360.00        | $3263806.23        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.5000%  | 0.0000% | $3767620.00        | $3975565.09        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $2795716.00        | $2910838.92        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1111464.00        | $1162980.36        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.5000%  | 0.0000% | $1212770.00        | $1278449.43        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $15890928.00       | $16348793.31       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $6422064.00        | $6548574.38        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1686142.00        | $1719356.19        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.0000%  | 0.0000% | $2379456.00        | $2365746.86        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-09-20      | 2.5000%  | 0.0000% | $115777280.00      | $65861252.37       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.5000%  | 0.0000% | $2557496.00        | $2705108.70        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-04-20      | 5.0000%  | 0.0000% | $3936270.00        | $263058.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-11-20      | 4.5000%  | 0.0000% | $3361628.00        | $665110.00         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-10-20      | 5.5000%  | 0.0000% | $21650000.00       | $27216.85          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-11-20      | 6.0000%  | 0.0000% | $4000000.00        | $5603.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-20      | 4.0000%  | 0.0000% | $13401424.00       | $707219.26         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-02-20      | 5.5000%  | 0.0000% | $2483728.00        | $61380.52          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-08-20      | 5.0000%  | 0.0000% | $5792024.00        | $29646.16          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-08-20      | 5.0000%  | 0.0000% | $14000000.00       | $521078.94         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2034-11-15      | 4.2500%  | 0.0000% | $325459200.00      | $330356010.57      | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-02-15      | NA       | 0.0000% | $251478671.36      | $171024608.90      | U.S. Treasuries (including strips) |
| STRIPS                                | 2032-05-15      | NA       | 0.0000% | $95322439.58       | $74216907.59       | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-11-15      | NA       | 0.0000% | $54643261.44       | $49400950.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-02-15      | 3.0000%  | 0.0000% | $642578400.00      | $471077058.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2054-11-15      | 4.5000%  | 0.0000% | $827600000.00      | $786815108.41      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-10-15      | 2.3750%  | 0.0000% | $12760800.00       | $14182602.56       | U.S. Treasuries (including strips) |

### Security 245: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDKG003, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKG003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2036-02-15      | NA       | 0.0000% | $3985400.00        | $2618025.20        | U.S. Treasuries (including strips) |
| STRIPS        | 2031-08-15      | NA       | 0.0000% | $57129710.70       | $45995130.08       | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2026-08-15      | NA       | 0.0000% | $2418400.00        | $2386844.72        | U.S. Treasuries (including strips) |

### Security 246: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.669900%
- **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: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD POOL            | 2048-03-01      | 3.5000%  | 0.0000% | $462785000.00      | $95319292.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 5.5000%  | 0.0000% | $23381887.00       | $23772717.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 6.0000%  | 0.0000% | $2384036.00        | $2456436.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-04-01      | 5.5000%  | 0.0000% | $215524.00         | $57553.09          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $2374380.00        | $1778470.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.5000%  | 0.0000% | $3841.00           | $3551.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-09-01      | 6.0000%  | 0.0000% | $377519104.00      | $372898441.21      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.5000%  | 0.0000% | $5074464.00        | $3513537.42        | Agency Mortgage-Backed Securities |

### Security 247: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $247000000.00
- **C.18.a - Value (excl. sponsor support):** $247000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-02-20      | 0.7252%  | 0.0000% | $395000000.00      | $9132616.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-04-20      | 2.2271%  | 0.0000% | $232841216.00      | $12055078.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 2.0271%  | 0.0000% | $25000000.00       | $1496922.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 1.4771%  | 0.0000% | $168521728.00      | $6332259.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 4.7329%  | 0.0000% | $44623900.00       | $36380055.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | 1.7736%  | 0.0000% | $79393536.00       | $302288.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-25      | 3.3556%  | 0.0000% | $212000000.00      | $9979599.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 2.2756%  | 0.0000% | $200000000.00      | $5382296.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-06-25      | 6.0000%  | 0.0000% | $100000.00         | $14892.06          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 11.0119% | 0.0000% | $4384360.00        | $4252497.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 4.7500%  | 0.0000% | $7682616.00        | $5876974.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $84999493.00       | $364674.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 3.7233%  | 0.0000% | $43563264.00       | $24898885.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 4.5729%  | 0.0000% | $291196000.00      | $141336179.29      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 2.4771%  | 0.0000% | $75000000.00       | $3298143.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.3271%  | 0.0000% | $116394363.00      | $3897186.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 2.2771%  | 0.0000% | $54540032.00       | $1759450.61        | Agency Mortgage-Backed Securities |

### Security 248: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQX000_3.68_0401
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 BANK                | 2028-11-16      | 3.2500%  | 0.0000% | $45000.00          | $44906.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2026-06-12      | 3.3750%  | 0.0000% | $300000.00         | $302766.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2031-03-17      | 4.0000%  | 0.0000% | $300000.00         | $299473.37         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2968.34           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4001.68           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2023.80           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2881.77           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-06-18      | 2.0900%  | 0.0000% | $3000.00           | $2143.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3651.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3825.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1093.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $2000.00           | $2273.18           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                      | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2985.62           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                             | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2885.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3162.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $958.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-10      | 3.8750%  | 0.0000% | $900000.00         | $899905.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-10      | 4.0000%  | 0.0000% | $1000000.00        | $994998.33         | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2027-08-18      | 3.7900%  | 0.0000% | $3000000.00        | $3014813.33        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP              | 2026-07-15      | NA       | 0.0000% | $1000.00           | $988.74            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2100.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2872.84           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1994.26           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2036-07-15      | NA       | 0.0000% | $75000.00          | $46325.18          | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2026-11-01      | NA       | 0.0000% | $1000.00           | $977.70            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-06-22      | 1.7900%  | 0.0000% | $2000.00           | $1594.56           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1779.49           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1444.32           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2384.08           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3741.49           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-02-26      | 1.2000%  | 0.0000% | $100000.00         | $92728.47          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-01-13      | 2.1000%  | 0.0000% | $1000.00           | $922.82            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $909.20            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4059.55           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-01-05      | 4.5400%  | 0.0000% | $125000.00         | $125711.32         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-01-13      | 3.3750%  | 0.0000% | $212000.00         | $212885.84         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-03-30      | 3.7500%  | 0.0000% | $24000000.00       | $24000072.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2847.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3287.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $2000.00           | $2258.81           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $511.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.62            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-07-15      | 1.8750%  | 0.0000% | $637700.00         | $666619.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-08-31      | 3.6250%  | 0.0000% | $3400.00           | $3384.32           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-09-30      | 3.5000%  | 0.0000% | $3000.00           | $2996.45           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-10-31      | 4.1250%  | 0.0000% | $16500.00          | $16920.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 4.1250%  | 0.0000% | $800.00            | $815.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1121.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $310.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-12-31      | 4.3750%  | 0.0000% | $100100.00         | $102891.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 4.2500%  | 0.0000% | $1100.00           | $1115.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-01-31      | 4.1250%  | 0.0000% | $3000.00           | $3029.37           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-02-15      | 4.6250%  | 0.0000% | $34000.00          | $35059.42          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-07-09      | NA       | 0.0000% | $9700.00           | $9603.81           | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-04-09      | NA       | 0.0000% | $1000.00           | $999.20            | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-06-23      | NA       | 0.0000% | $1500.00           | $1487.61           | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2027-08-15      | NA       | 0.0000% | $11200.00          | $10631.70          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2028-11-15      | NA       | 0.0000% | $15000.00          | $13577.87          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2031-02-15      | NA       | 0.0000% | $39800.00          | $32844.59          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2046-11-15      | NA       | 0.0000% | $1000.00           | $352.97            | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2053-11-15      | NA       | 0.0000% | $4600.00           | $1158.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $312.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $316.48            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 3.8750%  | 0.0000% | $462700.00         | $1004333.62        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2044-02-15      | 1.3750%  | 0.0000% | $277700.00         | $320882.05         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2045-02-15      | 0.7500%  | 0.0000% | $364100.00         | $361480.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4722.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-11-15      | 3.0000%  | 0.0000% | $15100.00          | $11572.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $196.89            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $66447.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $592.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 4.2500%  | 0.0000% | $3600.00           | $3486.21           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $303.05            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2041-02-15      | 2.1250%  | 0.0000% | $10921900.00       | $15735670.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $230.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4400.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1450.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $358.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 3.8750%  | 0.0000% | $600.00            | $600.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 3.7500%  | 0.0000% | $13800.00          | $14012.26          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-04-15      | 1.6250%  | 0.0000% | $2254400.00        | $2344494.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-31      | 3.8750%  | 0.0000% | $700.00            | $709.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-06-30      | 4.0000%  | 0.0000% | $2330500.00        | $2342820.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-10-15      | 3.5000%  | 0.0000% | $200.00            | $201.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| US TREASURY FRN                       | 2028-01-31      | 3.7524%  | 0.0000% | $196100.00         | $197266.92         | U.S. Treasuries (including strips) |
| STRIPS                                | 2031-08-15      | NA       | 0.0000% | $82812.95          | $66672.71          | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-08-15      | NA       | 0.0000% | $8000.01           | $5867.97           | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-08-15      | NA       | 0.0000% | $402.93            | $281.06            | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-08-15      | NA       | 0.0000% | $27.97             | $18.54             | U.S. Treasuries (including strips) |
| STRIPS                                | 2037-02-15      | NA       | 0.0000% | $30999.98          | $18914.82          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-11-15      | NA       | 0.0000% | $374885.00         | $311926.44         | U.S. Treasuries (including strips) |
| STRIPS                                | 2031-11-15      | NA       | 0.0000% | $15000.00          | $11937.81          | U.S. Treasuries (including strips) |
| STRIPS                                | 2032-11-15      | NA       | 0.0000% | $14000.00          | $10649.03          | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13082.49          | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-05-15      | NA       | 0.0000% | $88000.00          | $87597.93          | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-05-15      | NA       | 0.0000% | $6000.00           | $5531.51           | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-05-15      | NA       | 0.0000% | $20000.00          | $13431.18          | U.S. Treasuries (including strips) |
| STRIPS                                | 2039-11-15      | NA       | 0.0000% | $24999.98          | $12948.49          | U.S. Treasuries (including strips) |
| STRIPS                                | 2052-11-15      | NA       | 0.0000% | $1930.85           | $494.41            | U.S. Treasuries (including strips) |
| STRIPS                                | 2040-08-15      | NA       | 0.0000% | $40000.00          | $19795.72          | U.S. Treasuries (including strips) |
| STRIPS                                | 2041-08-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-05-15      | NA       | 0.0000% | $6518.65           | $6250.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $301.97            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 2.1250%  | 0.0000% | $5160700.00        | $5626273.84        | U.S. Treasuries (including strips) |
| US TREASURY FRN                       | 2026-04-30      | 3.8034%  | 0.0000% | $3000.00           | $3018.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-04-30      | 4.6250%  | 0.0000% | $6000.00           | $6251.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.84            | U.S. Treasuries (including strips) |
| STRIPS                                | 2042-08-15      | NA       | 0.0000% | $40000.00          | $17503.04          | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4185.66           | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-08-15      | NA       | 0.0000% | $40000.00          | $16493.04          | U.S. Treasuries (including strips) |
| STRIPS                                | 2048-02-15      | NA       | 0.0000% | $1397.10           | $453.22            | U.S. Treasuries (including strips) |
| STRIPS                                | 2049-02-15      | NA       | 0.0000% | $351867.84         | $108415.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $372.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $346.01            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2046-02-15      | 1.0000%  | 0.0000% | $411100.00         | $419341.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3200.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $588.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2047-02-15      | 0.8750%  | 0.0000% | $1600000.00        | $1531825.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.35             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $237500.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $736.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $636.38            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19059.59          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $143.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1072.25           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2053-02-15      | 1.5000%  | 0.0000% | $396800.00         | $334016.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-11-15      | 4.7500%  | 0.0000% | $20285900.00       | $20076089.10       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2054-02-15      | 2.1250%  | 0.0000% | $2025400.00        | $1899353.64        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2055-02-15      | 2.3750%  | 0.0000% | $73000.00          | $70165.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2055-11-15      | 4.6250%  | 0.0000% | $700.00            | $680.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2056-02-15      | 2.3750%  | 0.0000% | $13955400.00       | $13043881.77       | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2032-02-15      | NA       | 0.0000% | $1100.00           | $866.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-15      | 1.5000%  | 0.0000% | $4800.00           | $4767.88           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $966.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $301.27            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-07-15      | 0.1250%  | 0.0000% | $7426200.00        | $10223242.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $297.92            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-07-15      | 0.7500%  | 0.0000% | $425400.00         | $550582.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $198.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-01-15      | 0.1250%  | 0.0000% | $5951500.00        | $7204365.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-02-15      | 1.5000%  | 0.0000% | $600.00            | $550.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $950.59            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-01-15      | 0.1250%  | 0.0000% | $1054900.00        | $1239940.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 1.1250%  | 0.0000% | $4700.00           | $4125.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4757.74           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-07-15      | 0.1250%  | 0.0000% | $1204200.00        | $1366161.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $281.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-08-15      | 1.2500%  | 0.0000% | $4200.00           | $3650.73           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-10-15      | 0.1250%  | 0.0000% | $3276900.00        | $3935538.61        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-01-15      | 0.1250%  | 0.0000% | $222500.00         | $240388.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-04-15      | 0.1250%  | 0.0000% | $22200.00          | $25446.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $386.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $297.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-01-15      | 1.1250%  | 0.0000% | $10000.00          | $10541.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-03-31      | 3.6250%  | 0.0000% | $40800.00          | $40651.77          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-04-15      | 1.2500%  | 0.0000% | $7089400.00        | $7762712.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-31      | 3.7500%  | 0.0000% | $500.00            | $503.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-06-30      | 3.7500%  | 0.0000% | $700.00            | $702.00            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-07-15      | 1.3750%  | 0.0000% | $14184200.00       | $14890275.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $295.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $12000.00          | $12446.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-30      | 4.3750%  | 0.0000% | $79600.00          | $82190.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-12-31      | 3.7500%  | 0.0000% | $31300.00          | $31526.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $201.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $406.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $304.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1078.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-15      | 6.2500%  | 0.0000% | $100.00            | $111.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 5.3750%  | 0.0000% | $1200.00           | $1282.49           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-04-15      | 3.3750%  | 0.0000% | $3152700.00        | $6464953.94        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 2.3750%  | 0.0000% | $883300.00         | $1456821.22        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer